Tag Archives: Internet

Cool Data: Stock Quote Requests and Its Future

Zero Hedge has a second piece on high-frequency trading and the high-frequency quote (HFQ?) requests that go with it. It is interesting data, although there is no accompanying analysis. Also interesting is the post’s consideration of HFQ and what it means for the future of regulatory investigations or just making sense of it (note: the quote below is referring to the flash crash):

And what is inexcusable, is that the regulators didn’t even bother to interview the traders that ran the algorithm used by Waddell and Reed until two weeks after they published their report! Maybe it was because it took them 5 months just to assemble the data, and they ran out of time for any serious analysis. Too bad if that is the case, because the next time we have a serious market event, they will be facing at least 4 times as much data that overwhelmed them before.

Things I Learned this Week

Among the things I learned this week:
* Spotify audio quality isn’t as good as I expected, despite knowing the format. I suspect it is a non-issue for most people. (Courtesy: Spotify)

* Weddings benefit from having Baltimore-based attendees: They know how to dance and they play good music. (Courtesy: MLs)

* According to excellent, interesting, insightful, and important research by Byers, Mitzenmacher, and Zervas, daily deals carry a reputational cost to the sponsoring establishment. Specifically, Yelp reviewers who went to an establishment due to a Groupon or LivingSocial coupon, reviewed the establishment 10 percent lower than non-daily deals reviewers. The paper also sheds light and raises questions about the sales dynamics of daily deals and social network effects on these types of sales. I only wish they had better controlled for the Yelp reviews by comparing daily deal establishments with non-daily deal establishments across the same time; not only is this relevant methodologically, but it is also something of interest to me. (Courtesy: Business Insider)

* Reading Rainbow returns as an iOS app! (Courtesy: TUAW)

* Chinese shadow play is cool, but lacks the unmatchable brilliance of gamelan, the music that accompanies Indonesia’s shadow play–wayang kulit. (Courtesy: Tangshan Shadow Puppet Theatre)

* Karen O, like me, is getting into opera. (Courtesy: Yeah Yeah Yeahs)