We all know that in the Golden Age of Grift aka GAG ™️ , Wars should only be fought during the weekend.
Now we have to add a new category:
In GAG ™️, the latest LLMs can only be blocked by the Government during the weekend, and re-instated before futures open
🌳🥹🙏
The risk of the government deciding that a model is too dangerous should only add to the reasons why open source models running on local hardware can be a reasonable alternative.
I've been working on fast JSON parsing in #swiftlang for ages now - and made a little library to get rapid JSON decoding from schema.json files!
https://t.co/iHevgvioDe
I’m creating a front-end portal for the public to see how the U.S. stock market is manipulated and operated with precision by leading banks and hedge funds.
I came out as a whistleblower reporting this work to the @SECGov—discovering that the entire public market operates on real time risk-analysis and communication between trading divisions to calculate ‘risk’ and effectively code the same product to engage in system-automated trading and market manipulation.
The U.S. stock market in the most plain technical terms is a product of elite capital investment firms using a combinatorial of the same information to trade, purchase stocks ‘long’, bet on stocks ‘short’, know how much money to ‘risk’, and discreetly use the following information to hide from regulators.
Advanced trading teams use the following information to score, rank, and identify ’relevant’ algorithms using basic technical analysis to set chain reactions for other aggressive hedge funds to exploit.
This system aggregates timeframes, equities, and a term called ‘SMA outfits’ to monitor and control the outcomes of the U.S. stock market. The implications of this are simple. Our administration knows about this, often using the news that may appear as a driving force for the price of stocks to push the market higher or lower. Leading hedge funds will be reaping record profits without any reason to care for looming inflation that will eventually destroy the average American’s pockets.
This is a call for clarity and transparency.
The U.S. stock market operates on [1-59 seconds, 1-59 minutes, 1-23 hour][NYSE NASDAQ CBOE exchange listed equities][1-999 SMA outfits + advanced SMA Outfit ciphers][OHLC contact] in order to seamlessly structure and move markets to reward or degrade money from other market participants.
This is all back-end coded. In order to understand this you need to have the very basics defined. Understanding the stock market through this lens will indefinitely shift your understanding of finance.
Glossary:
“Equity”
— An equity in this context often represents a singular stock, index, exchange traded fund [ETF], or commodity price.
That can mean a popular stock like GameStop, Gold’s XAUUSD, the NASDAQ’s IXIC or QQQ, and proshare multi-leveraged securities like the TQQQ or SPXU.
“Timeframe”
— Timeframe in this context refers directly to candlestick charts that accurately reflect a stock’s historical performance. A timeframe can range from prefixes like 30 seconds to 30 minutes. Timeframes are part of the encryption process used for SMA outfit detection.
“SMA outfit”
— Simple Moving Average outfit is a technical term for a structure of an equity’s price.
This structure is relevant to specific relationships between recorded Open/High/Low/Close [OHLC] values on an individual equity, outfit, and timeframe.
“SMA Outfit detection”
— Each thread is the product of a tabulation of records that asses each NYSE/NASDAQ/CBOE listed stock, and relationship detection between OHLC values on a singular outfit and singular timeframe to produce a signal.
— SMA Outfit detection is best represented as ranking precise timeframe-candle data to a ‘SMA Outfit’ and structuring ‘risk’ for banks and leading trading divisions to identify ‘risk’ and opportunity’ with historic use.
Something fundamental to consider here is just how little these massive financial institutions are risking when placing these trades. These threads operate with extreme to-the-penny precision to prove a point about how well organized U.S. stocks move to reward aggressive financial divisions.
Each thread is shared with near-second precision using an automated system documenting snapshots of a specific equity, outfit, timeframe and the specific protocol. All threads are posted and never destroyed. Threads terminate on a complete profit-taking or the strike of a negative parameter.
We have a lite version of Tensorlake’s sandbox scheduler that’s simple enough for people to run on their own. In our simulator, it can schedule and bin-pack a couple thousand sandboxes per second. I wrote it in the early days as a prototype, before embarking on the journey to build our product.
The prototype inherits the driver architecture we built for Hashicorp Nomad. It supports drivers for Firecracker, Cloud Hyp, Docker, etc., and abstracts away the dataplane from users.
That helped me prove out the product shape and developer experience before zeroing in on the sandbox runtime.
I’ve been thinking about whether we should open source it. The main challenge is snapshot restore. Tensorlake's p50 latency to wake stateful sandboxes from sleep is about 1–3 seconds.
To get there, we had to make the scheduler snapshot-storage-aware and fork Firecracker to optimize the VM snapshot format. These are hard to open source, so I’m not sure an open source project would ultimately deliver the same value users get from Tensorlake’s cloud platform.
People are hoping someone is going to magically make Kubernetes a good platform for sandboxes one day—it’s not going to happen. It’s a fundamentally bad architecture for high-throughput, stateful compute infrastructure, so there will be a brand new open source project at some point to fill the gap.
How it works
A smart contract on Asset Hub holds the offer book, the handoff-agent registry, and the escrow that locks a seller's tokens until both sides confirm — or a 24-hour timeout refunds them.
Bulk data (listing details, profile photos, handover videos) lives on the Bulletin Chain, addressed by content hash (CID).
Trade requests, accept/decline, and meetup coordination travel over the Statement Store — Polkadot's decentralized messaging, not an open chat.
No "connect wallet" button — the app is a Product that runs inside a Polkadot Host (the desktop app or https://t.co/XmVgKxkRbr), which lends it the signer.
Two ways to trade: direct (two people meet) or agent-mediated (a local shop confirms the cash handover).
https://t.co/kTYGlPbMmO
Another reason I’ve been unphased by VC pitch weirdness is: high performance looks weird
And it looks weird in founders too—you want investors on your side who understand that
The world of mediocre performance is designed to create a sense of order, surface level politeness, predictability, warmth
When you push to the extremes of performance, and operate from first principles, the outcomes look alien to many people
It takes weird people to operate at this level
The last person you want on your board is a conformist bureaucrat who doesn’t understand the extreme chaos of running a high growth startup—because the reality will scare them and then you’ll have to put on a performance to manage them—distracting you from getting any real deliberation done
This dynamic is not super obvious because very smart, very weird people have a lifetime of practicing seeming normal on podcasts, in public, etc.
But in the environments where these people get together—it’s a totally different wavelength of communication, chaos tolerance, contrarianism, intensity
As a founder you also need to be able to identify weird and spikey people in hiring
It’s super important to understand how to work with these people and to understand why they think the way they do
It usually does not come from a bad place—it comes from consequentialist ethics and extreme optimization
Did you know that quite a lot of information about some of the upcoming Polkadot products that's now publicly available?
I guess I'll go through some of them for you.
Disclaimer: this is very likely an incomplete list, so don't get mad, upset, or otherwise cry at me, ta.
Kubernetes/etcd paradigm won't be able to meet the needs of high-volume churn agent sandboxes need. Companies like Tensorlake are building scalable schedulers from first principles. 👇🏼
A unified networking stack for Swift, layered from low-level I/O primitives, through common protocols, to a modern HTTP client and server API. ⚙️ That's what the new Networking workgroup is building. Interested in contributing? Join us: https://t.co/IFgoC3oxzB
PeptAI just closed a loop no AI has closed before.
It picked a cancer target, designed eight protein binders from scratch, ran them through the full computational pipeline, and submitted them to a robotic lab for a real binding measurement, autonomously, with no human in between any of those steps.
swift-build v1.5.5 is out.
New: auto-calculated Xcode scheme (one less thing to configure), an Android AVD caching toggle, and floating-dependency re-resolution.
8 platforms. Still ~5 lines of CI config.
https://t.co/PUaLtZAZDd
I used to think the first AI disaster would be some sort of wide scale fraud - Nigerian prince but more sophisticated.
seems more likely now that AI-discovered RCE exploits will hit the fan first
https://t.co/eTc99kXXGn
@UnfairMarket That guy should get a clue. Your trade lines up with the macro, and the US SPR bottoms in under 3 weeks. Fake news driving price down seems like it is over.