May 22, 2018

Step n+1 in the process of moving josh.sg to a static site (steps 0 through n are right here) was to enable TLS encryption. Gone are the days when you had to fork out squillions of dollars for an SSL certificate if you wanted that fancy padlock in the address bar; these days, Amazon Certificate Manager hands them out for free. If you’re not wedded to the AWS ecosystem, the good folks at Let’s Encrypt hand out free certs as well, with their Clarkes-Third-Law-level magic configuration software.

May 20, 2018

Fifteen years ago, when I spun up what became josh.sg, Movable Type was the de rigeur blogging platform, the CMS before any of us even really knew what a “CMS” was. It was Perl (with all the quirks that that implies); it was static (PHP-powered dynamic page generation was still TK); but it still meant that any idiot could post content on the web without having to learn to wrangle HTML.

Dec 6, 2016

Introduction Just after midnight London time on October 7th, 2016, GBPUSD (henceforth “cable”, henceforth “betty”1) abruptly plunged from 1.2620 to 1.1841 1.1938 1.1378 1.1500 1.14912 in the space of about three minutes, then just as quickly bounced back to the mid-1.20s. Explanations for the move ranged from “algorithms!” to “fat fingers!” to “stop-losses being executed in the typically thin, illiquid markets that prevail between NY and Tokyo timezones” to “hard Brexit” to, probably, “aliens landing on the grounds of Buckingham Palace!

Aug 11, 2015

…or, Managing and Mitigating the 2014 CNH FX TARF blowup (Author’s note: I wrote this a year or so back for a few friends on Finance Twitter who wanted to know what FX TARFs were and what effect the huge vol overhang from USDCNH TARFs would have on the spot market. I figured that the shenanigans in USDCNY yesterday made it an appropriate time to dig this up and republish it for a wider audience.

Feb 10, 2015

(I was going to turn this into a tweetstorm, but it’s a bit over the line for what would be a reasonable-length tweetstorm and also I am an old fart who thinks tweetstorming is unwieldy. Am I the only one who thinks tweetstorms are kind of annoying? Apparently I am.) The big news in bitcoin-land today is the nine-figure-USD evaporation of the Mycoin exchange in Hong Kong (the SCMP article is paywalled but also worth a read) which turned out to have been a ponzi scheme.