Developing a Portfolio Backtester in R
As part of building our new Tax-Loss Harvesting (TLH) feature, we needed to build a portfolio backtester to simulate portfolio performance over a historical period. R was the obvious choice for its strength in statistics and finance; the R Finance community in particular has created a number of very useful packages, some of which we’ll talk… Read more
Building the Startup Compensation Visualization
We recently published a company blog post titled Manage Your Tech Career that featured a visualization of “Startup Salary & Equity Compensation” across different job functions, levels, company sizes and regions. The post received more traffic than we anticipated, and a lot of people have asked questions about the tool. Here I’d like to tell… Read more
Explore Your Multivariate Data with Crossfilter
In every business, developing a deep understanding of your customers is a necessity if you want to consistently exceed their expectations for your product or service. Every page a customer views is likely generating metrics that will eventually be crunched and digested in every effort to help your company improve even just a little bit… Read more
Do They Really, Really Like You?
For decades, companies have been trying to figure out if you like them using various surveys — long and short, direct and not — as the primary tool to get you to talk about your relationship with them. And, for decades, you’ve mostly ignored them, responded sometimes, and largely avoided talking about your relationship. As… Read more
Belt and Suspenders: Safety and Trust in a Distributed System
Wealthfront is built on a traditional service-oriented architecture: requests from web browsers are dispatched to a cluster of Rails instances, which will in turn query back-end services. As a single page load might trigger tens of internal remote calls, it quickly becomes difficult to understand why a back-end service was called, who initiated the call,… Read more
Get thee to a nullery: self-aware nulls for testing
Pryce and Freeman’s Growing object-oriented software is a good practical guide to test driven development, as you’d expect from the authors of jMock. It isn’t necessarily easy to adapt piecemeal — introducing end-to-end tests after the fact would require a lot of rewriting and probably introduce more problems than it would be worth assuming you… Read more