Notes of the month, summer edition

Welcome to the summer break - not much is happening, as usual during this time of the year. I'm enjoying some days off before starting a new role in a startup in September. There, I'll be working as Data Scientist on machine learning models for time series prediction. I hope you also have/had enjoyable summer holidays!

Upcoming events
10./11.9.2019: Decentralised Finance Summit, Imperial College
7.10.2019: Randall Munroe (creator of xkcd) at Southbank Centre
8.10.2019: AI/ML in Finance: Is it just another bubble?

Python with a Lisp - hylang
If you ever missed excessive use of brackets when writing Python, Hy might be for you. It is an interesting Lisp dialect that converts to a Python AST and benefits from being able to directly utilize all the Python libraries out there. If you are intrigued, you can find more information here:

Here is some example code from learn X in Y minutes, providing a good first impression of the language:

A readable introduction to Information Theory
In a discussion on hacker news it was mentioned that one of the most accessible introductions to information theory is the original paper of Shannon - and after reading it, I would agree. Definitely a worth having a look, and relevant if you ever wanted to learn more about the motivation behind the p (log p) term showing up everywhere.
Here is the original paper:

ESMA on the cost of market data
One of the declared, but not really achieved goals of the pre- and post-trade publication requirements of MiFID II was a reduction in the cost of market data. Therefore, ESMA launched a consultation paper on the current state of the market and future steps. A main point is the establishment of a consolidated tape provider (CTP) for equity and non-equity instruments to make aggregated pre- and post-trade market data generally available. After having tried to gather the "publicly available" market data from different publication venues, I am looking forward to the introduction of such a CTP.
Here is the article with the consultation paper:

Now reading: Stratechery
This blog / collection of articles by Ben Thompson provides an interesting overview of things happening in the (mainly Silicon Valley) startup scene. Often listed in one sentence with Peter Thiel's Zero to One and Paul Graham's essays, it's definitely worth following for the weekly article.  In case you really care about the daily in-and-outs, he also offers paid a daily newsletter (10 USD per month).
Here is his overview of concepts surrounding startups and disruption he created:  

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