Tootfinder

I recently discovered gojq at work. I was looking to see if there was a pure Golang implementation of jq as a library to use from within Go code. Then I compared performance to native jq to make sure that it wouldn't be too much slower than the original when embedded in Golang.
It ran my complex jq script in ⇔ the time over the same data.
That was a nice free speedup!
Now my ~/bin/jq is a symlink to

🇺🇦 #NowPlaying on BBCRadio3's #ThroughTheNight
Benjamin Britten, James Sommerville, Benjamin Butterfield, Manitoba Chamber Orchestra & Simon Streatfeild:
🎵 Serenade for tenor, horn and string orchestra, Op 31
https://open.spotify.com/track/6id7sMsIZ89qJnvmnAMINg

🇺🇦 #NowPlaying on KEXP's #MorningShow
mega cat:
🎵 Sabotage
#megacat
https://itsmegacat.bandcamp.com/track/sabotage
https://open.spotify.com/track/4Zmb0Rz1kKDdmT4rXTBiBt

🇺🇦 Auf radioeins läuft...
TLC:
🎵 No Scrubs
#NowPlaying #TLC
https://itsjimmythegent.bandcamp.com/track/tlc-no-scrubs-jimmys-re-drum
https://open.spotify.com/track/3NpsJc5SOINskuK3z08Q9C

Lymphoma is the fifth most common cancer. Do you know the symptoms? #LetsTalkLymphoma #WorldLymphomaAwarenessDay #WLAD2025

🇺🇦 Auf #radioeins läuft...
Crowded House:
🎵 Weather With You
#NowPlaying #CrowdedHouse
https://itsjimmythegent.bandcamp.com/track/crowded-house-weather-with-you-jimmy-the-gents-hip-hop-remix
https://open.spotify.com/track/6tXnRSvuNgOq4QcxpIN54r

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
Igor Halperin, Andrey Itkin
https://arxiv.org/abs/2508.09863 https://

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
The Marketron model, introduced by [Halperin, Itkin, 2025], describes price formation in inelastic markets as the nonlinear diffusion of a quasiparticle (the marketron) in a multidimensional space comprising the log-price $x$, a memory variable $y$ encoding past money flows, and unobservable return predictors $z$. While the original work calibrated the model to S\&P 500 time series data, this paper extends the framework to option markets - a fundamentally distinct challenge due to market incomp…

Replaced article(s) found for q-fin.GN. https://arxiv.org/list/q-fin.GN/new
[1/1]:
- Beyond Volatility: Common Factors in Idiosyncratic Quantile Risks
Jozef Barunik, Matej Nevrla

It seems like a good day to share a podcast I enjoy, #IHateJamesDobson.
https://www.ihatejamesdobson.com/

Replaced article(s) found for q-fin.PR. https://arxiv.org/list/q-fin.PR/new
[1/1]:
- Beyond Volatility: Common Factors in Idiosyncratic Quantile Risks
Jozef Barunik, Matej Nevrla