What Developers Are Asking For in 2026: Unmet Needs and Tool Gaps

Qwen3.8-Flash-Next: 256k context, 16tok/s on DDR4 and a Tesla T4 I've got an refurb Dell R740 running Proxmox that I put a Tesla T4 in, mainly to run some CTC local transcription work, but thought it would be fun to try DS4 when it came out, and it was appalling at around 2 tok/s. However pulled it out again when Qwen3.8 dropped, and it was much improved, particularly with ik\_llama. **Hardware:** * Dell R740, 2x Xeon Gold 6230, 384GB DDR4-2666, one Tesla T4 16GB. * Guest VM pinned to one NUMA node: 20 cores, 168GB RAM. * Model: Unsloth Qwen3.8-Flash-Next UD-Q4\_K\_XL, 111GB, 180B total / 6B active. * All 512 experts in host RAM (-cmoe), * Non-expert weights on the T4: 4606 MiB. Full 256K context fits in 13.0GB. **Build/Flags:** * ik\_llama.cpp main, plus unmerged PR #2375. `llama-server -t 20 -c 262144 -ngl 99 -cmoe -fa on -ctk q8_0 -ctv q8_0 -ictk q8_0 -b 2048 -ub 1024 --jinja` `-ctv` and `-ictk` both default to `f16` and are most of the KV growth; quantising makes 256K fit. `-ub 1024` rather than `2048` for the same reason. **Performance:** At 256K with the flags above: prompt processing 159.6 t/s on a cold 12.5K prompt, generation 17.6 t/s short and 16.1 t/s at 12.5K context. Going from -ub 2048 to -ub 1024 costs some prompt processing (down from 193.7t/s) and nothing on generation. Doubling 128K to 256K costs about 2.5% generation. **Results:** Promising, has already done a solid refactor and blew through a few slightly obscure Nim coding questions and tests. Way less verbose and waffly than Opus too, which is a massive plus.

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CAS: Is India's New Closing Auction Session Solving a Problem—or Creating Bigger Ones? I've been trying to understand the rationale behind the new Closing Auction Session (CAS). I'm not against change, but after watching the market for the past few days, I have several technical questions that I haven't seen answered. # 1. One underlying asset. Two different price discovery mechanisms. Why? The underlying cash market switches to an auction at 3:15 PM, while its derivatives continue continuous trading until 3:40 PM. If the goal is efficient price discovery, why are the same underlying asset and its derivatives allowed to operate under two different market mechanisms simultaneously? # 2. If CAS reduces manipulation, why are we seeing larger closing dislocations? The stated objective was better price discovery and reduced manipulation. Yet during the first few sessions we've seen unusually large differences between the 3:15 LTP and the official closing price. Are these just temporary "teething issues," or is this an inherent characteristic of the new architecture? # 3. If VWAP could be manipulated, why can't the 3:00–3:15 reference price be manipulated? One justification for replacing the previous closing methodology was that the closing price could be influenced. But the auction itself starts from a reference price derived from the 3:00–3:15 VWAP. If one VWAP window was considered vulnerable, what makes this VWAP-derived reference sufficiently robust? I'd genuinely like to understand the reasoning. # 4. What about systematic traders and backtesting? The definition of "Close" has fundamentally changed. Historical data before CAS and after CAS now represent two different market microstructures. Every quantitative model using Daily Close—EMA, RSI, MACD, momentum, ML models, backtests—now contains a structural break. Has any framework been proposed to address this transition? # 5. If India is following global markets, why not adopt the complete architectu...