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Tales from a Trading Desk's Blog

Tales from a Trading Desk Blog Header

Apache Kafka – Multi Asset Class Usage

December 22, 2014 Comments (0)

InfoQ has an old, but relevant article on Kafka usage in financial services – specifically S&P Capital IQ.  Interesting comparisons to RabbitMQ and ActiveMQ.  “Real-Time Stream Processing as Game Changer in a Big Data World with Hadoop and Data Warehouse” is also worth a read.

Innovation back in Financial Services?

December 20, 2014 Comments (0)

Startups are giving financial services a good kicking from a retention and hiring perspective.  Everyone wants to be in a startup, live the dream, be involved in a cool product, and hopefully be rewarded appropriately.  Wall Street and Technology has had a number of articles this year offering insight into the innovation that financial services is driving to not only re-build the sector, but also I suspect to keep staff engaged.  BNY Mellon and Fidelity are the two recently called out, but a...

Agile Frustrations

December 20, 2014 Comments (0)

Not Just Code Monkeys presentation from Martin Fowler offers an interesting journey through his presentation. Conversation stories – programmers should be part of story development.  BA’s and UX’s shouldn’t be left to define the backlog without engineering conversation. Domain knowledge for a developer is king. Engineers need to take responsibility for the code Mr Fowler really doesn’t like finance.

Stream Processing

December 12, 2014 Comments (0)

Coupled of interesting presentations on InfoQ: High Throughput Stream Processing with ACID Guarantees Mantis: Netflix’s Event Stream Processing System Real-Time Stream Processing as Game Changer in a Big Data World with Hadoop and Data Warehouse First video is from CASK which has a number of products that look interesting. Anyone played with the CASK products in a financial application context?  There’s a vague financial use case here.  Tigon looks possibly interesting from a risk...

Platform and Dog Food

December 10, 2014 Comments (0)

Old but interesting read: The Secret to Amazons Success Internal APIs 6 Things Jeff Bezos Knew Back in 1997 That Made Amazon a Gorilla Ex-Amazonian urges Google to sample Amazon’s secret sauce Getting SOA Right – Thinking Beyond ‘The Right Angles’ Google Engineer Accidently Shares His Internal Memo About Google + Platform  

TimeSeries AggregatoR – TSAR

November 26, 2014 Comments (0)

InfoQ’s presentation “TSAR: How to Count Tens of Billions of Daily Events in Real Time Using Open Source Technologies” is worth viewing if you have time.  Apart from the beer trending (24:10), I’d be interested in knowing if anyone in capital markets has looked at user TSAR to understand customer trends, order trends, etc.  

How Google Works

November 26, 2014 Comments (0)

Recently just finished reading How Google Works.  Like so many book, the start of the book is better than the end in my view.  However, I still think its a great book, providing some good insight into practices used by Google that can be leverage elsewhere: Page 28 offers a view on how how the Google culture works in solving problems – in this particular scenario, the result offending ads.  Culture Page 30.  Culture.  Decision by committee vs autocratic or combative approaches. Page 42....

Drive – Do you have it?

November 13, 2014 Comments (0)

Can’t remember who recommended this book, but it was worth the read. Of note: Page 32, “As organizations flatten, companies need people who are self-motivated” Chapter 2, “Seven Reasons Carrots and Sticks (Often) Don’t Work…” Page 51, “People will choose the quickest route” to the destination for an extrinsic reward Page 57, “Companies pay a steep price for not extending their gaze beyond the next quarter” Page 86, Results-Only...

The Legacy of Ivory Tower Architects

November 12, 2014 Comments (0)

Much has been written, comments and discussed on the interaction of Ivory Tower Architectures and project teams.  Certain organisations I’ve worked for have unfortunately built departments of architectures who are so disconnected from the business, with obvious consequences – the business builds their own IT mini department/team.  Relevance offers an old blog posting with some useful thought on capturing architecture decisions on an agile project – particularly useful on...

ELK Stack – OSS Splunk?

November 12, 2014 Comments (0)

ELK has been gaining a good amount of blog press recently.  Which leads to the obvious questions, of can ELK replace Splunk?  No an uncommon question given again the blog entries by various people on leveraging ELK.  More interesting is recent events, with an Splunk Exec moving to ElasticSearch, which should help to push ELK forwards.