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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

February 2012

CouchDB – Capital Market Thoughts

February 23, 2012 Comments (0)

Seven Databases in Seven Weeks offers an interesting read, covering Redis, Neo4J, Couch, Mongo, HBase, Riak, and Postgres. Best on “Web speak” is Riak, with CouchDB being a close second. As expected, the 7 Databases in 7 Weeks book raises the question of MongoDB vs CouchDB – page 80. A quick google shows that SlideShare offer an interesting presentation, with some nice MapReduce samples. The SlideShare presentation samples lead to an interesting thought: replace the...

Raptor

February 21, 2012 Comments (0)

SunGard is developing Raptor in order to provide “near realtime analytics” required by financial services applications. More details here and here. Raptor combines Hadoop & HBase with machine learning models for adaptive data segmentation, partitioning, bucketing, and filtering to enable ad-hoc queries and real-time analytics. It has intelligent optimization algorithms that switch query execution between HBase and MapReduce, and can create per-block dynamic bloom filters for...

Google Gets Free Real-Time LSE Data

February 21, 2012 Comments (0)

Finextra has the story here, Reuters provides coverage here, and Google Financial Blog has details here.

Large Scale Integration

February 21, 2012 Comments (0)

Although slightly old, still worth watching over on InfoQ: John Davies addresses some of the difficulties dealing with FIX, FpML, SWIFT and integration in financial services software industry, challenging some of the canonical models existing today.

Real-Time Analytics Across Live Data Sets

February 21, 2012 Comments (0)

Interesting read over on Andrew Morgan’s MySQL Cluster Database blog around MySQL Cluster 7.2 GA: Performance enhancements delivering 1 billion queries per minute, using just 8 data nodes 70x higher JOIN performance with Adaptive Query Localization, enabling real-time analytics across live data sets New NoSQL API via Memcached, creating a persistent, key-value datastore for schema and schemaless data Auto-sharding across data centers with synchronous replication for scaling of highly...

Book: Counterparty Credit Risk

February 21, 2012 Comments (0)

I’ve had this book in my reading stack for sometime. The book is quite appropriate for the current financial climate, and is written in a way that is easy to read, and hard to put down. The only real problem with this book is the weight – painful from a commute perspective. Somebody did suggest getting the e-book version – maybe next time I suspect the e-book would make annotation easier for as I read, and hence I guess there is either an App or an opportunity to write...

MahiFX – Retail FX Platform

February 21, 2012 Comments (0)

MahiFX, the new proprietary-built foreign exchange (FX) trading platform, has launched.

FIX Inter-Party Latency (IPL)

February 21, 2012 Comments (0)

HFTReview comments that the “Long-awaited standards that will help bring greater transparency to the murky world of sub-second trading are due to be rolled out next month” The FIX Inter-Party Latency Working Group (FIX IPL) has been established to help the industry on its quest to achieve ever decreasing latency rates. The group is tasked with developing a standard that will allow the easy assembly of latency information on a consistent basis across multiple organizations.

Intel’s Haswell’s Transactional Memory

February 20, 2012 Comments (0)

Interesting reading over on real world technologies. One of the earliest implementations of transactional memory was the gated store buffer used in Transmeta’s Crusoe and Efficeon processors. However, this was only used to facilitate speculative optimizations for binary translation, rather than any form of SpMT or exposing it directly to programmers. Azul Systems also implemented hardware TM to accelerate their Java appliances, but this was similarly hidden from outsiders.

Actor Interaction

February 20, 2012 Comments (0)

Dale Schumacher presents several patterns of actor interaction that can be used in collaborative programs written in any language.