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

 

June 2012

Tick to Trade – 20 microseconds

June 26, 2012 Comments (0)

Interesting data points from Dymaxion Capital’s proprietary trading system.

The Contrarian

June 22, 2012 Comments (0)

Worth a watch

StreamBase LiveView – Sales Desk Real-Time Selling?

June 22, 2012 Comments (0)

So first up, StreamBase is  I suppose the last of the original CEP companies to remain independent of the large software houses life Sybase, Microsoft, Oracle etc. It’s latest offering, LiveView, looks interesting primarily due to the business intelligence (BI) and alerting functionality coupled with the clear financial focus.  LiveView UX could do with some improvement, but then I suppose StreamBase is not selling UX   The in-memory features remind me a little of QuartetFS ActivePivot....

DevOps: Straight-Through IT Processing

June 22, 2012 Comments (0)

DevOps chatter has increased over the last year or so.  For a project to really be agile end to end, there needs to be consideration for DevOps, budget allocated, and time spent.  ServiceMesh posting on Straight-Through IT Processing is worth a read, VMWare is also in the arena with regards products – see posting here.  James offers a read on Jenkins pipelines here. Maybe Heroku is the answer to all DevOps issues   Problem is I just don’t see the sell-side all migrating to Heroku...

Benevolent Dictator For Life

June 21, 2012 Comments (0)

A most excellent title

Execution Consulting Services: High Touch, Alerting and Trade Analytics

June 19, 2012 Comments (0)

Interesting readfrom AITE Group.  The report goes on to identify the key technologies that broker-dealers need to better support their customers: Active alerting (79%) Pre-trade and post-trade trade analysis (79%) Single view into client data (57%) Real-time trade analysis (50%) Real-time network monitoring (43%) Ad-hoc query of real-time data flow (36%)

The Perfect Storm: BASEL III and Dodd-Frank

June 19, 2012 Comments (0)

Deriv Alert summaries the dangerous intersection that banks are approaching, with Dodd-Frank, various bank regulatory rules and Basel III all come together. For cleared trades, banks will be at a slight disadvantage to non-banks, because banks will have a small capital charge against their cleared position (as well as a capital charge for the CCP’s default fund, which shouldn’t change because of position changes) while non-banks would not. In closing open positions, banks will have a higher...

Microsoft Surface Tablet with Windows 8/RT

June 18, 2012 Comments (0)

Official site here.  Full spec here

Fluent Interfaces: Love Them or Hate Them?

June 18, 2012 Comments (0)

The fluent interface is either loved or hated depending on the software engineering camp you belong to.  One of the problems with a fluent interface is gathering appropriate stack trace data from a production server.  Consider this code: public class SupportPain { class Quote { void Buy() { } } class RFS { Quote getQuote() { return null; } } class Pricing { RFS getRFQ() { return new RFS(); } } public static void...

IE10 – JavaScript Performance. Windows 7?

June 18, 2012 Comments (0)

One can’t help but be impressed by the recent IE blog posting ‘Advances in JavaScript Performance in IE10 and Windows 8″.  However, lets step back for a minute.  In the financial services arena, we have a number of sell-side corps that are only just getting onto Windows 7.  Windows 8 isn’t even on their radar, and possible won’t be.  The remaining sell-side have only just moved to Windows 7, so again Windows 8 is a few years out given the internal upgrade cycles. ...