Wednesday, August 09, 2006

The First Week and Many New Terms

Sitting here relaxing on the couch after the 2nd day of a grueling offsite. Switching the TV between the Yankee game and the MSG network showing old WWWF highlights from Madison Square Garden (yes, I used to be a major WWWF fan when I was a kid). Perfect TV for unwinding.

It's strange being on the other side of the full-time/employee equation. Being part of the Equities Architecture team, you have various vendors trying to get a piece of your ear. There is no better PR than having your product as piece of a major equities trading system. As such, I am wondering why Microsoft never devoted major effort to attacking the trading system space. Microsoft would be a major force if they came out with the infrastructure to do low-latency, high-volume market data distribution, pub/sub messaging, ultra-fast UI grids, the ability to take an Excel model and compile it into a DLL, etc. Microsoft always seems to be on the cusp on doing something in the trading system space, but has never come through with a compelling, end-to-end story. However, new technologies like Windows Compute Cluster and Excel Services seem to be moving the company in the right direction from a technological standpoint. Plus, their recent announcement to invade the healthcare space has shown a new willingness to attack certain verticals. It still is an uphill battle to sell Microsoft within Capital Markets for anything but UI work ... but people are starting to listen!

I always have a page in the back of my notebook where I write down terms that I need to explore more. Being a .NET specialist and an architecture generalist, I am bound to come up against unfamiliararities. Here are terms from the 2-day offsite that I attended:

1) Barrier Knockout
2) Bishop Algorithm
3) Monte Carlo Trials
4) SSH
5) Alpha Partition
6) MPI (a grid network API)
8) SANs and Spindle Optimization with regards to Databases
9) Multicast Storms
10) Java NIO, especially with regards to memory-mapped files

By the way, anyone know of a .NET/C# port of NIO?

©2006 Marc Adler - All Rights Reserved


Anonymous said...

There is no equivalent of NIO in .NET. However, Win32/FCL has non-blocking IO, and Win32 has memory mapped files, so access via C# is possible - worst case write some C++/CLI to expose the API's you need to C#

Matt said...

Microsoft supports MPI on its cluster solution