Thursday, April 30, 2009

Things on the Blogging Queue

I have been super busy lately, and have not had much time to blog.

I have a post coming up to talk about the role of Chief Architect and what I do from day to day. Not giving away any secret sauce ... just to explain what the role entails, after I have received a bunch of emails asking me exactly what architects do on Wall Street.

I also want to bitch and moan a bit about Java. I recently had to do some coding of a C# framework, and I needed to deliver a Java-based SDK to some clients. I will dive into this a bit more in a future blog post, but let me tell you that I have a new appreciation for C# 3.0 and Visual Studio.

This article has been among the most widely-read articles on the Wall street & Technology website over the past two weeks.

I am also about to install db4o for the first time and play around with it. Equity-Linked Technology at Merrill (or what's left of it) has made good use of it, so I want to see what they see.


©2009 Marc Adler - All Rights Reserved.
All opinions here are personal, and have no relation to my employer.

Wednesday, April 15, 2009

FXAll and Complex Event Processing

Article on FXAll's use of the Oracle CEP Platform

"The FXall Trading solution relies on CEP technology to compute algorithmic trading strategies that are then sent off to more than 60 liquidity providers worldwide..."

©2009 Marc Adler - All Rights Reserved.
All opinions here are personal, and have no relation to my employer.

IBM System S and Options Trading

Press release here

"IBM unveiled a prototype of an automated options trading system. During the project, scientists at IBM Research collaborated with TD Securities to achieve a 21 times performance improvement on the volume of data consumed by financial trading systems."

Glad to see that System S is finally seeing the light of day.

Opher, any comments?


©2009 Marc Adler - All Rights Reserved.
All opinions here are personal, and have no relation to my employer.