Wednesday, June 24, 2009

SIFMA 2009

Not much to write about SIFMA this year. I was warned by a friend that it was a ghost-town on the first day. I went to SIFMA on the second day, which is usually the most attended day, and unfortunately, my friend was correct.

In 2008, SIFMA has 350 vendors, but this year, they had 201 vendors, which is a decrease of about 42%. The side corridors used to be jammed with small vendors, but they were totally barren this year. Many large vendors were conspicuously absent, like Sungard and Reuters and Intel. Cust0mer traffic was way down, and in most booths, vendors were conversing with other vendors.

Sorry folks ... not much to write about here .....

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

Cloud Computing

Matt seems to have read my mind. I have just started a dive into Cloud Computing, and today, my questions to various CEP vendors were "Can I use you in the Cloud? Have you deployed to Amazon EC2 yet?"

There are various reasons why, at this time, I feel that we should start looking at the Cloud. I will be posting more on this in the future. But, for apps that are not latency sensitive, and if we can obfuscate our data and get the blessings of our Compliance Department (not an easy thing to do), I would like to think about off-loading some of our CEP processing (as well as some other trading functions) to a public Cloud.

I will be catching up with the Microsoft Orinoco team soon. And, it will be interesting to hear about their plans for Azure.

Meanwhile, this looks like a pretty good blog. Especially this post.....


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

Sunday, June 14, 2009

Karen's Cancer is Gone

Congratulations to Karen Shanahan for beating the odds.

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

Friday, June 12, 2009

DSLs for Trading using Microsoft Oslo

Video on using Oslo and DSL's for testing trading systems.

(Thanks to Terry for the link)

I would love to explore using a DSL to have our traders register lightweight queries with our CEP system.

Notable about this use case is their use of Microsoft's CCR.


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

Wednesday, June 10, 2009

Some Small Ideas on Google Wave

I went through the painful 1 hour and 20 minute bad-joke-athon that was the Google Wave video on YouTube. Nevertheless, I see some immediate things that I would love to deliver to our traders.

The obvious thing would be the ability to drag and drop some of the interesting graphs that we produce from our real-time WPF-based dashboard onto a Wave, have the traders discuss the graphs in real-time, and embed the graphs and discussions into a blog for dissemination to other departments. (Do we even need a blog anymore if everyone has Wave?)

We might also have a Wave Robot tied into our CEP engine or our delivery mechanism so that, upon seeing certain interesting events, the Robot automatically publishes the data into the Wave. This means that we would need to write a Wave Output Adapter for Coraleri or Orinoco.

The final thing I would hope that we could do with Wave is "bookmark" a certain point in time. When traders interact with this "temporal bookmark", the traders can use the "playback" feature of Wave to replay the events leading up to this bookmark. The playback feature would interact with our CEP engine or our Query Facade in order to replay the state.

Our business sponsor is someone who is known for thinking outside the box, so I am hoping that he comes up with similar ideas of how CEP can be married with Google Wave.

One thing that I do know ..... Microsoft has its work cut out for them if they ever want to compete with Google Wave and some of the other innovative products that are coming out of Google. I am hoping that the thinkers behind Orinoco are thinking the same thing, and will start thinking outside the box too!


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