Thursday, August 04, 2011

I am Free to Blog Again

Hello???? Is there anybody out there??? Does anyone still have my blog on their RSS reader?

Yesterday was my last day at Citadel. As everyone knows, when you join a secretive company such as Citadel, you are not free to blog and disclose any inkling of what you were working on. This is what I agreed to when joining Citadel. Now that these constraints have been removed, I will hopefully be resurrecting this blog and will start to talk about some topics which may be of interest to the readers here.

I am appreciative to Citadel for the opportunities that they gave me, and as always, you come out of a situation knowing more than what you came in with. I ran the desktop apps team there, and morphed into leading the effort to build a new web-based real-time multi-asset trading system. And we did great work there, and came up with a beautiful system. Even though I ran the team and, as always, did the management-BA-architecture roles, I had to do a lot of the coding on the server side. After about 10 years, I got back into the C++/Boost/Linux world, and it was a lot of fun. Unix hasn't changed very much in 30 years. People still use vi, and the best way to debug is to use lots of logging statements. This gives me an even greater appreciation of the entire Microsoft Visual Studio development stack.

So, now I will embark on new adventures. It looks like the entire CEP industry disappeared while I've been gone, and people do not write too much about CEP anymore. My old CEP team at Citigroup seems to still be going strong, and keeps on delivering new functionality all the time. My friend HH did a great job in taking over the team and taking the architecture to the next level, pushing Coral8 into a background role and implementing a custom server in C# (remember that I theorized a long time ago that the best CEP engines were the bespoke ones, written for a custom purpose?).

I have been intrigued by the iPad. I was never an Apple person. I bought an iPad because we were strongly considering coming up with some products on a mobile platform, and in order to get in front of the technology, I borrowed my wife's MacBook Pro, installed XCode, and starting plugging away on Objective C.

All of the banks seem to be rapidly moving to develop mobile platforms. Are they targeting just the iPad/iPhone, or are Android and WindowsPhone in their gunsights as well? Are they doing Objective C development for the iPad versions, or is everyone moving towards HTML5, using technologies like PhoneGap where necessary? Can the new iCloud compete in any way against Azure? Can iCloud be leveraged in trading apps (ie: can you use it for backtesting services?)

If anyone would like to contact me about opportunities,  I can be reached by my Gmail address (magmasystems). Meanwhile, I am going to crack open some books, do a lot of puttering around different technologies, and try learn some of the things that I have been too busy to learn.


©2011 Marc Adler - All Rights Reserved. All opinions here are personal, and have no relation to my employer.

9 comments:

Johnny Leung said...

welcome back. your blog has always been on my RSS feed ;)

J said...

I'm a Windows VC++ guy who's been offered a Linux C++ IB role. How did you find the whole Unix experience? Is it painful? I don't relish the thought of vi, gdb, printf-debugging after 10 years in VC++. You did say it was "a lot of fun" though :) I also wonder why these guys don't consider Windows on the server, seeing as the development tools seem to be more productive.

J said...

I'm a Windows VC++ guy who's been offered a Linux C++ IB role. How did you find the whole Unix experience? Is it painful? I don't relish the thought of vi, gdb, printf-debugging after 10 years in VC++. You did say it was "a lot of fun" though :) I also wonder why these guys don't consider Windows on the server, seeing as the development tools seem to be more productive.

marc said...

@J

Thanks for the comment.

Yes, the transition to Unix was a bit painful, mostly in the debugging aspect of things. One thing that really helped was to be able to use Eclipse for C++. If your source depot is on a shared drive, then you can use Eclipse to edit on Windows, and then go back to a Putty session to do the compile and debug cycle. I think that there is a way to let Eclipse do remote debugging of a Unix process, but we never got that to work.

As far as Windows on the server, a lot of firms don't trust it. There have been some well-publicized cases of Windows-based systems crashing hard (ie: the London Stock Exchange), even if the fault was bad app coding rather than the OS itself. For pure speed, it's Linux/C++ all the way. For real low-latency stuff, it's RealTime Linux.

~ said...

Welcome back Marc, look forward to reading more from you!

NRG said...

Welcome back, look forward to reading your post.

Mark said...

Welcome back to blogging :)

Mark said...

Welcome back to blogging!

Opher Etzion said...

Welcome back to the blog world Marc.
I am still writing about event processing :-).

cheers,

Opher