How many new Fixed Income trading venues are there?  A simple question came up recently in a conversation – how many new Fixed Inco...
Tuesday, 31 March 2015
A term that has come into popular usage recently is "Technical Debt". It's a new phrase for an old phenomenon.
Monday, 30 March 2015
Following on from part six we now look at the central repository of error message reporting.
Saturday, 28 March 2015
A long standing complaint about Excel VBA has been the lack of error handling. The error handling in other language is indeed more advanced - the Java "try-catch-finally", the similar C# "try-catch-finally" or the C++ "try-catch" are all more advanced.
Friday, 27 March 2015
Here we look at integrating Excel VBA with Git. I will assume that the reader is familiar with Excel. A great book on Git is downloadable from here. I won't go into details on Git - it's covered in the pdf link.
Wednesday, 25 March 2015
No code in this post. Just some description of how this works with regard to VBA code within a spreadsheet.
Checking references within an Excel Spreadsheet is crucial to success. A reference is a way for the Excel run-time environment to know where to find code - think of it as a way to #include code if you think in C++.
Tuesday, 24 March 2015
In this post we will follow on from Part One and look at a further piece of the toolkit needed to utilise Excel in an industrialised fashion.
Monday, 23 March 2015
The documentation for MongoDB has a little gotcha
In previous posts we have covered the joys of Excel VBA. Although I am a big fan and have written many tens of thousands of lines of VBA over the years, the language is in the doldrums - the cool kids using MEAN, Scala, OCaml, Haskell or something equally cutting-edge would never want to use VBA.
Sunday, 22 March 2015
In many cases I have seen firms that seek to capture FIX messages in log files which are then flattened and loaded into a relational database such as Oracle, MSSQL, Sybase etc.
Thursday, 19 March 2015
Any decent real-time data platform needs to capture ticks with full fidelity. Typically that is done using specialised databases such as kdb+
Wednesday, 18 March 2015
Real time charting for financial data is a crucial piece of any modern market data terminal.
Monday, 16 March 2015
In the IE address bar, type shell:cookies and hit enter.
Friday, 13 March 2015
My University Politics lecturer Dennis Kavanagh introduced me to the concept of the "Iron Triangle" within US domestic politics.
Thursday, 12 March 2015
Tuesday, 10 March 2015
Take a regular FIX implementation within a sell-side or buy-side. The previous post in this series here included a description of the environment.
Sunday, 8 March 2015
Saturday, 7 March 2015
Matching engines are at the core of electronic trading. In many cases the actual software is old and written using techniques, patterns and languages from the past. We've considered some enhancements to matching engines before "Matching engine for corporate bonds?".