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Fixed Income Trading: New venues

A simple question came up recently in a conversation – how many new Fixed Income trading venues are there?  I could not think of anywhere th...

Friday, 20 November 2015

FIX messages for blockchain - FIXChain

A valid tag=value FIX message has a checksum computed.  So it's possible to detect if a message was corrupted over the wire. So FIX is used to calculating a value based upon the payload of a message.

R in Visual Studio

In this MSDN post https://msdn.microsoft.com/en-us/magazine/mt238409.aspx is an interesting line "I suspect support for R will be added to Visual Studio at some point."

Thursday, 19 November 2015

Fintech: Product Management, feedback loops and OODA

Had an interesting conversation with a fintech recently.  They commented that they received a lot of enquiries from potential clients in the form of emails, phone calls, RFIs, RFPs, ITTs and so on.

Sunday, 15 November 2015

FIIDL [Orchestra] - FIX Interactive Interface Definition Language (part four)

As keen readers will know, I have been a big fan of the idea of transitioning FIX from a message based protocol to a state+message based protocol.  This is all quite geeky but it can potentially revolutionise Electronic Trading globally for all asset classes, for buy-side, sell-side, exchanges, regulators and any other market participant.

Sunday, 8 November 2015