Sunday, 29 May 2016
Over the years I've written code of varying qualities in varying quantities. One empirical observation is that the quality of the IDE has a direct correlation with developer productivity. As an example, writing Sybase Stored Procedures in vi on Solaris was rather less productive than writing C# in Visual Studio.
Had a very interesting conversation recently with a group of senior buy-side technologists. I was asked what is most important from the perspective of relationship management with the front office. My answer was "Managing drift".
Saturday, 28 May 2016
Sunday, 8 May 2016
We are used to people voting in elections. Computer systems can vote as well. This is not new or unique. Here’s a quote from www.davi.ws/avionics/TheAvionicsHandbook_Cap_11.pdf - the Boeing 777 Fly-By-Wire control system:
Within the world of Fixed Income trading there is some dispute around what constitutes an EMS. My view is that the buy-side Fixed Income EMS is a product that sophisticated buy-sides would love, but which does not exist.
Saturday, 7 May 2016
Monday, 2 May 2016
Time to return to a favourite topic of this blog - the Execution Management System. It's a market sector that looks set for some pretty drastic changes with the impact of MIFID2 and continued reduction in execution commissions impacting adversely...
Sunday, 1 May 2016
When starting MongoDB using PowerShell you may want to create a log file at start up. One technique that is useful is to have the log file use UTC time as the file name such as:
Why? So there is no problem with daylight savings time or people in different locations supporting applications being unsure of the correct start/stop times for a process.