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Fixed Income Trading: New venues ( How many Fixed Income trading venues are there? )

How many Fixed Income trading venues are there?  [153]  A simple question came up recently in a conversation – how many new Fixed Income t...

Saturday, 28 March 2015

Excel VBA - industrialisation...Part Six "Error Handling"

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

Excel VBA - industrialisation...Part Five "Integration with Git"

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.

Monday, 23 March 2015

Sunday, 22 March 2015

FIX implementation: Cost cutting proposal part III

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.

Saturday, 7 March 2015

Matching Engines: An overview

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?".