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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?  [152]  A simple question came up recently in a conversation – how many new Fixed Income t...

Saturday, 30 April 2016

MIFID 2, Timestamps and Rudyard Kipling

"I keep six honest serving-men (They taught me all I knew);
Their names are What and Why and When
And How and Where and Who."

Or, Some thoughts and comments on implementing MIFID 2 for a buy-side within the specific field of timestamps.

Wednesday, 20 April 2016

What project risk for a tick-data project?

The previous post on this blog kdb+ versus MongoDB versus McObject versus OneTick versus... has spurred some interesting debate.

In one camp is the "established player" school of thought that is really a modern version of "No one got fired for buying IBM".  As such, the only choice for a tick data store is kdb+.

Sunday, 17 April 2016

kdb+ versus MongoDB versus McObject versus OneTick versus...

For a project I am assisting a client in a beauty parade to be followed by a bake-off if required (in plain English, search and selection of a software product followed by a limited implementation to allow hands-on evaluation of the tooling).

Sunday, 3 April 2016

Investment Banks and Robocop

Bear with me on this one...

I mean the 1980's era films, not the remake with Gary Oldman
Wikipedia has a plot synopsis but simply put, Robocop is "Part Man, Part Machine, All Cop".  He is created by a conglomerate called OCP and has three "Prime Directives"
1. Serve the public trust
2. Uphold the law
3. Protect the innocent
[There's a fourth but that's not relevant to this...]