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