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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...

Monday, 25 May 2020

Portfolio Management Processes: rebalancing index aware funds

When managing an index aware fund* one intellectual challenge is to know how often to rebalance the fund to the index and how to do this.

While working with a greenfield Fixed Income asset management client we established a multi-stage protocol for this process:

Tuesday, 12 May 2020

Shakti - replacement for kdb+ ? And MQTT

The main (very large) brain behind kdb+, Arthur Whitney, has been working on a new project since January 2019. The firm is called Shakti which is:


"Shakti is designed to manage streaming, in-memory and historical data in any format. Structured data, such as relational or time-series data can co-exist alongside, semi-structured and unstructured data creating a single platform for storage and analytics. Our technology takes advantage of the latest in hardware advancements from multi-core architectures, CPU cache, RAM, SSD and Intel® Optane™ technology all the way to cloud storage.