Geeks With Blogs
Josh Reuben Quant Programming
Low-Latency High-Performant Financial App Infrastructures
Financial Apps feel the need for speed – this can come via parallelization, and via infrastructure - fast messaging and non-blocking distributed memory management. This blogpost gives an overview + examples of various technologies that can squeeze performance out of your trading apps and clock cycles out of your modeling apps. Low Latency via Infrastructure ZeroMQ · ZeroMQ is a messaging library - ‘messaging middleware’ , ‘TCP on steroids’ , ‘new layer on the networking stack’. not a complete messaging ......

Posted On Monday, March 26, 2012 9:05 PM

I've just opened a project on CodePlex - !!! This project will implement various algorithms related to artificial intelligence, numerical analysis, NLP, object recognition and quantitative finance. It will initially target C#, and eventually F#. First exercise - port Java AIMA 3 to C# from AIMA3 so far I've ported the utils - helpers, data structures and basic linear algebra classes Matrix class - Implemented ICloneable, ISerializable.GetObjectData ......

Posted On Monday, September 5, 2011 11:19 AM

LMAX .NET Trading API Walkthrough
LMAX provides a .NET API for automating your financial trading strategy. sign up & download here:http://www.lmaxtrader.... If you can combine software engineering skills + numerical analysis skills + an understanding of financial markets --> the whole is greater than the sum of the parts. You can build products that make money, and you can save money by being a cross-domain expert. - see here to learn more about this lucrative field. A good ......

Posted On Friday, July 8, 2011 8:58 AM

Maths and Markets
I recently read an informative and succint book - A mathematician Plays the Market, by John Allen Paulos. Heres my summary of key points: Behavioral finance · Anticipating other's anticipations · A trading strategy can yield the illusion of effectiveness, when only chance is at work. · Keynes - short-term investors anticipate what average opinion expects the average opinion to be. · Distinction between being smart & rich, and distinction between being right & being right about the market. ......

Posted On Wednesday, May 11, 2011 5:24 AM

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