Electronic trading in the fixed income markets
Colin Lancaster’s Fed Up is a new addition to the literature on trading financial markets, promising the inside line on running a macro fund operating in the global markets during the Covid pandemic. Having worked as a sell side techie building trading systems for the last twenty years I’ve read a fair bit of this [ ]
I’ve just finished reading Zachary’s Showstopper, a riveting account of the development of Windows NT at Microsoft in the late 80s and early 90s. I do love industry war stories, so I’m puzzled by the fact I missed this book somehow. Other similar works I’ve enjoyed include Ferguson’s No Prisoners, Kidder’s Soul of a New [ ]
I posted a hacked voltdbclient on github showing how it can be made to play nicely with async frameworks like Tornado
SpreadServe will be at the Develop Excel conference in London on 18th October. If you build spreadsheets for the trading floor with XLLs you should be there too. I m especially excited about the session with Govert, Mr Excel-DNA.
I ran into an interesting Tornado event loop gotcha last week, so I thought I d blog the issue. At work I m building a suite of Tornado Python based microservices to implement an FX options booking stack. The message transports in play for comms with other systems are IBM MQ series and AMPS for pubsub messaging. [ ]
Could Windows die as an enterprise OS? Could it disappear in the same way as desktop workstations from Sun, SGI Next? Could it vanish from the datacentre just like Solaris? Twenty years ago Open Source advocates pushed the Linux desktop as a means to break Microsoft s stranglehold on PC computing. At the same time [ ]
Last night I got a demo of a brilliantly innovative IR derivatives system from the founder team. It prompted some thoughts on the cyclical nature of the software industry, and the return of the fat client. Back in the 90s, when Microsoft still ruled the world, client server computing and the fat client were the [ ]
I ve just updated my Netty based TransFICC web socket server to work with version 330cb31-3670 of the TransFICC API and service. TFWebSock enables web socket clients to subscribe to TransFICC sourced market data. Those web socket clients could of course be browsers, but in the case of this demo the client is the SSAddin Excel addin. [ ]
Earlier in the summer I did a POC integration of SpreadServe with TransFICC. For those unfamiliar, TransFICC has an ex-LMAX founding team, and is a new entrant in the ECN gateway space. Technically their key differentiators are cloud hosting and high performance engineering techniques. For Transficc clients the only thing running on premises is the [ ]
Back in April I read a great post by Jaakko Piipponen on the SaaS financial model he d built as an Excel spreadsheet. I m interested in spreadsheet financial models, so I enjoyed Jaakko s run down on how his model covers PnL report, operating expenses, payroll and revenue. Jaakko describes how you only need to spend 30 mins [ ]