OData and Push

February 9th, 2010 / Tales from a Trading Desk

Douglas Purdy calls on the financial industry to expose data using OData. Maybe Lightstreamer, my-Channels, Kaazing etc should consider supporting OData as well since some of us live in more of a Push world than a HTTP request/response world :)

Rx: Memorization Acceleration and SOW

February 9th, 2010 / Tales from a Trading Desk

Memoization can be implemented as a function which takes a function as a parameter and returns a new function which when invoked the first time on some set of parameters will compute the result and when invoked with the same values will not recompute the result but will instead return the previously computed result.

Memorizations are not new, and have been blogged out for quite some time. Below is some simple code :) that I and a colleague created for retrieving the State Of the World (SOW) of trades for populating a blotter.

Standing up at your scrum

February 8th, 2010 / Transient Technology

The scrum stand up meeting, is sometimes renamed to “the scrum”.  This is fine but remember you are supposed to stand up.  The reasoning behind this is it keeps the meeting short.  People do not become too comfortable.  The idea is very simple.  Quickly broadcast any information from the scrum master, then whizz around the [...]

Estimates are not commitments!

February 8th, 2010 / Transient Technology

Probably one of the most common mistakes in Software Development is to allow Estimates to become Commitments. This article looks at story point estimation in scrum, and how velocity is a better tool for monitoring progress through to delivery. If your interested in the arguments that can be presented to the business for velocity metrics over estimation for setting delivery dates, read on.

Auto-scaling in Azure with PowerShell Cmdlets

February 7th, 2010 / Development in a Blink

This post Auto-scaling in Azure shows a proof of concept for auto-scaling an Azure Solution and the different options that you have for implementing a similar solution.

At the end, the author provides a PowerShell example using the Windows Azure Service Management CmdLets

Add-PSSnapin AzureManagementToolsSnapIn            

Get-HostedService $serviceName -Certificate $cert -SubscriptionId $subId |
Get-Deployment -Slot Production |
Set-DeploymentConfiguration `
  {$_.RolesConfiguration[$roleName].InstancesCount+=1}
            

FlatFrog gets $18m – challenges the MS surface

February 7th, 2010 / Transient Technology

Its great to see some competition finally in the surface race.  FlatFrog have got a siseable funding according to this gear crunch article.  I can see all kinds of uses for this technology, but currently its very expensive.  I wish FlatFrog luck in producing a cheaper alternative.

Creation, dynamic loading and instrumentation with javaagents

February 7th, 2010 / Dhruba Bandopadhyay

Sometime back I had to delve into the depths of how one could dynamically and programmatically load a javaagent at runtime – in other words how a javaagent could be attached to a running process. Since then I’ve been meaning to blog my findings. Finally, after quite some time, I’ve got around to it but here I take the opportunity to expand the scope of the article to a complete treatment of how to create a javaagent, load it statically at startup or dynamically at runtime and also how to perform instrumentation of a simple class. As always the code will reside in an eclipse maven project that will be made available for download.

Gesture Cube

February 7th, 2010 / Development in a Blink

JMockit jar loading from remote file systems enabled

February 7th, 2010 / Dhruba Bandopadhyay

Over the past few months we’ve faced significant hurdles integrating jmockit into our development environment at a client-site primarily but not entirely because it is not a conventional development environment. The most noteable of these has been the inability to load the jmockit jar file from a mounted drive which is a remote file system. Having remote paths in the classpath such as //foo/bar/baz/jmockit.jar would result in a java.net.URI being constructed with that remote path and the URI being passed to the following java.io.File constructor.

There clearly needs to be a successor to Java

February 7th, 2010 / Development in a Blink

Will Groovy++ spell the end of Scala?

As much as we all "try to be friends", the successor to Java (and there clearly needs to be one) "battle" continues

via blue train software

Groovy++ adds to Groovy static typing with very little in terms of trade off (meta programming)

  • Allowing mixing of static and dynamic code in the same application.
  • Same speed as Java – sometimes faster, sometimes slower depending on how the problem is expressed.
  • Groovy++ is really Java ++ and is thus a natural and easy path for the millions of Java programmers.

Week @Lab 2/6/10

February 6th, 2010 / Tech Tock

Seminar @Lab is Back

There’s going to be more seminars @Lab.  I’m looking forward to a 2 part series on high frequency trading and I’m gearing up to give some presentations myself.

Very Agile

This is not the place to ask for Agile or Scrum advice if you’re not serious about it.  A book inquiry got about 30 responses in no time flat.

Hosting

Lots of Labbers have advice on which hosting company to choose.  The most intriguing choice was Windows Azure.

Condition constraints using Spring’s new expression language

February 5th, 2010 / Intivism

After being exposed to Spring Expression Language, I thought it could be useful to harness its power to describe condition constraints on methods, as part of a growing focus on test driven development.

The idea is to describe expectations from the object’s state prior to the method’s invocation, expectation from the input and expectation from state following the method’s invocation.
Since spring expression language exposes public methods, its interesting to see how we can verify correctness using other public methods.

For this purpose I will introduce 3 simple annotations:

Taxing infographics

February 5th, 2010 / UsableMarkets

Visualizing Economics has been on something of a binge lately on tax related infographics. There is, of course, interesting stuff to be seen here (but perhaps not terribly new), about how the wealthiest Americans are paying out less of their income in taxes now than in years past.

Also of interest, for those can get themselves to care about this most mundane (yet somehow fascinating) of topics, is the market at InTrade for future tax rates. Perhaps the most interesting finding here is that the prediction for Highest Marginal Single-Filer Fed Income Tax Rate to be greater than 38% dramatically rises from 2010 to 2011. This is the expiration of the Bush tax cuts, and the traders’ beliefs that these cuts will not be extended at their current levels.

Arrange-Act-Assert: MSpec and SpecFlow

February 5th, 2010 / Tales from a Trading Desk

Interested in BDD? Then check out MSpec, SpecFlow and SpecUnit.net

Microsoft’s Creative Destruction

February 5th, 2010 / Tales from a Trading Desk

Maybe this article explains Microsoft’s lack of product in the real-time/streaming space? Microsoft has been somewhat late (again) to the game with their StreamInsight offering – especially now with the Sybase RAP + Aleri deal.

DryadLinq for Finance?

February 4th, 2010 / Tales from a Trading Desk

This announcement means that I can finally use DryadLinq for financial applications ;) I was getting a little bored of StreamInsight anyway :)

Videos: SQL Server Modeling aka Oslo

February 3rd, 2010 / Development in a Blink

Rockford Lhotka has a three part series here discussing the benefits and usage of the SQL Server Modeling technologies in the context of his CSLA .NET framework. It is a framework for building the business logic layer in your applications.

He demonstrates modeling, a DSL (domain specific language), code savings, reduced testing burden, and consistency of the user experience.

10% at 75%

February 3rd, 2010 / UsableMarkets

From the NYTimes, some pretty astonishing numbers. 10% of all homes are valued at 75% or less of their purchase price mortgage.

One word: Yowza.

The relevant bit from the article:

New research suggests that when a home’s value falls below 75 percent of the amount owed on the mortgage, the owner starts to think hard about walking away, even if he or she has the money to keep paying.

In a situation without precedent in the modern era, millions of Americans are in this bleak position …

More Interesting Stuff From MSR: Moles

February 3rd, 2010 / Tales from a Trading Desk

MolesIsolation framework for .NET

Random Reading On The Train

February 2nd, 2010 / Tales from a Trading Desk

  • .NET Framework 4.0: Comparing LINQ and PLINQ performance
  • F# for Parallel and Asynchronous Programming – PDC 2009
  • Steve Jobs and Control
  • Tracing and Caching for Entity Framework available on MSDN Code Gallery – hopefully we’ll see Velocity (AppFabric) integration with other Microsoft products soon
  • NDepend v3 is now 100% integrated in Visual Studio – Must Have VS Plugin?
  • Are you using the CCR? – One runtime I just haven’t managed spend enough time with :(
  • CLR V4: Stuff That May Break Your Profiler + Profiler Attach Part 2: Ok, now what?
  • Much Ado About Monads – Creating Extended Builders
  • An Insurgency of Quality
  • WPF Unit Testing
  • Line Charts with Data Templates – missed this one when I last looked at the MSDN Magazine site