Author Archive

I’ve just confirmed that I will be in Las Vegas for MIX09 this year. If any of you plan to be there as well, drop me a note.

To everyone who is attending the Microsoft Professional Developers Conference this year in LA, I’ll be there from tonight to Wednesday mid-day.  I’m having to fly back to NYC on Wednesday as Lab49 has been invited to participate in the Microsoft PhizzPop Design Challenge in New York which starts on Thursday.

If you’re around, feel free to say hi. I’ll be hawking some of the work we’ve done for Microsoft specifically for this year’s PDC, including a really cool WPF-based parallel portfolio tracking demo that uses F#, Parallel Extensions, and Microsoft HPC Server 2008 Cluster SOA and two Microsoft official whitepapers for the Microsoft Parallel Computing Initiative (including Taking Parallelism Mainstream, a  whitepaper you’ll find on your PDC hard-drive).

About three weeks ago, I had the opportunity to sit down with Bill Bain of ScaleOut Software and the two Joes, Joe Cleaver and Joe Rubino, from Microsoft’s Financial Services Industry Evangelism team after I gave my presentation on distributed caches at Microsoft’s 6th Annual Financial Services Developer Conference. The two Joes recorded a podcast of our conversation.

Bill, Joe, and Joe, thanks for the opportunity to talk with you guys.

Dataflow is about creating a software architecture that models a problem on the functional relationship between variables rather than on the sequence of steps required to update those variables. It’s about shifting control of evaluation away from code you write toward code written by someone else. It’s about changing the timing of recalculation from recalculate now to recalculate when something has changed. Sure, it’s a distinction that may have more to do with emphasis and point of view than with paradigm, but it can be a liberating distinction for certain problems in financial modeling.

It seems just yesterday that 10Mbit 10BASE-T Ethernet networks were the norm, and the workstation wonks I worked with years ago at US Navy CINPACFLT in Pearl Harbor, Hawaii jockeyed to have high-speed ATM fiber run to their offices. Sure, this was the age when dual bonded ISDN lines represented the state of the art in home Internet connectivity, but who really needed that much bandwidth? What did we have to transfer? Email? Usenet posts? Gopher pages?

As mentioned in a previous post, I spent the two days last week at the 6th Annual Microsoft Financial Services Developer Conference, and I have to say that it was a great event.

On Wednesday, I gave my talk on distributed caches:

The room was packed, folks were asking great questions, and the feedback I got was very positive. For folks who are already knee-deep in high-performance computing and distributed caches, the presentation may not offer much not already known (except perhaps for the late sections on performance tests we ran in the lab and advanced techniques like object segmentation). But given that Microsoft had given this conference a clear emphasis on HPC and that many developers in attendance were relatively new to the subject, the presentation seemed to strike a fair balance between background and practice.

The Marc Jacobs Utilization Meter has been pegged for at least two weeks now on a combination of client work, internal projects, recruiting, and writing (hence the appearance of my blog having fallen down a well.) It’s great to be busy, but I hate seeing the blog go stale.

In any event, I had an article published in GRIDtoday this morning entitled, “Grid in Financial Services: Past, Present, and Future”. Derrick Harris, the editor of GRIDtoday, reached out for an article after reading my multi-part series on “High Performance Computing: A Customer’s Perspective”. A big thanks to Derrick for giving me this opportunity.

Over the past few months at Lab49, we’ve thrown ourselves into complex event processing (CEP) — aka event stream processing (ESP) — and have been formulating exactly how and when it fits into the larger, more comprehensive technology stack found in global financial services institutions. We’ve formed a number of interesting vendor partnerships, attended product training, sampled, compared, and teased apart many of the popular products, and we’ve created several CEP-based demo applications that have been shown at recent events like SIFMA.

Along the way, we’ve all learned a lot about CEP, and the more I learn, the more I dig it. The more I put CEP into practice, the more I foresee its ultimate dominance as an architectural design pattern for everyday development.

Excerpted from a paper I delivered on January 16, 2007 at the Microsoft High-Performance Computing in Financial Services event in New York.

In Closing

It’s a very exciting time to a proponent of high-performance computing in finance. Right now, it’s still a rather rugged task and evangelizing such rough solutions can sometimes result in sour impressions, but overall it’s getting easier to make it work all the time. With all the new products and vendors entering the market right now, I’m convinced we’ll scaling out with ease in the coming years. But in the meantime, we have to be vigilant in ensuring that vendors understand our business and developers and that they bring to market the tools and guidance that allow to keep prioritizing business first and technology second.

Excerpted from a paper I delivered on January 16, 2007 at the Microsoft High-Performance Computing in Financial Services event in New York.

Excerpted from a paper I delivered on January 16, 2007 at the Microsoft High-Performance Computing in Financial Services event in New York.