Many months ago Typesafe open sourced Activator. Although it may seem like this posting is late to the party, which it is , the posting was written some months back, I just kept forgetting to push the publish button. Hence, although late, its worth mentioning that Activator is cool. Templates cover the usual basic intro, coupled with an appropriate finance template, Akka, WebSocket and Angular.JS. Excellent stuff if your into Akka
Google is using Dart to built an Chrome app-based Integrated Development Environment (IDE). Source code for spark is on GitHub, with widget library available here. The Spark name reminded me of the Microsoft Expression Blend code-name, Sparkle – suspect there is no correlation
The Wolfram Language is a highly developed symbolic language, which unifies a broad range of programming paradigms and uses its unique concept of symbolic programming to add a new level of flexibility to the very concept of programming.
Another airport, another day. Kicking around some ideas with reactive, Java, data tables and protocols. Whilst trying to achieve a more reactive solution that reduced a few coding problems, I considered leveraging annotations, but after kicking around a few coding ideas, I believe I might be better off with custom AST (Abstract Syntax Tree) transformations, via Lombok. Lets hope AST’s achieve the elegant code solution I’m looking for.
Although I’ve blogged about Athena before, its worth a re-read of Athena from the JPM careers data.
Dependency graph – developers define specially decorated Python classes to represent markets, financial instruments and deals. A runtime parser inspects the classes to build an in-memory dependency graph representing the relationships between them. This provides a natural and powerful way to explore ‘what-if’ scenarios by moving market rates and examining the impact on prices derived from them.At the core of the (athena reactive) framework is a forward-propagating graph, where nodes contain units of work scheduled forexecution based on their ranking (topologically sorted order) in the graph.
So after a very minor break, its back to the airport cycle of work life, which in itself bring a degree of fun and games Before flights, I like to ensure I’ve got enough reading and coding material. Hence today, its a bit of pre-coding to ensure I’m ready for tonight’s flight, and a re-cap to the coding challenge I was working on a few weeks ago. Very quickly this morning I ran into the classic clone() method madness of Java.
Wall Street & Technology has an interesting article on SEF’s. offering a 2014 view of more market data coupled with magic machines. More data can only be good for the Big Data pushes that are occurring in many organisations. Also in Wall Street & Technology, an article offering a 2014 view of Big Data 2.0. The Big Data article cites Open Source as the preferred Big Data route for technology, which should play nicely for the Spring XD initiative.
It’s nice to see Reactor hitting the second M1 milestone. Having coded Rx on .NET, coupled with a lot of work recently with RxJava, it appears time to have a detailed look at Reactor. It’s always nice to see a trading bias to the samples of reactive frameworks
Dark Pools (see provide blog posting) captures Josh Levine comments, which I can only agree with, that not enough people understand and thus architect shared-nothing solutions. Island was ahead of the competitions in its day in terms of architecture, and thus latency. Even today, there are still limited shared nothing architectures in many of the financial silo’s
Having been involved in numerous distributed system over n years, it interesting to read Rylan’s article on “Synchronization in a Distributed System” followed by a re-reading of the Reactive Manifesto. Lamport timestamps and vector clocks – all clever stuff. Symmetricom offers a read on Lamport and NTP. Food for thought for globally distributed reactive event architectures
Interesting read from Microsoft Research on Live Programming, As referenced by the paper, Bret Victor’s work has thankfully been considered. Now all we have to do is wait n years, and maybe Glitch will see the light of day in Visual Studio.
Read the book, live the dream – Stories with AC’s that lead to Scenarios
The communication across all of those stakeholders ( testers, analysts, project and program managers, multiple SMEs covering multiple interrelated domains) to create a single coherent vision
Although old, this study investigates if a non-technical individual can write executable specifications based on domain specific languages.
If you don’t have time to read troyhunt’s full article on “The beginners guide to breaking website security with nothing more than a Pineapple”, then at least try and read the conclusion sections, and follow the link to “why it’s not ok to load login forms over HTTP even if they post to HTTPS”.
Finally, have a read of “5 ways to implement HTTPS in an insufficient manner (and leak sensitive data)”
Vanilla Java’s “Writing and Testing High Frequency Trading Engines talk at JavaOne” may offer at some point in the future for my mad simulator to leverage some of the OpenHFT code. TransFIX, once the github repo started to get populated is of particular interest. I’ve partially cheated on the messaging I’m using in the simulator today, but chronicle will probably be useful later as well.
Peter’s JavaOne presentation is available here.
A few people may have realised that I’m flying more this year. As anyone who flies a lot will know, there are only so many movies you can watch, and work document one can read/write/review. At a certain point, I find the need to code Recently (whatever timeframe that means ) I’ve decide to attempt to merge all the mad spike/proof of concept idea’s I’ve had over the last n years into a financial market simulation. Essentially, the concept is to take the various ideals I’ve kicked around in the many silo’s of finance, and weld them together to construct a simulation offering the normal high level actors such as banks, ECN’s, hedge funds etc. Obviously, given the Rx revival on this blog, Rx is a key pattern in the construction of the simulation world.
Managed to get some coding done on the flight down to Sydney a few days ago. The PoC I’ve been kicking around for some time got enhanced in the form of a specialised Subject<T, R>. ReplaySubject wasn’t quite working for me out-the-box. I basically need a ReplaySubject with a twist Still amazed how many Java developers are still unaware of RX.
Goldman Sachs moves forwards with gs-collections 4.0. Code Kata offers training and excercises on gs-collections. A rather old slide deck offers an intro here. Inspired by Smalltalk Collection protocol Wonder if the Deutsche Bank Lodestone had anything to do with GS’s Open Sourcing? I notice as well that the Lodestone WordPress blog is now marked as private
ScalaDays 2013 Rod Johnson’s keynote is definitely worth a watch. Offers a good view of today’s Java and Scala, and where Scala might go in the future – definitely not a direct Java replacement.