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10 Mar 2010
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My PowerShell Deep Dive Talk Video

Paul Mooney attended my NYC Code Camp talk and was nice enough to record and post the session. Thanks Paul!
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Doug Finke
tags: uncategorized
Mar 11 2010 08:59 AM
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F#: The type ‘unit’ does not match the type ‘float’

F# error error message are somewhat painful. “The type ‘unit’ does not match the type ‘float’” tuned out to require me to add an else statement to the code I had written. Still not sure why, but at least it complies now
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Matt
tags: .net
Mar 11 2010 04:41 AM
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Google Finance’s new tool: Domestic Trends

Not sure how I didn’t see this before, but Google Finance now has a new(ish) feature called Google Domestic Trends. This is essentially Google Trends, but with the searched for keywords organized into useful concepts (i.e. retail, durable goods,
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Alex Kirtland
tags: uncategorized
Mar 11 2010 12:20 AM
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AMD’s new 6 monitor graphics hardware

AMD is releasing a new graphics card under the name “Eyefinity” which can power 6 monitors simultaneously. This should be a boon to trading floors everywhere. Jon Peddie of Jon Peddie Research blogs his experience using it.
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Daniel Chait
Mar 10 2010 10:46 PM
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F#: Discriminated Unions

I’ve managed to move on somewhat with my F# Market Risk Proof Of Concept (POC). I’ve attached some of the code below. The issue I ran into last night and this morning during train travel was with discriminated unions – which I use for
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Matt
tags: .net
Mar 10 2010 07:56 PM
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F#: Modelling An Interest Rate Swap (IRS) Trade Using FpML 5.0

I want to take the previous blogged Market Risk IRS trade to the next level, and move from Excel to a real calculation engine. To aid this I need to model a trade. I was going to start with auto-generating C# code from FpML, but I though it would be more
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Matt
tags: .net finance
Mar 09 2010 10:26 PM
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HPC at Large and @Lab

Last week Greg Luck, the founder and now CTO of Ehcache, came from Australia and presented at the HPC/Cloud Computing Workgroup and the @Lab Seminar. Shawn Gandhi, of Lab49 runs the Workgroup (that’s him above with the microphone and Greg Luck is
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Aaron Goldman
tags: hpc uncategorized
Mar 09 2010 07:12 AM
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SDP: FX – Yard Revolution?

Euromoney’s article on Morgan Stanley’s Matrix provides some insight into the feature set required to attain top 5 ranking in the FX world – currency options, precious metals, and streaming NDF’s. Morgan Stanley need to continue
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Matt
tags: finance
Mar 08 2010 02:22 PM
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UPDATE: Writing Fluent APIs in C#: Comparing Dates Fluently

I posted a C# version HERE based on Ted Young’s Java version HERE. Then Professor Roger Crawfis commented and we traded emails. I do not see the point to the DateBuilder class here. Extension methods would be a better approach (IMHO) for all of the
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Doug Finke
tags: .net
Mar 08 2010 01:47 AM
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Slide Deck and Code I presented at the NYC Code Camp 2010

I gave a PowerShell Deep Dive talk at the NYC Code Camp. You can get the zip file that is posted. It was a great group of people. Lot’s of discussion around using PowerShell interactively, extending apps from a maintenance point of view to reduce
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Doug Finke
tags: powershell
Mar 07 2010 07:56 PM
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Interesting collaborative music and spoken word project

In Bb
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Doug Finke
tags: uncategorized
Mar 07 2010 07:31 PM
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Rx: Refilled

Refilled. Download from here. Details here.
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Matt
tags: .net
Mar 07 2010 03:36 PM
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Single Dealer Platforms: Buy vs Build, Who Cares?

Recently with numerous comments on my blog from certain parties coupled I thought it worth blogging some thoughts on where we are in Single Dealer Platform (SDP) land: Firstly, I don’t really care if a SDP is build or buy. Even a buy consists of a
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Matt
tags: finance
Mar 06 2010 01:45 AM
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The first Date sucked. Can a second Date fix it? JSR 310

Well technically, this is the third Date API. But, it forms a much better title!JSR 310 is the new Date Time API specification. I'm overjoyed by the fact that Java will finally get the long overdue revamp to the infamous java.util.Date and
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Dushyanth
tags: technology
Mar 06 2010 01:31 AM
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Before for loops were invented…

A friend of mine showed me this piece of code, gathered from a project he was working on: else { row.createCell((short)col++).setCellValue(""); row.createCell((short)col++).setCellValue("");
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Administrator
tags: uncategorized
Mar 05 2010 09:26 PM
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“… a true combinatorial prediction market …”

Yahoo scientist David Pennock proudly presents his new baby, Predictalot. Despite the ridiculousness of the name (lets hope they don’t get a lot of Spamalot), it is quite different than any other prediction market I’ve seen out there. As Dr.
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Alex Kirtland
tags: uncategorized
Mar 05 2010 07:29 PM
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Market Risk: Bi-Temporal Model

Modelling a trade and the events that occur on a trade is always an interesting exercise. It’s become clear over the years however that a Bi-Temporal model is the only real way to go. This model is the lifecycle of the trade based on events and
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Matt
tags: finance
Mar 05 2010 05:13 PM
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Getting Results the Agile Way

J.D. Meier, Principal Program Manager at the Microsoft finished the writing for his book and you can follow along for the ride and read Getting Results for free online in HTML. Here’s a one-page guide for getting started with Agile Results.
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Doug Finke
tags: agile
Mar 04 2010 07:40 AM
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Late Night Reading: Concurrency Visualizer, Testing Silverlight Apps and More

Performance Tuning with the Concurrency Visualizer in Visual Studio 2010 Testing Silverlight Apps Using Messages WPF in Visual Studio 2010 – Part 2 : Performance tuning IL perversions: throwing and catching strings
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Matt
tags: uncategorized
Mar 04 2010 05:34 AM
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Notes on AppFabric Beta 2 and Cache Notifications

After successfully installing AppFabric beta 2, I though it was time to look at hooking Velocity into a Proof Of Concept (POC) I’m working on. Having played around with Velocity during the CTP1/2 timeframe it provide painful to remember what to do
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Matt
tags: uncategorized
Mar 03 2010 09:08 PM
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StreamInsight: Can We Build An ECN?

Eurex is an example of an ECN. Given that my Market Strategy Engine (MSE) effective provide agent style strategy execution, the next logical question is whether an ECN Proof Of Concept (POC) can be build with StreamInsight. I suspect most ECN’s are
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Matt
tags: uncategorized
Mar 03 2010 07:32 PM
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Notes on Market Risk

So today everyone is talking Risk – Real-Time Risk (RTR) to be more precise. Hence lets clarify things a little and make it clear were about to discuss Real-Time Market Risk. Essentially we need to calculate the Present Value (PV) or Net Present
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Matt
tags: finance
Mar 03 2010 03:01 PM
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The Business Cycle Clock

I came across this fascinating information visualization the other day, the OECD Business Cycle Clock. It tracks four types of economic indicators and plots them as a time series. Play the animation and you can see how the economic indicators move
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Alex Kirtland
tags: uncategorized
Mar 03 2010 06:25 AM
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Market Strategy Engine: F# Interfaces

Following on from my last F# posting, having run into a few issues with running to use StreamInsight from F# I decided to leave my Agent simulator in F#, but move the Market to C#. I decided to define an interface in F# that would allow the C# Market to
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Matt
tags: .net
Mar 02 2010 05:20 AM
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Windows Server AppFabric Beta 2 Installed

With the release of AppFabric Beta 2 I have finally managed to install Velocity. Beta 1 never installed for me on Windows 7
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Matt
tags: uncategorized
Mar 02 2010 03:47 AM
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Tableau Public … some thoughts

Tableau, in a bid to capture some of the visualization craze that is driving sites such as Chartle.net and Timetric, has released a public, PC only, version of its software. Having never used Tableau before, but hearing that it’s quite powerful, I
Lab49 Blog
 
Alex Kirtland
tags: uncategorized
Mar 02 2010 03:16 AM
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Google Protocol Buffers vs Apache Avro

A comparison of Google Protocol Buffers and Apache Avro.
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Farid Sammur
tags: uncategorized
Mar 01 2010 06:14 PM
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Random Reading: .NET Parallel, ConditionalWeakTable, EF4

In my view CLR via C# is required reading for any C# developer. The Microsoft Press blog has an extract from the Third Edition of Richter’s book offering some insight into ConditionalWeakTable. Comparing NHibernate and EF 4 – the debate will
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Matt
tags: .net
Mar 01 2010 02:58 PM
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Visual PowerShell

Devfarm Software has released PowerWF Studio. PowerWF Studio™ unleashes the potential of Microsoft PowerShell and Windows Workflow Foundation by providing a visual integrated development environment (IDE) that virtually eliminates the need to write
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Doug Finke
tags: powershell
Feb 28 2010 06:40 AM
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Static Checking .NET Code Contracts

For those familiar with Debug.Assert, you may be thinking this is a solved problem. But Debug.Assert only allows you to express that a particular condition should be true at a particular point in the code. Code contracts allow you to declare once that a
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Doug Finke
tags: uncategorized
Feb 27 2010 11:56 PM
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IObservable Everywhere

So far I’ve found IObservable defined in the following assemblies: System.Reactive FSharp.Core Microsoft.ComplexEventProcessing.Adapters Confusion.
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Matt
tags: .net
Feb 25 2010 09:21 PM
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Market Strategy Engine: F# – Market Matching

In the last posting I provide some basic code for market matching (Order Book), and agent order submitting. One idea going round in my head is to use StreamInsight within my market to help with the OrderBook – obviously really I should then be able
Lab49 Blog
 
Matt
tags: .net
Feb 25 2010 07:13 PM
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Market Strategy Engine: F# Market/Agent Simulator

Unfortunately my broadband has been out for the last two days at home which has slowed the blogging – maybe that’s a good thing Anyway, the lack of broadband has mean that I’ve spent less time on emails, and more time tinkering.
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Matt
tags: .net
Feb 25 2010 05:07 PM
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Hot off the press: Apache CXF Web Service Development

My reward for blogging about CXF? I get to review the recent book Apache CXF Web Service Development by Naveen Balani and Rajeev Hathi. Looking forward to receiving my free review copy. (Are presses hot these days?)
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Joe Morrison
tags: architecture java open source soa
Feb 25 2010 06:41 AM
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XamQuery: Reconciling the “theory” and “reality” of WPF vs. Silverlight

Disclaimer: This technology does not actually exist yet, I am looking for feedback about this idea and anyone interested in working on it. I’m sure a lot of you have seen this image. It highlights some of the pain of working with Silverlight coming from
Lab49 Blog
 
Charlie Robbins
tags: uncategorized
Feb 24 2010 10:15 PM
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Market Strategy Engine Pondering: Axum or F#?

So I’ve been thinking about how to improve my market generator. Specifically around how agents interact with a market. “Agents” lead me to thinking about Axum and F#. Given that my Market Strategy Engine (MSE) is a Proof Of Concept
Lab49 Blog
 
Matt
tags: .net
Feb 23 2010 09:02 PM
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Market Depth Data: Eurex and TickOne

So I managed to find some data on the Eurex site (here). Although the data is from 2007, its a least better than nothing. The PDF’s on the site provide details on the field formats, which means you can basically figure out the depth at a specific
Lab49 Blog
 
Matt
tags: finance
Feb 23 2010 07:10 PM
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Excel 2010 and Windows HPC

Microsoft provide insight into Excel 2010 integration with cluster computing – Windows HPC SOA API
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Matt
tags: hpc
Feb 23 2010 06:55 PM
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Week @ Lab 2/21/2010

Ski Trip! The Lab sponsored a ski trip on Saturday to Windham Mountain. It was an awesomely awesome trip. Great weather, great company, and as far as I could tell, a great time had by all. Goodbye ThreadPool & BackgroundWorker, Hello Task At this
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Aaron Goldman
tags: .net uncategorized
Feb 23 2010 06:24 AM
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My Take on ActionScript 3 shortcomings

ActionScript 3 has been touted as an object oriented language with optional compile-type checking and so I had certain expectations when I took the language for a spin, with a eye towards developing large (as in a few thousand classes) application. Here
Lab49 Blog
 
Administrator
tags: java ria
Feb 22 2010 10:03 PM