John Nolan shows the state of hardware acceleration with GPUs and FPGAs, why it's hard to write efficient code for them, and why to favor polymorphism over if statements for performance.
The SEC is proposing that most Asset Backed Securities include a downloadable “program that gives effect to the flow of funds, or “waterfall,” provisions of the transaction”. If the proposal is passed, this program would have to be written in Python and posted EDGAR.
Luca Bolognese has reimplemented Excel’s collection of financial functions in F#. Released under an open source license, it should prove useful for both learning F# and for porting applications from Excel to .NET.
John Davies addresses some of the difficulties dealing with FIX, FpML, SWIFT and integration in financial services software industry, challenging some of the canonical models existing today.
Jonathan Felch discusses Groovy starting with its initial manifesto, its major features, language’s capabilities from a financial perspective and lessons learned in an actual project, Groovy’s main dynamic and meta-programming features and the power of using them together, ending with a look at what is not so great or not working as it is supposed in Groovy.
Eoin Woods explains how Barclays Global Investors (BGI) designed Apex, a new porfolio management system, to meet the challenges it faces and why BGI chose to combine mainstream, boutique and open source Java technologies, including Oracle, WebLogic, Spring, Swing, JIDE, Flux, CPLEX, MVEL and XStream, to create an architecture with some interesting variations on the standard J2EE form.
This presentation, from QCon SF 08, analyzes real world projects where using explicit state transition models was made and the many interesting modeling/architectural possibilities that arose from the decision. Along the way, the IMIS system and its performance is linked to explicit state transition modeling.
Martin Thompson and David Farley discuss how to use the scientific method to create high performance systems by measuring performance and adapting the implementation to approach the limits of current hardware. The disruptor architecture is an open sourced result of their work at low-latency, high throughput systems for the retail trading platform of LMAX Ltd.
