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Some truly wacky looking C++ code (Boost 1.47.0)

Really – look at this code… I had to look at it a few times. Cool, sorta wacky. try_ [ f(arg1) ] .catch_<runtime_error>() [ cout << val(“caught runtime error or derived\n”), throw_() ] .catch_<exception>() [ cout << val(“caught exception or derived\n”), throw_() ] .catch_all [ cout << val(“caught some other type of exception\n”), throw_(runtime_error(“translated exception”)) […]

Facebook’s New Realtime Analytics System: HBase To Process 20 Billion Events Per Day

Facebook did it again. They’ve built another system capable of doing something useful with ginormous streams of realtime data. Last time we saw Facebook release their New Real-Time Messaging System: HBase To Store 135+ Billion Messages A Month. This time it’s a realtime analytics system handling over 20 billion events per day (200,000 events per second) with a lag […]

What the SEC Staff Will Likely Recommend in Reaction to the May 6th Flash Crash

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Google Go

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LAgent: An Agent Framework in F# – YES

LAgent : an agent framework in F# – Part I – Workers and ParallelWorkers LAgent : an agent framework in F# – Part II – Agents and control messages LAgent: an agent framework in F# – Part III – Default error management LAgent: an agent framework in F# – Part IV – Custom error management […]

Good reads…

Been reading lots… Finance, microstructure: A Dynamic Model of the Limit Order Book liquidity supply in a pure limit order book market Optimal liquidation against a Markovian limit order book Fluctuations and response in financial markets Languages: Expert F# Hardback (Expert’s Voice in .Net) Programming Clojure (Pragmatic Programmers) Why Functional Programming Matters Distributed computation: Pig […]

Axum Genetic Algorithm Example

I have worked for some years on genetic, evolutionary, memetic and other optimisation software – specifically in the context of automated/ systematic trading. I have also worked for some years on very multi-threaded software systems. I have been interested in the actor model for writing concurrent software. Axum Axum anincubation project at Microsoft implementing the actor model […]

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Semi-Random thoughts

I have talked with people for some time about work I had done in the past with copulas… today saw a good ref on Slashdot: The Formula That Killed Wall Street I do not like PowerShell.  I still love Rake for building/ running .net apps Visual Studio crashes all the time when editing XAML (it […]


Well, it has been 55 days since I posted last – that is a record for me! As of my last post, my family and I moved to London. Since then, we have lived in Knightsbridge for a few weeks, gone on holiday to Austria, moved to Chelsea, unpacked our goods, furnished rooms, hooked up […]