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”)) […]

Google Go

Google’s Go: A New Programming Language That’s Python Meets C++ Go site 1st blush looks nice. Types good, C like performance good. Built for multi-core etc. I will admit I wish it looked more functionally inspired. I am loving Erlang these days (and to a lesser extent Haskell) so going more imperative again feels a […]

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 […]

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 […]