http://chrisdonnan.com/blog Enterprise Software Development on Wall St. - C#/ .Net, Java, C++ ... Sat, 10 May 2008 12:56:58 +0000 http://backend.userland.com/rss092 en Ruby and Python are great languages. I have spent several years now with ruby and I am just getting into python in the past year or so. I will still admit that I prefer ruby in every way, but I have come to like and appreciate python as well. I have ... http://chrisdonnan.com/blog/2008/05/10/how-i-have-fit-ironpython-ruby-jruby-and-ironruby-into-my-existing-net-projects/ In a rare straight up pointer to somebody else's blog!: How Has Functional Programming Influenced Your Coding Style? When I have time, I will comment - but needless to say - my exposure to FP really has changed (in a positive way) my coding style. -Chris http://chrisdonnan.com/blog/2008/04/28/how-has-functional-programming-influenced-your-coding-style/ Here are a few images that I have been showing people for the past several weeks. and These lovely images tell us things like: JP Chase seems to have some 84 Trillion in derivs exposure (and 1.3 trillion in actual assets) Citi seems to be in 2nd place with some less than half ... http://chrisdonnan.com/blog/2008/04/26/holy-exposure-batman/ I was looking @ moving some code for a project that was started in C# to Ruby. 1stly, it is astounding how much less code it takes to do the same stuff. That however is not the reason I chose to post this morning. Gabe and Micah are playing nicely ... http://chrisdonnan.com/blog/2008/04/20/ruby-refactors-equals-and-get-hash/ I was speaking with a few colleagues this week about dispersion trading. I though I had a basic understanding of what a dispersion trade was, but as we talked about it - I said to myself; it seems just like stat arb for volatility. So, this weekend, as Gabe is ... http://chrisdonnan.com/blog/2008/04/19/volatility-arbitrage-dispersion-trading/ Here is a quickie primer on AISs or immune system inspired algorithms. Essentially AISs do a good job of figuring out what is 'itself' or 'normal' and what is 'non-self', 'alien' or 'abnormal' in a system. Antigens are components that find pathogens (antigens find patterns that are normal to them, ... http://chrisdonnan.com/blog/2008/04/13/using-artificial-immune-systems-aiss-to-find-mispriced-options/ I am reading an interesting and timely book on the current credit crisis; The Trillion Dollar Meltdown. I will update with my thoughts on the book when I am done with it, but I wanted to comment on 1 particular element presently... There have been several theories on why the ... http://chrisdonnan.com/blog/2008/04/13/portfolio-insurance-caused-the-87-crash/ http://chrisdonnan.com/blog/2008/04/03/cep-for-public-firms-explained/ The building/ spreading meme of 'language oriented programming'. Martin Fowler + Neal Ford Steve Yegge's entertaining rant (his dialect of English) Essentially - Java (and those like it) are good at making the lowest level bits and pieces of software, but bad at making logical 'sentences' of software. All seems interesting.... Back to my non-stop ... http://chrisdonnan.com/blog/2008/03/30/language-oriented-programming/ JP Chase buys Bear Stearns for $236 million. 2$/ Share!!! Goldman Sachs to reveal $3bn hit Tuesday The Federal Reserve, in an emergency weekend decision, cut the rate on direct loans to commercial banks and opened up borrowing at the rate to primary dealers in government securities. There is a ton more to ... http://chrisdonnan.com/blog/2008/03/17/holy/ Simply some of the sanest thing anyone has said about the current world economy. Here on cnbc Jim Rogers talks about the current state of the US economy, how idiotic Bernanke has been in his efforts to 'save the us economy', the commodity markets (agriculture in particular), China, inflation, the debasing ... http://chrisdonnan.com/blog/2008/03/15/jim-rogers-on-the-economy/ The 1st Reference Implementation app and other bits drop today. Here. I will be looking hard at all this immediately as it is directly relevant to my world. Good details here. Fun; Chris PS - I have been doing random .net build things with rake this evening. I gotta say - it is ... http://chrisdonnan.com/blog/2008/03/13/microsoft-prism-think-cab-for-wpf/