Tales from a Trading Desk

Noise from an Investment Bank
Traders and Software Engineers
A colleague has a few interesting comments about the "good old days".  Although Marc is correct in that often there is a degree of separation between the traders and the software engineers, I think he missing the point that there are still lots of software engineers who work extremely closely with the traders.  In my current client (different from Marc's), I sit opposite a number of quant type software engineers who are talking daily/hourly to the traders.  I know of numerous banks that have software engineers sitting within arms length of the trading desk, or actually on the trading desk usually developing Excel centric or .NET applications in a very extreme development environment.  At my previous client, I worked closely with the Equity traders, using extreme and Scum to facilitate the development process.
Blogging in the Financial Times
Here
WinFX Community Technology Preview (CTP)

Are we going to get a refresh of WinFX for Visual Studio 2005 RTM?  Unless I'm mistaken, the last WinFX preview was in September for VS 2005 beta 2

Posted: Nov 06 2005, 07:36 AM by mdavey | with 3 comment(s)
Filed under:
LINQ

It was excellent to see Microsoft refresh the LINQ Tech Preview for VS 2005 RTM.  LINQ is cool technology.  The only downside today is that fact that we will probably have to wait 1+ years to see it released as part of VS 2006-7.

        class Employee
        {
            public Employee(String name, String location)
            {
                this.name = name;
                this.location = location;
            }
            public string name;
            public string location;
        }


            List<Employee> employees = new List<Employee>();
            employees.Add(new Employee("Fred", "LDN"));
            employees.Add(new Employee("Bob", "NY"));

            var nys =
                from e in employees
                where e.location == "NY"
                select e;

            foreach (var names in nys) {
                Console.WriteLine(names.name);
            }

Samples from Microsoft are available here

Posted: Nov 06 2005, 07:19 AM by mdavey | with no comments
Filed under:
Web 2.0 API

This site has a pretty good list of API's currently available

SDL
The Security Development Lifecycle (SDL) article provides an interesting insight into Microsoft. Of particular interest is Peter Torr blog, and the fuzzing articles.  BlackHat presentations can be found here.
Posted: Nov 04 2005, 08:21 AM by mdavey | with no comments
Filed under:
Why Visual Studio 2005 is cool, but also still Visual Retardio

I admit Visual Studio 2005 is a lot better than 2003, but refactoring is still lacking in features.  If anyone on the Visual Studio development team reads this blog, can you please go and install IntelliJ (yes I know its Java, but its not going to hurt) use the refactoring and then ensure that Orcas comes with IntelliJ style refactoring - specifically

  • Alt + Enter

Update: Based on the comments I'd like to clarify that I'm well aware of Reshaper, and think the product should be clarified as "must have".  What I'm unimpressed about Visual Studio 2005 is that Reshaper has been around for a while.  I would have though the VS team would have looked at all the refactoring tools on the market, and come up with something better to build into VS 2005.  I agree there are time constraints for getting the product to market etc, but refactoring isn't exactly new, and software developer have been using such tools for years.  Couple this with the agile TDD movement, I'd have to say that VS 2005 has pretty poor refactoring support.

Posted: Nov 02 2005, 10:14 PM by mdavey | with 5 comment(s)
Filed under:
Not worth a lot

But at least its a little more than Ohad's :)


My blog is worth $14,113.50.
How much is your blog worth?

Why I hate Informix!
  • The Informix Connect 2.90 driver use the registry for certain environment settings which make life painful when U want the driver install on n servers. 
  • "Informix Error -461: Unable to load locale categories." really means that the setnet32.exe utility might imply that INFORMIXDIR is set, but if you look into the registry under the appropriate user key at Software\Informix\ENVIRONMENT you will probably find that the INFORMIXDIR is incorrectly set, and different to what setnet32.exe shows.
Sony, Rootkits and Digital Rights Management Gone Too Far
Mark over at Sysinternals is always worth a read.
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