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[Zev Mo Bloggin'] Zev Mo Bloggin’ » Blog Archive » The Blow-Up: (Among other things, the company tries to predict how a derivative will behave in a variety of market conditions–how it might respond, for instance, to weakening exchange rates or increased interest rates.) When Berman started in the business, he says, “full-blown simulations [of the Monte Carlo type] were rare.” Now that computers can be so easily linked, however, ­Berman might put as many as 1,000 processors to work at once to run “simulations within simulations,”

[Progress Software News] RSS Content: Progress Software Corporation: John Bates, founder and general manager, Apama division of Progress Software added, “There is a growing awareness among futures trading firms that they need to incorporate more technology into their trading operations, however most are falling behind the data deluge.   By coupling the Apama platform with FFastFill’s infrastructure and services, we are offering a fast, resilient, hosted system for multi-asset class, cross exchange spread trading capable of handling growing data from futures exchanges.  Furthermore, as firms leverage existing services for low latency algorithmic spread trading, they can quickly automate their spread trading operations with a minimal up-front investment.”

[Efeli Ankun ®] Foreign exchange market - FOREX | Zeki Ankun ®: In second and third places respectively, trading in New York accounted for 16.6%, and Tokyo accounted for 6.0%. In addition to “traditional” turnover, $2.1 trillion was traded in derivatives.

[Eurex | Trading Circulars] 024/09 - 16.02.09 - Trader Development Program for Central and ...: •. Having reached the 500000 threshold, should Members be unable to fulfill the criteria of trading at least .

[FiNETIK - Financial Industry Networked Thinking - Asia and Latin America] BVC: Colombia Exchange Starts Derivatives to Boost Trading ...: The new trading platform, which later this year will also encompass cash equities, is part of BVC’s ongoing initiative to grow its position in the South American exchange market. It also enables high capacity limits to meet the needs of algorithmic and high-velocity traders.

[Hedgeweek News] Meeting the challenges of trading growth: The past few years have seen a substantial increase in programme trading on exchanges and an increase in the role played by high-frequency algorithmic traders. Today, an estimated 50 per cent of turnover in some Eurex flagship products is driven by automated trading including hedge funds, and overall more than 30 per cent of volume across all products is attributed to these automated trading systems.

[Z/Yen - Risk/Reward Managers - Z/Yen News] Derivative Processing Counts: The Cost of Bad Data: If derivative markets are to grow as many observers expect, if dark pools are to provide many more trading opportunities, if algorithmic trading continues to grow, then back office systems will need to become vastly more sophisticated or they will prevent market growth. Back offices need to adopt front office techniques, moving from top-down, rule-based systems where humans spend too much time processing exceptions, to dynamic and adaptive systems where humans process fewer exceptions because machines made some sensible decisions.

[FinanceTech.com] internet/webdev: Prior to joining BAS, Almgren spent five years at the University of Toronto as a tenured professor of mathematics and computer science, including three years as director of the master of mathematical finance program. Earlier in his career he spent eight years at the University of Chicago, where he held positions as assistant director of mathematics, and then as senior lecturer in mathematics and associate director of the Program on Financial Mathematics.

[Free of State] Free of State » Blog Archive » DIRTY DARKNESS OF THE CARTEL’S ENDGAME: Doubtless some substantial portion of the foregoing OTC derivatives contracts are for entirely commercial purposes, but with publicly visible Exchange-Traded derivatives also available for commercial purposes (and considering publicly traded companies take incur considerable risk by engaging in “dark liquidity” OTC transactions) it strains credulity to claim that most or all OTC contracts are for purely commercial, i.e. non-interventional, purposes.

[Shtetl-Optimized] Shtetl-Optimized » Blog Archive » A Woitian links, links, links ...: And if P is not decidable in time 2O(n), then it’s hard to imagine how any proof could have shown that f satisfies it, without first finding some efficiently-decidable property P’ such that P’⇒P and f satisfies P’.

[Charlie's Diary] Charlie's Diary: The 21st century: FAQ: I contend with basis that the neuron is, in fact, a nanocomputer, and the neural network is NOT a Hebbseian McCullough-Pitts kind of net, but merely the Local Area Network of a distributed molecular computer, where 90%+ of the computation is being done by the non-steady-state dynamics of protein molecules within the neurons (and glial cells), in a Laplace-transform domain quite different from the physical substrate (*thinks* Greg Egan's Diapora) as determined by my peer reviewed Mathematical Biology solutions to the Michaelis-Menten equations of the metabolism, as solved by Krohn-Rhodes decomposition of the semigroup of differential operators.

[Coding Horror] Coding Horror: The Problem With C++: C++ does a good job implementing OO features in a compiled language but it pales in comparison to the flexibility an interpreted language can provide such as Ruby. In the end I believe it's a matter of "use what is appropriate, and annoys you less", it's somewhat of a personal choice, we should be glad we have so many choices, and that includes C++.

[Mormon Mentality] Mormon Mentality - Thoughts and Asides by Peculiar People ...: The fact remains that such algorithmic trading bears no resemblance to the kind of models that I’m discussing. This kind of algorithmic trading is not designed to predict long term behavior or estimate the impact that some specific parameter might have on long term trends, For example, they can’t tell you “if the dollar continues to weaken relative to the Euro, what will be the impact be on the Yen in 5 years.”

[The Housing Bubble Blog] The Housing Bubble Blog » Bits Bucket For February 27, 2009: There are a bunch of factors that are weighted in the tightly guarded formula, but it’s been my experience that FICO hurts the fiscially responsible that do not need to use credit (live within means). Now that insurance rates and other things are based on this score, it’s starting to cost these people that live within their means (I don’t mean pay off credit cards, I mean don’t use them).

[BBC Blog Network] BBC NEWS | The Reporters | Mark Mardell: In any case, I am doubtful of your claims for two reasons: Firstly it was the German constitutional court who declared that the ECJ could not make supreme European law because it did not have any power to override the protections for fundamental human rights in the german constitution. Secondly, you are both so amazingly wrong about the ECJ and it's claims regarding human rights law that I suspect anything you might claim regarding human rights and law.

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