Labels

_fuxi (75) _IV (146) _misc (5) {610610 (30) algo (1) automatedTrading (8) banking/economy (3) book (14) c++misc (125) c++real (15) c++STL/java_container (7) cppTemplate (1) db (13) DB_tuning (4) deepUnder (1) dotnet (69) eTip (17) excelVBA (12) finance+sys (34) financeMisc (24) financeRisk (2) financeTechMisc (4) financeVol (21) finmath (17) fixedIncome (25) forex (16) IDE (24) invest (1) java (43) latency (4) LinearAlgebra (3) math (30) matlab (24) memoryMgmt (11) metaPrograming (2) MOM (15) msfm (1) murex (4) nofx (11) nosql (3) OO_Design (1) original_content (4) scriptUnixAutosys (19) SOA (7) socket/stream (15) sticky (1) subquery+join (2) swing (32) sybase (6) tech_orphan (12) tech+fin_career (30) telco (11) thread (21) timeSaver (13) tune (10) US_imm (2) US_misc (2) windoz (20) z_algo+dataStructure (4) z_arch (2) z_c#GUI (30) z_career (10) z_career]US^Asia (2) z_careerBig20 (1) z_careerFinanceTech (11) z_FIX (6) z_forex (31) z_hib (2) z_ikm (7) z_inMemDB (3) z_j2ee (10) z_oq (14) z_php (1) z_py (26) z_quant (4) z_skillist (3) z_spr (5)

Friday, October 29, 2010

rttp

put/get/subscribe. rmi api 1000 writes/sec
Q: any 4th operation like sql-like query?
Q: indexing?

subscription with predicates
Q: how does subscription work again? what does it do?
Q: MOM?

Master node -> replication nodes. conflated updates?

optimistic locking -> concurrent modification exception

code quality
unit test
heavy engineering
no biz user interaction
Q: quality vs quantity

-- sales pitch
ease of use. coherence is a complicated product. not many people know how to use it
proven. "look, it works"

--users
eq finance ie sec lending (front office, latency sensitive)
cash eq
Exchange traded derivatives
futures
fx
clearing
STP
-----------eq deriv data services
biggest client is risk batch running on a compute grid
100G in memory, 400G in DB

tech skills:
#1 Java
#2 design patterns
SQL. All tuning is handled by DBA
threads
java sockets
IO
net
restful web service