Micro Trading Engines

In the search for low latency, the minimisation of hops or stack traversals is key. So here's a fairly obvious idea perhaps, but one I've yet to encounter in the real world.

If I were designing the pragmatic ideal trading engine, i.e. one which would be able to sit in a today's data center, I'd be looking an add in card-based solution with optical air inter-card interconnects - similar to the sli/crossfire approach taken to link multiple graphics card.

External interfaces would be fibre and multiple, 10GE capable at present rates so that I could accept multiple MPI IO streams for configurable bandwidth delivery.

Persistence would be staged from high speed ram through to SSD (or perhaps memristor when it hits main stream.)

Processing would be SoC with DSP, GPGPU, MMC CISC integrated with on chip with multi-gigabit optical quantum dot interconnects.

Ideally the server chassis holding the cards would be in an exchange-mart (sic) where multiple exchanges would co-locate - probably somewhere cold, geodesic with sustainable power (Iceland?)

Temporal News Signatures Used to Track Disease

Nice to see application of the techniques I described in my paper "Community-of-Interest Predicated Program Trading" used to track disease.

If they follow my logic, they'll use community expertise to do the analysis, annotation, recategorisation and dissemination to peer interest groups. Then it will be possible to build a reputation based analytics platform to summarise the trend, relate it to previous events and capture side-effects...

Open Source Intelligence in Finance

Presentation delivered to the FITE Club in 2005.

Business Driven Platform Architecture

Old presentation from 2005 where I attempted to introduce infrastructure people to the pressures the business were facing then as now...

Haskell, HPC and Crypto Get Together 22nd May 2008

Last night's get together was attended by about 15 men (women in technology take note) from a variety of backgrounds (students, cryptographers, investment bank staff.) Beers were consumed and nonsense talked - then we toddled off to Kurz and Lang for some bratwurst around eight as is our tradition (from our days in Zurich with a well known Swiss bank.)

The conclusion of the evening was that there is a place for Haskell in the city - why? Well here's two extracts from and article on Haskell and Performance on Planet Haskell written by Neil Mitchell:

Haskell's multi-threaded performance is amazing

A lot of clever people have done a lot of clever work on making multi-threaded programming in Haskell both simple and fast. While low-level speed matters for general programming, for multi-threaded programming there are lots of much higher-level performance considerations. Haskell supports better abstraction, and can better optimise at this level, outperforming C.

The trend is for higher-level optimisation

As time goes buy, higher-level programs keep getting faster and faster. The ByteString work allows programmers to write high-level programs that are competitive with C. Performance enhancements are being made to the compiler regularly, pointer tagging, constructor specialisation etc. are all helping to improve things. More long term projects such as Supero and NDP are showing some nice results. Optimisation is a difficult problem, but progress is being made, allowing programs to be written in a higher-level.

and that it would be a good idea to form a Functional Programming get together on a reasonably regular basis - so watch this space.

Financial Data Infrastructure with HDF5

Presentation given to the FITE Club in 2004.

Crisis Resilient Architecture

I gave this presentation at IISyG in 2005 to an audience of Infosec specialists. The talk was inspired by Dr Sally Leivesly of Newrisk Ltd who regularly appears on the BBC after terrorist incidents. She outlined combinatorial threat and area denial scenarios.

Another influence was the amount of fuel required to power centralised data centers which, in times of crisis, may be hard to supply regularly. Then there is the strange notion that staff will have the desire and ability to travel to some remote data center regularly which frankly beggars belief. The whole BCP/DR scenario is, sadly, driven by regulators, auditors and policy wonks.

So my take on the answer is that we need fabric/cloud computing, micro data centers and UWB MAN networks which can be up and running in an instant. Combined with the "crisis desktop", a bootable OS on a memory stick which can form a secure platform to access your virtual desktop. The parts are all there - all we need is the strategists to catch up...

Object-Orientated Security Policy

RANT Talk - Object Orientated Security Policy

I'm speaking at RANT on Object Orientated Security Policy. This is a post implementation talk which will highlight the benefits of having a visual policy framework with executable procedures arranged in an inheritance hierarchy.

The event is being described as: "Graeme’s rant will be looking into how the Security policy landscape is changing and how policies can no longer afford to be a loose collection of word documents seldom referred to. He will talk about how it is the business logic and rules of the organisation which are now becoming executable thanks to web services."

Details can be found here