Sure. First of all I used winebuild to create a wrapper around the native win32 dll. This doesn't work for c++ libraries yet so I ended up using...
I agree with you 100% as far as wire-protocol goes. I was actually interested in xdr for defining a wire protocol to marshal matrices over the...
Looks like commercial software.. how did you port it?
XDR looks really interesting, couldn't find much in the open-source world about it thought besides NFS and RPC like you said. Are there any...
Maybe my point was lost in translation somewhere.. but I am saying the API should be as low-level as possible, with perhaps a higher level api...
Not really, I gave up and switched to Redsky. Genesis's api turned out to be too dependent on win32, mfc, etc. --Stephen
Seasonal volatility is not complex enough to require neural networks. An Introduction to High-Frequency Finance is a book I recommend.
It's not *that* hard to calculate huge covariance matrices for different time lags.
Where is "I write my own black boxes" ?
You have to format the drive first (not lowlevel). Don't remember exactly where it is.. somewhere in the control panel.
Lefty, don't listen to these guys. Imho, you are right on. Very valuable stuff and I've found the same thing very useful myself. --Stephen
Sorry, I don't understand what the FIX protocol has to do with what he was asking.. FIX is only for order entry, etc, and is only a protocol, not...
I actually like native Java implementations. Very easy to decompile and figure out the tcp/ip protocol and re-implement in my language of choice....
Question is. Is anyone listening? I've talked to a few brokers about this many times and they said that basically no one else was complaining so...
Imho, a good api is one that doesn't require any GUI components, and is relatively simple (no templates, etc). Redsky has this.. as well as...
Thanks for the link. Can't wait to give the machine a spin. I wish someone would benchmark some LAPACK libraries on it or something..
They tested the Opteron 246 btw, which runs at 2ghz. I'm getting dual 252's which run at 2.6ghz. They tested the xeon on the Intel E7505 chipset.
Only dumb cattle-like instinct.. yeah, I must've 'red' that somewhere too.... So far, a few anecodotal stories about amd boards going bad is...
Faster, cheaper, 64-bit. AMD has really been making Intel look foolish lately. Intel Xeon 3.6 2MB vs AMD Opteron 252 Database Test...
Definately going opteron, that's why I decided against dell. I checked out HP but they were seriously expensive. --Stephen
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