Low Latency, HPC and News Based Trading

[graeme.burnett 10]

Found traders lab whilst researching some EBS data issues. I'm part of an FX algo trading operation which is in startup mode. I specialise in high performance computer architecture: messaging, multi-threading, multi-core, Haskell, C and Linux platforms. I also have an interest in news analysis, dark networks and knowledge management. Looking forward to listening, learning and hopefully contributing

[BlowFish 10]

Interesting. I wonder what sort of functions (broadly speaking) you find Haskell useful for? Are you just a fan or are there tasks that would be too cumbersome in C?

[graeme.burnett 10]

Why Haskell?

 

why indeed - two posts which may answer the question. Sweeney's presentation is worth a read:

 

http://enhyper.blogspot.com/2007/12/haskell-next-mainstream-programming.html

http://enhyper.blogspot.com/2008/05/haskell-get-together-22nd-may-2008.html

 

NDP on MMC is the big draw for me - after messing about with FPGA and DSP for several years, I saw NDP as an easier way of achieving parallel execution with the support of double precision math.

 

I know that Barcap, Credit Suisse and probably Standard Chartered are using Haskell in production. OCaml also has some followers and a friend wrote a KDB type database in a couple of months which had greater performance (than KDB.)