[Beowulf] OT: Book about High Frequency Trading

[Joe Landman]

On 04/02/2014 09:40 AM, Douglas Eadline wrote:
>
>>> They need every greater computing density, tremendous storage density
>>> and
>> responsiveness.  I've not seen much MPI, but I see lots of things like
>> pub-sub models.  They create languages > and love efficiency.  They push
>> limits on everything.
>>
>> Regarding languages, there is a Meetup group in London on using Julia,
>> well
>> attended by finance guys.
>>
>> https://skillsmatter.com/meetups/1960-getting-started-with-julia-programming
>>
>> Also of interest is the UK - HPC Meetup group, next meetign on 24th April
>> at Skills Matter.
>
> Julia is growing, and rightfully so.
>
> Julia: HPC BASIC
> http://www.clustermonkey.net/Parallel-Programming/julia-hpc-basic.html

Yup ... we install it as part of our toolchain now

landman at metal:~$ /opt/scalable/bin/julia
                _
    _       _ _(_)_     |  A fresh approach to technical computing
   (_)     | (_) (_)    |  Documentation: http://docs.julialang.org
    _ _   _| |_  __ _   |  Type "help()" to list help topics
   | | | | | | |/ _` |  |
   | | |_| | | | (_| |  |  Version 0.3.0-prerelease+2146 (2014-03-22 
22:36 UTC)
  _/ |\__'_|_|_|\__'_|  |  Commit d988b01* (10 days old master)
|__/                   |  x86_64-linux-gnu

julia>

and are planning on using it for some analytical bits.  The only major 
issues for us right now are the lack of static compilation and a 
"debugger" in a formal sense.  The latter isn't as much of an issue, 
because, hey, printf anyone?

Its a very cool language.

This said, someone showed me Chapel's progress last year, and I was 
amazed at the simplicity and power of it.  And while not open (as in 
open source), kdb+ is a very nice (extraordinarily powerful) tool that 
lots of our customers in finance also use.  You can get info on Chapel 
here: http://chapel.cray.com/  and download/use the 32 bit  version of 
kdb+ for free here: http://kx.com/software-download.php




-- 
Joseph Landman, Ph.D
Founder and CEO
Scalable Informatics, Inc.
email: landman at scalableinformatics.com
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