Applied Technology in Banking and Finance A new social way to learn IT for finance and trading

BNP Paribas Quant libraries – they are made in C with sporadic Cuda

October 6, 2012 | Banking Technology | Permalink

You won’t believe this but many corporations with Quantitative analytics libraries in Fixed Income are still written in C. Yes C and not C++ or other fancy computer languages. BNP Paribas, my previous employer is one of them.

Fully procedural and no concept encapsulation, not until you get to the application layer written by Computer Scientists. As a quantitive computer scientist I find it a shame that more of my piers cannot understand maths, and most mathematicians cannot see the benefits of object and functional languages.

What is the best programming language for quantitative finance?

September 22, 2012 | Uncategorized | Permalink

The answer is the language you like best and most suitable to the required specs. Learn it to the limits and make yourself very productive. It is the secrete to industrial success. The current top favorites are C++, Java, C#, Objective C and a whole lot more vectorised or data parallel languages such as CUDA and OpenCL.

If time to write is limited choose C# or Java (multiplatform).
If performance is required choose C++ with Google Performance primatives (Multiplatform) or Intel performance primitives. AMD is also compatible with intel performance primitives that allow you to manually access the likes of AVX.

Having said that functional languages or template meta programming, comes in very handy. And so does C++ AMP.

Hello And Welcome

September 4, 2012 | Uncategorized | Permalink

Welcome to this blog. Please feel free to contribute anything related to technology C++ or OpenCL. Last but not least visit  our sponsors.

Andriod – link to quantitative finance backend

July 13, 2012 | Uncategorized | Permalink

Do you trade FX? Would you like to get buy and sell signals on our andriod or ios app?

Then contact us. Here is the development process we followed for a client.

C++ quantitative and correlation analysis using physical modelling engine.

Java client for downloading data calling into C++ library and streaming data to Andriod client.

Here is a tutorial to how I achieved this:

  • First built a simple Java server app on the PC.
    Installed Eclipse Andriod SDK via Eclipse-> Help > Install New Software…. Click Add, in the top-right corner

(I used Eclipse Juno and Open JDK7).

Excellent C++ Links

May 29, 2012 | Uncategorized | Permalink