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<channel>
	<title>Tales from a Trading Desk</title>
	<atom:link href="http://mdavey.wordpress.com/feed/" rel="self" type="application/rss+xml" />
	<link>http://mdavey.wordpress.com</link>
	<description>Noise from an Investment Bank</description>
	<lastBuildDate>Sun, 12 Jul 2009 09:58:15 +0000</lastBuildDate>
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		<title>Tales from a Trading Desk</title>
		<link>http://mdavey.wordpress.com</link>
	</image>
			<item>
		<title>Goldman&#8217;s, Barclays and the CIA</title>
		<link>http://mdavey.wordpress.com/2009/07/12/goldmans-barclays-and-the-cia/</link>
		<comments>http://mdavey.wordpress.com/2009/07/12/goldmans-barclays-and-the-cia/#comments</comments>
		<pubDate>Sun, 12 Jul 2009 09:57:27 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[Trading]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1883</guid>
		<description><![CDATA[There are a couple of interesting business articles in today&#8217;s Sunday Times.  First off we have a Goldman bonus article, similar to what has been printed by various papers over the last week or so.  I suspect City Boy has a view on Goldman.
CIA hiring Wall Street talent &#8211; salary could be the [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=mdavey.wordpress.com&blog=18454&post=1883&subd=mdavey&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<div class='snap_preview'><br /><p>There are a couple of interesting business articles in today&#8217;s Sunday Times.  First off we have a Goldman bonus <a href="http://business.timesonline.co.uk/tol/business/industry_sectors/banking_and_finance/article6689753.ece">article</a>, similar to what has been printed by various papers over the last week or so.  I suspect City Boy has a view on <a href="http://www.cityboy.biz/?q=node/404">Goldman</a>.</p>
<p>CIA hiring Wall Street <a href="http://business.timesonline.co.uk/tol/business/economics/article6690045.ece">talent</a> &#8211; salary could be the main issue for ex-Wall Street employees.</p>
<p>If Barclays really wants to <a href="http://business.timesonline.co.uk/tol/business/industry_sectors/banking_and_finance/article6685140.ece">displace</a> Goldman Sachs as the pre-eminent player in the world then its going to have it&#8217;s work cut out over the next few year giving the success Goldman&#8217;s is currently having.</p>
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		<slash:comments>0</slash:comments>
	
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			<media:title type="html">mdavey</media:title>
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	</item>
		<item>
		<title>Silverlight 3 RTW (3.0.40624.0) + Google Chrome 2.0.172.33</title>
		<link>http://mdavey.wordpress.com/2009/07/10/silverlight-3-rtw-3-0-40624-0-google-chrome-2-0-172-33/</link>
		<comments>http://mdavey.wordpress.com/2009/07/10/silverlight-3-rtw-3-0-40624-0-google-chrome-2-0-172-33/#comments</comments>
		<pubDate>Fri, 10 Jul 2009 04:54:03 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[.NET]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1881</guid>
		<description><![CDATA[&#8220;This Web browser or operating system may not be compatible with Silverlight. Please review the system requirements and, if you wish to proceed, choose the link for your operating system.&#8221;
I believe 2.0.172.33 is the latest version of Google Chrome, hence it appear that Google and Microsoft have a problem    &#8211; IE and [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=mdavey.wordpress.com&blog=18454&post=1881&subd=mdavey&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<div class='snap_preview'><br /><p>&#8220;This Web browser or operating system may not be compatible with Silverlight. Please review the system requirements and, if you wish to proceed, choose the link for your operating system.&#8221;</p>
<p>I believe 2.0.172.33 is the latest version of <a href="http://www.google.co.uk/chrome">Google Chrome</a>, hence it appear that Google and Microsoft have a problem <img src='http://s.wordpress.com/wp-includes/images/smilies/face-sad.png' alt=':(' class='wp-smiley' />   &#8211; IE and Firefox work fine with the Silverlight 3 RTW release</p>
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		<slash:comments>1</slash:comments>
	
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			<media:title type="html">mdavey</media:title>
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		<item>
		<title>Silverlight RTM: Mouse Wheel and Multi Touch Support</title>
		<link>http://mdavey.wordpress.com/2009/07/09/silverlight-rtm-mouse-wheel-and-multi-touch-support/</link>
		<comments>http://mdavey.wordpress.com/2009/07/09/silverlight-rtm-mouse-wheel-and-multi-touch-support/#comments</comments>
		<pubDate>Thu, 09 Jul 2009 20:07:37 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[.NET]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1879</guid>
		<description><![CDATA[Read all about it here.  If your on a project that is using a Silverlight 3 beta, you need to schedule the move to Silverlight RTM into the next iteration
       <img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=mdavey.wordpress.com&blog=18454&post=1879&subd=mdavey&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<div class='snap_preview'><br /><p>Read all about it <a href="http://www.sharpgis.net/post/2009/07/09/Silverlight-3-Released.aspx">here</a>.  If your on a project that is using a Silverlight 3 beta, you need to schedule the move to Silverlight RTM into the next iteration</p>
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		<slash:comments>0</slash:comments>
	
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			<media:title type="html">mdavey</media:title>
		</media:content>
	</item>
		<item>
		<title>A Goldman trading scandal?</title>
		<link>http://mdavey.wordpress.com/2009/07/06/a-goldman-trading-scandal/</link>
		<comments>http://mdavey.wordpress.com/2009/07/06/a-goldman-trading-scandal/#comments</comments>
		<pubDate>Mon, 06 Jul 2009 18:39:37 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[Trading]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1877</guid>
		<description><![CDATA[Reuters break the story,  Zero Hedge offers a view.
       <img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=mdavey.wordpress.com&blog=18454&post=1877&subd=mdavey&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<div class='snap_preview'><br /><p>Reuters break the <a href="http://blogs.reuters.com/commentaries/2009/07/05/a-goldman-trading-scandal/">story</a>,  Zero Hedge offers a <a href="http://zerohedge.blogspot.com/2009/07/is-case-of-quant-trading-industrial.html">view</a>.</p>
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		<slash:comments>0</slash:comments>
	
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			<media:title type="html">mdavey</media:title>
		</media:content>
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		<item>
		<title>LSE dumps Windows?  NYSE dumped by SDBK</title>
		<link>http://mdavey.wordpress.com/2009/07/03/lse-dumps-windows-nyse-dumped-by-sdbk/</link>
		<comments>http://mdavey.wordpress.com/2009/07/03/lse-dumps-windows-nyse-dumped-by-sdbk/#comments</comments>
		<pubDate>Fri, 03 Jul 2009 19:25:57 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[Trading]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1875</guid>
		<description><![CDATA[If Microsoft has lost its Windows/.NET foot hold in the LSE and it was related to issues in old versions of SQL Server/Windows, it may at least say some face by disclosing the issues and validating that they are fixed in news version of its database/OS.  Speculation alone could damage Microsoft in the capital [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=mdavey.wordpress.com&blog=18454&post=1875&subd=mdavey&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<div class='snap_preview'><br /><p>If Microsoft has <a href="http://blogs.computerworld.com/london_stock_exchange_to_abandon_failed_windows_platform">lost</a> its Windows/.NET foot hold in the LSE and it was related to issues in old versions of SQL Server/Windows, it may at least say some face by disclosing the issues and validating that they are fixed in news version of its database/OS.  Speculation alone could damage Microsoft in the capital markets world.</p>
<p>On the flip side, it looks like today wasn&#8217;t a good day for the <a href="http://www.finextra.com/fullstory.asp?id=20224">NYSE</a>.  Microsoft doesn&#8217;t appear to be blamed for the NYSE issues.  NYSE SDBK is a server-based system based on <a href="http://exchanges.nyse.com/archives/2009/07/dots_all.php">NYSE Arca</a> &#8211; the <a href="http://www.investopedia.com/university/electronictrading/trading4.asp">SuperDOT</a> replacement. Anyone know what NYSE SDBK was written in?  Java on Linux?</p>
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		<slash:comments>3</slash:comments>
	
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			<media:title type="html">mdavey</media:title>
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		<item>
		<title>NASDAQ OMX Market Replay Europe goes Adobe AIR</title>
		<link>http://mdavey.wordpress.com/2009/07/01/nasdaq-omx-market-replay-europe-goes-adobe-air/</link>
		<comments>http://mdavey.wordpress.com/2009/07/01/nasdaq-omx-market-replay-europe-goes-adobe-air/#comments</comments>
		<pubDate>Wed, 01 Jul 2009 17:22:05 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[Trading]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1870</guid>
		<description><![CDATA[NASDAQ OMX Market Replay Europe provides users with instant access to historical quote and trade data from major European exchanges. Filter by exchange for a more targeted view of the market. Analyze execution quality and monitor MIFID compliance within minutes of trade execution.
Video here, or sign up for a free account and install (AIR and [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=mdavey.wordpress.com&blog=18454&post=1870&subd=mdavey&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<div class='snap_preview'><br /><p><a href="http://www.nasdaqomxeurope.com/ViewArticle/?contentId=26210">NASDAQ</a> OMX Market Replay Europe <a href="http://www.thetradenews.com/operations-technology/trading-tools/3351">provides</a> users with instant access to historical quote and trade data from major European exchanges. Filter by exchange for a more targeted view of the market. Analyze execution quality and monitor MIFID compliance within minutes of trade execution.</p>
<p>Video <a href="http://www.brainshark.com/brainshark/vu/view.asp?pi=124018855">here</a>, or sign up for a free account and install (AIR and Administrator access required) the <a href="https://data.nasdaq.com">RIA</a> &#8211; 2nd February 2009 data only available on the free trial.</p>
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			<media:title type="html">mdavey</media:title>
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		<title>MSDN Magazine &#8211; July 2009 Articles Worth Reading and Stuff</title>
		<link>http://mdavey.wordpress.com/2009/07/01/msdn-magazine-july-2009-articles-worth-reading-and-stuff/</link>
		<comments>http://mdavey.wordpress.com/2009/07/01/msdn-magazine-july-2009-articles-worth-reading-and-stuff/#comments</comments>
		<pubDate>Wed, 01 Jul 2009 17:21:27 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[Microsoft]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1866</guid>
		<description><![CDATA[Here&#8217;s my pick of the articles to read:

Securing The .NET Service Bus
Composite Web Apps With Prism
Distributed Caching On The Path To Scalability
Request-Response Testing With F#
Building Tuple
Usability Testing

Other postings worth reading in blog land:

My F# Notes
LAgent
MVVM light toolkit for WPF and Silverlight
Azure worker role development tips
20 User Experience Books you should own
PragPub

     [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=mdavey.wordpress.com&blog=18454&post=1866&subd=mdavey&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<div class='snap_preview'><br /><p>Here&#8217;s my pick of the <a href="http://msdn.microsoft.com/en-gb/magazine/default.aspx">articles</a> to read:</p>
<ul>
<li>Securing The .NET Service <a href="http://msdn.microsoft.com/en-gb/magazine/dd942847.aspx">Bus</a></li>
<li>Composite Web Apps With <a href="http://msdn.microsoft.com/en-gb/magazine/dd943055.aspx">Prism</a></li>
<li>Distributed Caching On The Path To <a href="http://msdn.microsoft.com/en-gb/magazine/dd942840.aspx">Scalability</a></li>
<li>Request-Response Testing With <a href="http://msdn.microsoft.com/en-gb/magazine/dd942848.aspx">F#</a></li>
<li>Building <a href="http://msdn.microsoft.com/en-gb/magazine/dd942829.aspx">Tuple</a></li>
<li>Usability <a href="http://msdn.microsoft.com/en-gb/magazine/dd920305.aspx">Testing</a></li>
</ul>
<p>Other postings worth reading in blog land:</p>
<ul>
<li>My F# <a href="http://cs.hubfs.net/blogs/tomasp/archive/2009/06/16/fsharp_webcast.aspx">Notes</a></li>
<li><a href="http://blogs.gotdotnet.com/lucabol/archive/2009/05/29/lagent-an-agent-framework-in-f-part-i-workers-and-parallelworkers.aspx">LAgent</a></li>
<li>MVVM light toolkit for WPF and <a href="http://geekswithblogs.net/lbugnion/archive/2009/06/14/mvvm-lsquolightrsquo-toolkit-for-wpf-and-silverlight.aspx">Silverlight</a></li>
<li>Azure worker role development <a href="http://blogs.conchango.com/jamiethomson/archive/2009/06/29/azure-worker-role-development-tips.aspx">tips</a></li>
<li>20 User Experience Books you should <a href="http://www.uxbydesign.org/2009/06/24/20-user-experience-books-you-should-own/">own</a></li>
<li><a href="http://pragprog.com/magazines">PragPub</a></li>
</ul>
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			<media:title type="html">mdavey</media:title>
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		<title>CEP within FX</title>
		<link>http://mdavey.wordpress.com/2009/06/30/cep-within-fx/</link>
		<comments>http://mdavey.wordpress.com/2009/06/30/cep-within-fx/#comments</comments>
		<pubDate>Tue, 30 Jun 2009 20:04:39 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[Trading]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1863</guid>
		<description><![CDATA[e-Forex has an article on CEP and FX: while trading and trade-related projects like smart order routing (SOR) accounted for 48% of existing use cases, areas like risk management and market data were making “double-digit headway”. 
&#8220;While the initial usage of CEP technology was in equities trading and algorithms, it has since moved out into [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=mdavey.wordpress.com&blog=18454&post=1863&subd=mdavey&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<div class='snap_preview'><br /><p><a href="http://www.e-forex.net/articles/Features/1446/Building+momentum+Flagging+new+CEP+initiatives+within+FX">e-Forex</a> has an article on CEP and FX: <em>while trading and trade-related projects like smart order routing (SOR) accounted for 48% of existing use cases, areas like risk management and market data were making “double-digit headway”.</em> </p>
<p><em>&#8220;While the initial usage of CEP technology was in equities trading and algorithms, it has since moved out into other asset classes. The need for CEP – be it in FX or other asset classes &#8211; is driven in areas where there is high throughput, low latency and a need for faster decisions. Traction is certainly building in FX, especially compared to recent for tunes of the equities market.&#8221;</em></p>
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			<media:title type="html">mdavey</media:title>
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		<title>StreamBase Adds Twitter Algo Trading</title>
		<link>http://mdavey.wordpress.com/2009/06/30/streambase-adds-twitter-algo-trading/</link>
		<comments>http://mdavey.wordpress.com/2009/06/30/streambase-adds-twitter-algo-trading/#comments</comments>
		<pubDate>Tue, 30 Jun 2009 19:22:38 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[CEP/ESP]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1858</guid>
		<description><![CDATA[A new twist on machine-readable feeds.  Has StreamBase found a new opportunity to weld social networks and trading?  Something for Microsoft to consider with Orinoco.
       <img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=mdavey.wordpress.com&blog=18454&post=1858&subd=mdavey&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<div class='snap_preview'><br /><p>A new twist on machine-readable <a href="http://www.theserverside.com/news/thread.tss?thread_id=55060">feeds</a>.  Has <a href="http://www.streambase.com/9bd00b4c-a8b1-4260-9751-65d5abad13c5/press-release-detail.htm">StreamBase</a> found a new <a href="http://streambase.typepad.com/streambase_stream_process/2009/06/trading-on-twitter-opportunity-danger-or-folly.html">opportunity</a> to weld social networks and trading?  Something for Microsoft to consider with <a href="http://magmasystems.blogspot.com/2009/05/brief-look-at-linq-and-microsoft.html">Orinoco</a>.</p>
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		<title>Matrix and Bloomberg</title>
		<link>http://mdavey.wordpress.com/2009/06/30/matrix-and-bloomberg/</link>
		<comments>http://mdavey.wordpress.com/2009/06/30/matrix-and-bloomberg/#comments</comments>
		<pubDate>Tue, 30 Jun 2009 19:22:06 +0000</pubDate>
		<dc:creator>mdavey</dc:creator>
				<category><![CDATA[Trading]]></category>

		<guid isPermaLink="false">http://mdavey.wordpress.com/?p=1855</guid>
		<description><![CDATA[
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			<content:encoded><![CDATA[<div class='snap_preview'><br /><p><img src="http://mdavey.files.wordpress.com/2009/06/bloomberg_ms.gif?w=497&#038;h=441" alt="Bloomberg_Matrix" title="Bloomberg_Matrix" width="497" height="441" class="alignleft size-full wp-image-1856" /></p>
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