C++ and Python coder.
Etrading development team lead for a fixed income market maker.
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February 21, 2008 at 9:41 pm
Came across your blog today and thought you might be interested in this free podcast series interviewing people from the Algo Trading community.
Let me know if you find it interesting.
February 27, 2008 at 4:15 pm
Have a nice day !
August 21, 2009 at 8:28 am
Hi, I’m working on a new book would be interested in a fixed income perspective – mail me if interested, cheers!
March 9, 2010 at 10:45 am
Hi, in case you’re interested I finished the book on ‘Algorithmic Trading and DMA’. Essentially it tries to merge the microstructure approach of Trading and Exchanges with actual execution, hence I thought it might interest you.
Admittedly the coverage is mainly focused on equities, etc but there is some coverage of fixed income.
March 10, 2010 at 8:34 am
Thanks for the heads up b. I’ll take a look at the online preview…