April 30, 2008

Ii thought I was a real C++ coder, ‘cos I’ve been cutting C++ since 92, and I can hack STL algos and threaded code. But this week I’ve become painfully aware that I don’t know how to use boost::bind. I’ve done a little reading, and now I’m not totally thrown by seeing a _1 in the code. Still, any tips on good boost tutorials will be gratefully accepted.

I’ve been coding in Python since 2000, so I surprised myself by discovering a gap in my coding knowledge this morning. Reading the docs on sets, I came across: “The set type is mutable — the contents can be changed using methods like add() and remove(). Since it is mutable, it has no hash value and cannot be used as either a dictionary key or as an element of another set.”

I’d never realized that mutability decides whether an object can be a key. I guess I always just coded that way, with my keys generally being ints or strings, or tuples thereof.

Via reddit, I found this wonderful article by David Beazley on Generators.

So Matt has read Bloomberg on Bloomberg. I read it recently, looking for insight into how Bloomberg achieved platform style lock in a la Micrsoft, something I’ve written about before. Bloomberg does give an interesting view of how Reuters and Dow were the incumbents when he started out. He beat them by offering more than raw data. Early Bloomberg terminal offered analytics and historical data. Adding email, news and etrading increased the lock in of a platform that was already compelling for buy side traders by the early nineties. Now Bloomberg is the incumbent, charging monopoly rent. There will be some disruptive shift coming in the future that will unseat them, we just can’t see it yet. One thing we can be sure of now – it won’t be LiquidityHub !

I’m currently reading Jordan Belfort’s Wolf of Wall Street. If like me you enjoyed the outrageous antics in Michael Lewis’s Liar’s Poker, or Frank Partnoy’s FIASCO, you’ll love this one.

…that taste great together are brought together in RPy. Wih I’d known about this two years ago…

PIMCO bond resources

April 7, 2008

I’ve been refreshing my fixed income knowledge with PIMCO‘s collection of bond resources. Strongly recommended for anyone wanting a primer on the rates market.