107 reputation
2
bio website about.me/cderivan
location Sao Paulo, Brazil
age
visits member for 1 year, 8 months
seen 16 hours ago
stats profile views 61

Algorithmic trading developer, more info: http://br.linkedin.com/in/cderivan


Feb
27
comment Usage of NoSQL storage in Finance
what can I say ! its well developed using boost and a modern c++ approach and yes ! It does what they said on they site. it is scalable and high-performance. even the transport protocol is fast and it is JSON based so the maintenance of the database is quite simple. And I am not doing merchandise but the guys did a good work. And even better you can use it to implement the publish–subscribe pattern +.+
Feb
27
comment Why C is still in use especially in area of numerical optimization (instead of C++)?
Freddy top500.org/lists/2012/11 all top computers are CPU/GPU based
Feb
27
comment Why C is still in use especially in area of numerical optimization (instead of C++)?
I understand what you said pyCthon in fact when you need I/O you must think in a CPU like RISC. FGPA runs the whole application in one clock cycle. to create complex applications (eg to calculate a exotic derivative or option) IMHO FPGA is only part of the process. I mean, I could use it to decode market data in a fast way, replacing the ethernet card but I need a software to manage the data and coordinate not only the input but also the output when I need to send an order to a exchange for example.
Feb
27
comment Why C is still in use especially in area of numerical optimization (instead of C++)?
yup and they are porting it to C++11
Sep
15
comment What tools exist for order book analysis and visualization?
Louis, there are some brokers here in Brazil using EclipseTrader as front end to offer market access, take a look: tryd.com.br/tryd.php
Sep
14
comment What tools exist for order book analysis and visualization?
Eclipse Trader is only an terminal, you need to connect it on a trade plataform in order to see the market data ( level one and level 2 )