Stevan Vidich, Industry Architect for the Microsoft Financial Services Group, recently sent me a link to Wall Street & Technology‘s Low Latency Resource Center. If you follow the link and look in the upper-right corner, you’ll find a recent video of Steve Ballmer, CEO of Microsoft, doing a Q&A with some financial services journalists. Right at the beginning, Steve mentions me and cites a paper that I delivered to financial industry executives on January 16, 2007 at a Microsoft High-Performance Computing in Financial Services event that Steve chaired. I was still working at Bridgewater Associates at the time, and my goal for the paper was to convince Microsoft about the pervasive necessity of high-performance computing in finance that permeates everything we do, not just algorithmic trading.

Though it may not be fifteen minutes of fame (in fact, it’s barely fifteen seconds), it’s reassuring to know that words can indeed have such influence.

Over the next week or so, I’ll break that paper up into smaller, more digestible pieces and post it here.

[Updated 2007-06-08 4:10pm EST]

It looks like the Wall Street & Technology site is having some problems and isn’t rendering the video. I’ve reproduced it here for your viewing pleasure:

[Updated 2007-06-10 9:15am EST]

Well, the Low Latency Resource Center has completely disappeared from the Wall Street & Technology website. I have no idea why they pulled it, but fortunately I was able to preserve the video.

[Updated 2007-06-10 10:00am EST]

I got the skinny from Vitali Zhulkovsky, the nice webmaster over at CMP. Apparently the Low Latency Resource Center was still an internal work-in-progress, and the Ballmer video was just a placeholder. The official location for the Steve Ballmer video is “Microsoft’s HPC Offering Ready for Wall Street, Ballmer Says”.


Last week my family and I returned from a visit with the in-laws and boarded a fully-booked Continental Airlines flight at Sacramento Airport bound for New York-La Guardia. Typical of air travel these days, it took nearly a half-hour to shuffle the nearly 140 passengers on board. There were crying kids, wimpering animals in pet carriers, amorphous lines, bustling mobs, and a cavalcade of renegades who believe boarding by row number can’t possible apply to them.

From a civilian’s perspective, this was just one more example of the headache and disorganization we come to expect while being carted into passenger carriers like Guernseys onto a cattle car. From an engineer’s perspective, though, it’s actually an interesting and tantalizingly thorny optimization problem.

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I realize that I’ve been a little light on the blog posts this year. Well, finally I’ve got a number of important things to blog about. After three years living in Stamford, CT and working in Westport, CT at Bridgewater Associates, my family and I have decided to relocate back to New York City. It’s as if our hearts never left St Marks.

Even better, I’ve joined Lab49, a boutique software development consultancy with offices in New York, London, and Bangalore. We leverage the latest and greatest that technology has to offer to bring whiz-bang software solutions to financial services. Lab49 bulges with incredible talent, talent that not only can whip up distributed algorithmic trading applications and zooming WPF-based trading screens in the time it takes you to surf to Google Finance, but talent that is also friendly, honest, helpful, and deeply invested in what they do. It’s a family here, and I’m excited to be a part of it.

[Speaking of which, you could be a part of it too. We’re hiring!]

There’s one other big piece of news around here as well, but I’ll leave myself something to blog about next time. Hint: it will take about nine months to arrive, will weigh several pounds, will come without a jacket, and will speak perfect English, Chinese, Russian, and Italian within its first year. Got it?