Fixed Income Trading System Architecture Workshop on Sep 26

Posted on 13. Aug, 2009 by khader.

I am planning to start another series of sessions on Trading Platform Architecture. I will start the first session on Sep 26th covering the basics of FI products, players, needs of Broker/dealer and System requirements. For more details and presentation downloads visit Fixed Income Trading System Architecture

I will also be postin some articles on desing challenges, technology choices etc. very soon.

-Khader Vali

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Bytecode Instrumentation

Posted on 27. Apr, 2009 by khader.

It sounds pretty technical word. How can you observe the perforamnce or the behavior of your class files (byte code)? Are there any hooks that JVM gives us to do this? The answer is ‘Bytecode instrmentation’ (BCI). Using BCI you can examine and modify the bytecode objects before they are executed. This is a very usefull facility used in profiling Java applications.

Java Virtual Machine Tool Interface (JVMTI) is native programming interface that can be used to inspect and control the JVM. Generally profiling, debugging and analysis tools use BCI.

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My FIX Protocol Videos on YouTube, finally!

Posted on 16. Feb, 2009 by khader.

Finally, I could post my FIX Protocol introduction videos on YouTube. The video is in 4 parts each around 7-10 min long. I tried my best to cover the complete introduction. You can download the presentation here (PPT/PDF). I hope any one who is new to the subject can easily get the whole big picture. Please feel free to post your comments.

The links to videos are:

You can also check my FAQs page on FIX Protocol.

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Introduction to Hibernate

Posted on 04. Feb, 2009 by khader.

Hibernate - 1 day workshop:

Hibernate is the most popular open source ORM in Java world. It is also picking in .Net world (NHibernate). This quick covers what you need to get started.

Download Classroom material - hibernate

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Spring Framework Workshop

Posted on 03. Feb, 2009 by khader.

Workshop:

Here’s the material and contents of the Spring Framework half-day workshop.

Download Spring Framework Introduction (PDF)

Contents:

• Background
• J2EE Vs Spring
• Framework Mission
• Inversion of Control (IoC)
• Various Modules (Spring Core, Spring MVC, Spring DAO, Spring ORM, Spring Web, Spring Context, Spring AOP)
• Application Development Process
• Sample Application

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FIX Protocol Training

Posted on 01. Feb, 2009 by khader.

As I promised, another one day FIX workshop will be conducted on Feb 15 ‘09. This is going to be one day course from 10AM to 4PM. (You can also watch my FIX Protocol video on YouTube)

I will be covering the following topics:

Part - 1 (Download Material -PDF)
FIX Protocol Introduction

• Overview
• History
• Usage / Players
• Message Types
• Message Format
• Communication Model
• Anatomy of sample message
• Sample Flow
• Undestandng Specs

Part - 2
FIX Protocol & Equity Trading

• Electronic Trading Overview
• Types of FIX Messages
• Trading Scenarios

Part - 3
Technical Implementation

• Architecture
• Buy-side Vs Sell-Side
• Integration Methods
• Commercial Engines
• Free Engines
• Implementation Steps
• Testing Tips
• Troubleshooting Production Issues
• Roles & Responsibilities

You can download class presentation FIX Class PDF.

Visit the Course page for more details and schedule for dates.

FIX Engines & Usage

Application Integration Options

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