Khader's Blog » Java/J2EE

Fixed Income Trading System Architecture Workshop on Sep 26

khader — Thu, 13 Aug 2009 19:05:00 +0000

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

Bytecode Instrumentation

khader — Mon, 27 Apr 2009 20:57:27 +0000

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.

My FIX Protocol Videos on YouTube, finally!

khader — Tue, 17 Feb 2009 03:27:23 +0000

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:

Video Part 1 of 4	Play
Video Part 2 of 4	Play
Video Part 3 of 4	Play
Video Part 4 of 4	Play

You can also check my FAQs page on FIX Protocol.

Spring Framework Workshop

khader — Wed, 04 Feb 2009 04:29:13 +0000

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

FIX Protocol Training

khader — Sun, 01 Feb 2009 07:27:08 +0000

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