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• Advice for a getting a job in algorithmic trading - writing faster code

  - by Alex

  I am currently an intermediate Java developer working in the financial industry. I am considering trying to get into an algorithmic trading developer position. I am looking for any advice/resources that may help me obtain such a job. My naive initial thoughts are to concentrate on learning how to write faster, more memory efficient code whilst maintaining readability. Can anyone point me in the right direction of some useful resources for what I am aiming to achieve?

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• Algorithm for Shortest Job First with Preemption

  - by Shray

  I want to implement a shortest job first routine using C# or C++. Priority of Jobs are based on their processing time. Jobs are processed using a binary (min) heap. There are three types of jobs. Type 1 is when jobs come in between every 4-6 seconds, with processing times between 4-6. Type 2 job comes in between 8-12 seconds, with processing times between 8-12. Type 3 job comes in between 24-26 seconds, with processing times between 14-16. So far, I have written the binary heap functionality, but Im kinda confused on how to start processing spawn and also the processor. #include <iostream> #include <stdlib.h> #include <time.h> using namespace std; int timecounting = 20; struct process{ int atime; int ptime; int type; }; class pque{ private: int count; public: process pheap[100]; process type1[100]; process type2[100]; process type3[100]; process type4[100]; pque(){ count = 0; } void swap(int a, int b){ process tempa = pheap[a]; process tempb = pheap[b]; pheap[b] = tempa; pheap[a] = tempb; } void add(process c){ int current; count++; pheap[count] = c; if(count > 0){ current = count; while(pheap[count/2].ptime > pheap[current].ptime){ swap(current/2, current); current = current/2; } } } void remove(){ process temp = pheap[1]; // saves process to temporary pheap[1] = pheap[count]; //takes last process in heap, and puts it at the root int n = 1; int leftchild = 2*n; int rightchild = 2*n + 1; while(leftchild < count && rightchild < count) { if(pheap[leftchild].ptime > pheap[rightchild].ptime) { if(pheap[leftchild].ptime > pheap[n].ptime) { swap(leftchild, n); n = leftchild; int leftchild = 2*n; int rightchild = 2*n + 1; } } else { if(pheap[rightchild].ptime > pheap[n].ptime) { swap(rightchild, n); n = rightchild; int leftchild = 2*n; int rightchild = 2*n + 1; } } } } void spawn1(){ process p; process p1; p1.atime = 0; int i = 0; srand(time(NULL)); while(i < timecounting) { p.atime = rand()%3 + 4 + p1.atime; p.ptime = rand()%5 + 1; p1.atime = p.atime; p.type = 1; type1[i+1] = p; i++; } } void spawn2(){ process p; process p1; p1.atime = 0; srand(time(NULL)); int i = 0; while(i < timecounting) { p.atime = rand()%3 + 9 + p1.atime; p.ptime = rand()%5 + 6; p1.atime = p.atime; p.type = 2; type2[i+1] = p; i++; } } void spawn3(){ process p; process p1; p1.atime = 0; srand(time(NULL)); int i = 0; while(i < timecounting) { p.atime = rand()%3 + 25 + p1.atime; p.ptime = rand()%5 + 11; p1.atime = p.atime; p.type = 3; type3[i+1] = p; i++; } } void spawn4(){ process p; process p1; p1.atime = 0; srand(time(NULL)); int i = 0; while(i < timecounting) { p.atime = rand()%6 + 30 + p1.atime; p.ptime = rand()%5 + 8; p1.atime = p.atime; p.type = 4; type4[i+1] = p; i++; } } void processor() { process p; process p1; p1.atime = 0; int n = 1; int n1 = 1; int n2 = 1; for(int i = 0; i<timecounting;i++) { if(type1[n].atime == i) { add(type1[n]); n++; } if(type2[n1].atime == i) { add(type1[n1]); n1++; } if(type3[n2].atime == i) { add(type1[n2]); n2++; } /* if(pheap[1].atime <= i) { while(pheap[1].atime != 0){ pheap[1].atime--; i++; } remove(); }*/ } } };

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• URL Rewrite 2.0 Performance

  - by The Official Microsoft IIS Site

  Do performance work it is easy when you have the right tools for measuring gains or lost. I will share some thoughts about how to improve performance during rewriting, but please keep in mind that any change you do must be well thought and with performance Read More......( read more ) Read More......(read more)

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• Configuration Data in a Custom Timer job in Sharepoint 2010 : The Hierarchical Object Store

  - by Gino Abraham

  I was planning for a custom timer job for which i wanted to store some configuration data. Was looking for some best practices, found a useful links on The Hierarchical Object store Store http://www.chaholl.com/archive/2011/01/30/the-skinny-on-sppersistedobject-and-the-hierarchical-object-store-in.aspxInitially was planning for a custom list, but this would make us run a cross site query and the list name and the url should again be kept in some configuration which is an headache to maintain. Hierarchical object store was zeroed in and thanks to google for the same :)

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• Report: Systems Engineer Is Best IT Job

  San Francisco-based research and analysis group, Focus, has named systems engineer as the "best job in America."...Did you know that DotNetSlackers also publishes .net articles written by top known .net Authors? We already have over 80 articles in several categories including Silverlight. Take a look: here.

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• Code Project Job Board FAQ

  This is an FAQ for the Code Project Job Board. It can be modified by any Silver member.

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• Delete Job by Name

  - by Derek D.

  When scripting out jobs using ssms (sql server management studio) the default script for a drop statement is to drop the job according to it’s job_id. This is not beneficial however when pushing code to different environments. Job_id’s are specific to the windows environment in which they are created. To get around [...]

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• Never update systems tables directly - a study in Agent job scheduling

  It is often recommended that system tables should not be updated directly. Presenting a case in point built around nightly job configuration in order to demonstrate the possible issues with updating system tables directly. What can SQL Monitor 3.2 monitor?Whatever you think is most important. Use custom metrics to monitor and alert on data that's most important for your environment. Find out more.

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• Upstart: How does rc job work / order of (contradicting) "start on ..." and "stop on ..." stanzas

  - by Binarus

  Hi, I just can't understand how Upstart's rc job definition in Natty 11.04 works. To illustrate the problem, here is the definition (empty lines and comments are left out): start on runlevel [0123456] stop on runlevel [!$RUNLEVEL] export RUNLEVEL export PREVLEVEL console output env INIT_VERBOSE task exec /etc/init.d/rc $RUNLEVEL Let's suppose we currently are in runlevel 2 and the rc job is stopped (that is exactly the situation after booting my box and logging in via SSH). Now, let's assume that the system switches to runlevel 3, for example due to a command like "telinit 3" given by root. What will happen to the rc job? Obviously, the rc job will be started since it is currently stopped and the event runlevel 3 is matching the start events. But from now on, things are unclear to me: According to the manual $RUNLEVEL evaluates to the new runlevel when the job is started (that means 3 in our example). Therefore, the next stanza "stop on runlevel [!$RUNLEVEL]" translates to "stop on runlevel [!3]"; that means we have a first stanza which will trigger the job, but the second stanza will never stop the job and seems to be useless. Since I know that the Ubuntu / Upstart people won't do useless things, I must be heavily misunderstanding something. I would be grateful for any explanation. While trying to understand this, an additional question came to my mind. If I had contradicting start and stop triggers, for example start on foo stop on foo what would happen? I swear I never will do that, but I am nevertheless very interested in how Upstart handles that on the theoretical level. Thank you very much! Editing the question as a reaction on geekosaur's first answer: I can see the parallelism, but it is not that easy (at least, not to me). Let's assume the job aurrently is still running, and a new runlevel event comes in (of course, the new runlevel is different from the current one). Then, the following should happen: 1) The job is single instance. That means that "start on ..." won't be triggered since the job is currently running; $RUNLEVEL is not touched. 2) "stop on ..." will be triggered since the new runlevel is different from $RUNLEVEL, so the job will be aborted. 3) Now, the job is stopped and waiting. I can't see how it is restarted with the new runlevel. AFAIK, initctl emits events only once, so "start on ..." won't be triggered and the new runlevel won't be entered. I know that I still misunderstanding something, and I am grateful for explanations. Thank you very much!

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• How does rc job work / order of (contradicting) "start on ..." and "stop on ..." stanzas

  - by Binarus

  Hi, I just can't understand how Upstart's rc job definition in Natty 11.04 works. To illustrate the problem, here is the definition (empty lines and comments are left out): start on runlevel [0123456] stop on runlevel [!$RUNLEVEL] export RUNLEVEL export PREVLEVEL console output env INIT_VERBOSE task exec /etc/init.d/rc $RUNLEVEL Let's suppose we currently are in runlevel 2 and the rc job is stopped (that is exactly the situation after booting my box and logging in via SSH). Now, let's assume that the system switches to runlevel 3, for example due to a command like "telinit 3" given by root. What will happen to the rc job? Obviously, the rc job will be started since it is currently stopped and the event runlevel 3 is matching the start events. But from now on, things are unclear to me: According to the manual $RUNLEVEL evaluates to the new runlevel when the job is started (that means 3 in our example). Therefore, the next stanza "stop on runlevel [!$RUNLEVEL]" translates to "stop on runlevel [!3]"; that means we have a first stanza which will trigger the job, but the second stanza will never stop the job and seems to be useless. Since I know that the Ubuntu / Upstart people won't do useless things, I must be heavily misunderstanding something. I would be grateful for any explanation. While trying to understand this, an additional question came to my mind. If I had contradicting start and stop triggers, for example start on foo stop on foo what would happen? I swear I never will do that, but I am nevertheless very interested in how Upstart handles that on the theoretical level. Thank you very much! Editing the question as a reaction on geekosaur's first answer: I can see the parallelism, but it is not that easy (at least, not to me). Let's assume the job aurrently is still running, and a new runlevel event comes in (of course, the new runlevel is different from the current one). Then, the following should happen: 1) The job is single instance. That means that "start on ..." won't be triggered since the job is currently running; $RUNLEVEL is not touched. 2) "stop on ..." will be triggered since the new runlevel is different from $RUNLEVEL, so the job will be aborted. 3) Now, the job is stopped and waiting. I can't see how it is restarted with the new runlevel. AFAIK, initctl emits events only once, so "start on ..." won't be triggered and the new runlevel won't be entered. I know that I still misunderstanding something, and I am grateful for explanations. Thank you very much!

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• Getting baseline and performance stats - the easy way.

  - by fatherjack

  OK, pretty much any DBA worth their salt has read Brent Ozar's (Blog | Twitter) blog about getting a baseline of your server's performance counters and then getting the same counters at regular intervals afterwards so that you can track performance trends and evidence how you are making your servers faster or cope with extra load without costing your boss any money for hardware upgrades. No? well, go read it now. I can wait a while as there is a great video there too...http://www.brentozar.com/archive/2006/12/dba-101-using-perfmon-for-sql-performance-tuning/,...(read more)

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• How to erase a SSD to restore factory performance in Linux?

  - by Andy B

  Due to big performance issues with an mdraid-1 array I'd like to pull down from the array one of the devices (Samsung 840 Pro), erase it to restore factory performance and re-add it to the array. The reason I want to do this to one of the SSDs is because the poor performance seems to be related to one specific SSD out of the two (although they are the same brand, model and firmware ver). But how do I erase a SSD from Linux? I mention that hdparm indicates that both drives are frozen at this time. Maybe because they are part of an md array? Thanks in advance!

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• How To find A Job Online: What You Need To Do

  Before the advent of internet, job seekers depended of newspapers, magazines, posters and the electronic media to get to know about employment opportunities. But now the internet has emerged as one o... [Author: Ryan Fyfe - Computers and Internet - April 23, 2010]

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• New Book: "Systems Performance: Enterprise and the Cloud"

  - by uwes

  Brendan Gregg, former Solaris kernel engineer at Sun published his new book "Systems Performance: Enterprise and the Cloud" in October. The book is a modern, very comprehensive guide to general system performance principles and practices, as well as a highly detailed reference for specific UNIX and Linux observability tools used to examine and diagnose operating system behaviour. Read a more detailed abstract and review on Harry J Foxwell's Blog entry "Brendan Gregg's "Systems Performance: Enterprise and the Cloud"

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• Only run CRON job if connected to specific wifi network

  - by Herbert

  I am a newbie to scripting on Linux (Lubuntu), but I would like to make a script that runs a cron job only if my laptop is connected to my home wifi. Is this possible? I guess, I could do something with iwconfig and pull the ESSID from there with grep? So far, I tried this and it seems to work: #!/bin/bash # CRON, connected to specific WIFI clear netid=HOFF216 if iwconfig | grep $netid then clear echo "True, we are connected to $netid" rsync ........... else clear echo "False, we are not connected to $netid" fi

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• Red Samurai Performance Audit Tool – OOW 2013 release (v 1.1)

  - by JuergenKress

  We are running our Red Samurai Performance Audit tool and monitoring ADF performance in various projects already for about one year and the half. It helps us a lot to understand ADF performance bottlenecks and tune slow ADF BC View Objects or optimise large ADF BC fetches from DB. There is special update implemented for OOW'13 - advanced ADF BC statistics are collected directly from your application ADF BC runtime and later displayed as graphical information in the dashboard. I will be attending OOW'13 in San Francisco, feel free to stop me and ask about this tool - I will be happy to give it away and explain how to use it in your project. Original audit screen with ADF BC performance issues, this is part of our Audit console application: Audit console v1.1 is improved with one more tab - Statistics. This tab displays all SQL Selects statements produced by ADF BC over time, logged users, AM access load distribution and number of AM activations along with user sessions. Available graphs: Daily Queries  - total number of SQL selects per day Hourly Queries - Last 48 Hours Logged Users - total number of user sessions per day SQL Selects per Application Module - workload per Application Module Number of Activations and User sessions - last 48 hours - displays stress load Read the complete article here. WebLogic Partner Community For regular information become a member in the WebLogic Partner Community please visit: http://www.oracle.com/partners/goto/wls-emea ( OPN account required). If you need support with your account please contact the Oracle Partner Business Center. Blog Twitter LinkedIn Mix Forum Wiki Technorati Tags: Red Samurai,ADF performance,WebLogic,WebLogic Community,Oracle,OPN,Jürgen Kress

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• Performance Improvements: Caching

  Caching can greatly improve performance but it can also lull you into a false sense of security. In some cases it can even make the performance worse. If you haven't already, then now is the time to learn the issues and limitations of caching so that you can truly improve performance.

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• Performance Improvements: Caching

  Caching can greatly improve performance but it can also lull you into a false sense of security. In some cases it can even make the performance worse. If you haven't already, then now is the time to learn the issues and limitations of caching so that you can truly improve performance.

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• Why `initctl status tty1` gets `Unknown job: tty1`

  - by UniMouS

  # initctl status tty1 initctl: Unknown job: tty1 But there is a tty1.conf file in /etc/init and I haven't modified it: # cat /etc/init/tty1.conf # tty1 - getty # # This service maintains a getty on tty1 from the point the system is # started until it is shut down again. start on stopped rc RUNLEVEL=[2345] and ( not-container or container CONTAINER=lxc or container CONTAINER=lxc-libvirt) stop on runlevel [!2345] respawn exec /sbin/getty -8 38400 tty1

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• Website Development is Not an Idiot';s Job

  Website development or web development is considered as an idiot';s job in many parts of the world. There are supportive arguments in favor of this view and those are: ? Web developers work in a cubi... [Author: Mahendra Sharma - Web Design and Development - May 02, 2010]

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• Monitoring Visual Studio 2010 Performance Problems

  - by TATWORTH

  At http://visualstudiogallery.msdn.microsoft.com/fa85b17d-3df2-49b1-bee6-71527ffef441, Microsoft have provided a tool for Visual Studio to provide reports on Visual Studio 2010 performance problems. The use of it has been discussed at http://blogs.msdn.com/b/visualstudio/archive/2011/05/02/perfwatson.aspx as follows: "Would you like Visual Studio 2010 to be even faster? Would you like any performance issue you see to be  reported automatically without any hassle? Well now you can, with the new Visual Studio PerfWatson extension! Install this extension and help us deliver a faster Visual Studio experience. We’re constantly working to improve the performance of Visual Studio and take feedback about it very seriously. Our investigations into these issues have found that there are a variety of scenarios where a long running task can cause the UI thread to hang or become unresponsive. Visual Studio PerfWatson is a low overhead telemetry system that helps us capture these instances of UI unresponsiveness and report them back to Microsoft automatically and anonymously. We then use this data to drive performance improvements that make Visual Studio faster." Now instead of complaining you too can help Microsoft locate and fix performance problems with Visual Studio 2010. The requirements are: "Following are the pre-requisites for installing Visual Studio PerfWatson: Windows Vista/2008/2008 R2/7 (Note: PerfWatson is not supported for Windows XP) Visual Studio 2010 SP1 (Professional, Premium, or Ultimate)"

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• Calculating RAM Performance? Example: DDR3-2133 CL9-11-10-28 1.65V vs DDR3-1600 CL10-10-10-30 1.5V

  - by user1131467

  How do you calculate the relative performance of PC RAM? For example, what is the relative performance of the following: G.Skill Ripjaws Z 8 x 4GB Kit, DDR3-2133, [email protected] G.Skill Ripjaws Z 4 x 8GB Kit, DDR3-1600, [email protected] If it's relevant, when they are used in a top of the line ASUS Rampage IV Extreme motherboard and Intel i7 3960X? By performance, I mean relative: read latency write latency read bandwidth write bandwidth Please include working. (I mean how did you arrive at the figures based on timing and DDR3-speed)

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• PPT Leveraging Azure for Performance Testing

  - by Tarun Arora

  I have recently presented a session on “How you can leverage Azure for Performance Testing” your application.  It goes without saying that performance testing your application not only gives you the confidence that the application will work under heavy levels of stress but also gives you the ability to test how scalable the architecture of your application is. It is important to know how much is too much for your application! Working with various clients in the industry I have realized that the biggest barrier in Load Testing & Performance Testing adoption is the high infrastructure and administration cost that comes with this phase of testing. In the session I tried to demonstrate how you can use the power of Windows Azure to effectively abstract the administration cost of infrastructure management and lower the total cost of Load & Performance Testing. You can view the session presentation here, http://www.slideshare.net/aroratarun/leveraging-azure-for-performance-testing  I’ll be adding a video on this subject shortly… If you have any feedback or further suggestions to add to the goodness of this solution please get in touch.

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• Plays Well With Others - More Thoughts on the Job Search

  - by KKline

  Yes, I'm playing catch-up between my blog and here, since SQLBlog doesn't syndicate content automatically. This was originally posted on the Professional Development area of http://www.sqlpass.org during the summer of 2010 and then reposted on my personal blog, http://KevinEKline.com , on Nov 16, 2010. While searching for a job, the interview is your opportunity to showcase your talents and the strengths that you bring to an organization. But I have a few more random thoughts about conducting your...(read more)

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• Linq to SQL Performance Considerations Part 2

  Linq to SQL Performance Considerations Part 2

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