About me

I have been working at the cutting edge of technology for over 10 years.  A highly
driven technologist and leader I seek innovative ways to develop and use technology for the
benefit of businesses. My passion for technology has seen me lead multiple teams across the globe and
different business units, to design, develop and deploy large architectural systems within major banks.  I
have also used my extensive business knowledge of FX High Frequency Trading to establish my own
highly successful companies.

 One of my standout achievements was the establishment, with a colleague, of Edge Capital Investments
Ltd.  Edge successfully traded in the FX markets with over a trillion dollars executed in the primary
markets.  In addition to this I was responsible for the technical implementation of the business.  This
included custom writing the Edge trading system where end to end response times allowed Edge to
successfully compete with the fastest in the field.  

 Soon after I created an algortithmic trading system written in C++, with total round trip trading times in
single digit microseconds. Once again, as a result of my high energy, expertise and vision I saw the
company trading simultaneously in London, New York and Tokyo.

 Working on the sellside, I have operated as Executive Director, heading up electronic trading in foreign
exchange. While in this role I architected and rebuilt a completely new FX trading system from scratch. 

 My most recent project has seen me develop my own brand of software, Fluxtion, which currently has
patent pending status. Building upon my work within the banking sector and my engineering background I
have developed Fluxtion which is a revolutionary code robot whose unique algorithms create optimised
code that can process hundreds of millions of events per second on a single core. 

 Currently Fluxtion has been used to re-write a new FX pricing engine for a major investment bank and
deployed into production.

Popular posts from this blog

Event stream processing unplugged - part 1

Image
Introduction Welcome to event streaming unplugged, this is the first in a series of articles covering the topic of realtime evemt stream processing. This is a practical programming series with resources at unplugged part 1 . What you will learn in these articles: The basics of unbounded event processing Functional reactive programming introducing concepts like map, filtering, groupBy, flatMap Constructing directd acyclic execution graphs Managing event streams of heterogenous types Imperative event programming, integrating application code Input and output Building, testing and deploying Auditing, logging and debugging event execution flow This article starts with a simple hello world and then moves onto a more complex example. The second example calculates the mark to market value for a set of traded currency pairs. Two independent event streams, instrument market price and executed trades are processed. Batches of trades and reset signals are also supported. A more complex example se
Read more

Waste free coding

Image
This article documents solving a meaningful event processing problem in a highly efficient manner through the reduction of waste in the software stack. Java is often seen as a memory hog that cannot operate efficiently in low memory environments. The aim is to demonstrate what many think is impossible, that a meaningful java program can operate in almost no memory. The example processes  2.2 million csv records per second in a 3MB heap with zero gc on a single thread in Java . You will learn where the main areas of waste exist in a java application and the patterns that can be employed to reduce them. The concept of zero cost abstraction is introduced,  and that many  optimisations can be automated at compile time through code generation. A maven plugin simplifies the developer workflow. Our goal is not high performance, that comes as a by-product of maximising efficiency. The solution employs Fluxtion which uses a fraction of the resources compared with existing java event proce
Read more

Serialize your lambdas for a rainy day - save to file

Introduction A short post describing how a Java lambda can be persisted to a file for re-use in a different process. I then discuss how we use this technique in Fluxtion. Serialising Lambdas Lambdas, introduced in Java 8 make functions first class citizens(nearly) in the Java language. They remove the need for a dedicated class to hold a function. But how does this work under the covers? In reality javac hijacks the class containing the function adding a static method that contains the implementation of the lambda. The lambda call site is replaced with an invocation to the newly added static method. For a full description of the lambda implementation magic see this article . Oracle helpfully provides the SerializableLambda class that implements the serializable form of a lambda, providing enough meta information to reconstruct the call. All we have to do is cast the lambda to a Serializable and then use the standard java machinery to marshal the lambda. Below are a couple of
Read more