Turns out Modulus, one of ET's sponsors, is actively banning folks from the "Programming" section of ET. This is a catchall thread if anyone wants to talk programming stuff, but isn't "allowed" to by Modulus, or feels otherwise constrained with such a heavy hand on their shoulder. Personally, I'm curious if anyone here has experience building SPAN-like risk management systems. I've seen the innards of a couple, and they were a little scary (no path-dependance on options?) - wondering where current Best Practice is these days. Also hear rumblings about doing SPAN-like things in "realtime" - are folks really all that interested in that kind of "per-tick" speed?