All Purpose Programming Thread

Discussion in 'Trading Software' started by Random.Capital, Mar 6, 2012.

  1. 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?