[Banking-pm] introduction (repost)
BHolzman at iseoptions.com
Fri Sep 8 08:40:05 PDT 2006
[ I had sent this last week but as there seem to be many more people
here now, I'm reposting it ]
Just a quick note introducing myself... I'm Benjamin Holzman and I work
for the International Securities Exchange (ISE) in NY. I've been a
primarily-Perl programmer since 1995, have given talks at a number of
Perl conferences and have a few CPAN modules; the most widely-used being
XML::Generator. I used to work at a startup called Longitude where we
developed the concept of parimutuel derivatives and built a matching
engine that has been used to offer parimutuel auctions for economic
derivatives since October 2002, and more recently for energy
derivatives. About 5 months ago, the ISE bought Longitude's IP and so
that's where I work now. Although the core equilibrium calculations in
the matching engine are written in C, the rest of the system is Perl.
Well, except for an in-memory threaded object database that we wrote in
C (sort of like memcached but with indexing). In addition to the
matching engine, we also have an HTML::Mason-based front-end trading
system. The curious can see a public prices-only version of the trading
system at http://www.eiadprices.com/ (for energy products) or
http://auctions.cme.com/ (for economic derivatives; access requires a
somewhat involved registration process at the CME [Chicago Mercantile
Exchange], so the impatient should just check out the energy site).
More information is available at http://www.longitude.com/ and also
Looking forward to hearing about other uses of Perl in Finance!
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