[Banking-pm] introduction (repost)

Holzman, Benjamin 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 ]
 
Hi all!
 
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
http://www.economicderivatives.com/.
<http://www.economicderivatives.com/> 
 
 
 
Looking forward to hearing about other uses of Perl in Finance!
 
 
 
Ben

 

-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://mail.pm.org/pipermail/banking-pm/attachments/20060908/de19bf23/attachment.html 


More information about the Banking-pm mailing list