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<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Hi all!<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>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 <a
href="http://www.eiadprices.com/">http://www.eiadprices.com/</a> (for energy
products) or <a href="http://auctions.cme.com/">http://auctions.cme.com/</a> (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 <a
href="http://www.longitude.com/">http://www.longitude.com/</a> and also <a
href="http://www.economicderivatives.com/">http://www.economicderivatives.com/</a>.<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Looking forward to hearing about other uses of Perl in
Finance!<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Ben<o:p></o:p></span></font></p>
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