May 14, 2015 · 8:43 am

Flash Crash – Mystery trader charged

Here Is The City reports that a trader has been charged with fraud and market manipulation related to the Flash Crash of May 2010.

This story has been featured heavily in the press, particularly because the trader himself is so different to the usual trader stereotype (he lives in a pretty ordinary semi-detached house despite being worth £millions). He also protests his innocence and believes he was just good at his job.

I wonder if this guy will be the next subject of a block-buster Michael Lewis book?

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May 14, 2015 · 8:35 am

Book Review: The Quest, Nelson DeMille

TheQuestI’ve written before that DeMille has written several one-off books which are terrific, as well as his John Corey series. This book is another one-off, introducing Frank Purcell, Henry Mercado and Vivian Smith. They are journalists/photographer following the war in Ethiopia in the 1970’s, and this book follows their quest to find the Holy Grail after it’s existence is revealed to them by a dying priest.

The story behind the book is itself fascinating – apparently, DeMille wrote it as a contemporary novel early in this career, but decided to re-write and re-publish it in 2013. The narrative is unmistakably by his hand, and there’s more than a hint of the character of John Corey in Frank Purcell. I’d be interested to know whether the original book had Purcell enjoying the same sense of humour or if that’s part of the re-write.

As with other DeMille books, this one is a book to relish rather than a page-turning thriller. It’s about enjoying the journey – and that seems appropriate for a book called The Quest.
Four stars

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May 14, 2015 · 8:21 am

Book Review: Foundation Trilogy, Isaac Asimov

FoundationTrilogy
Having read several other books set against the background of the Foundation saga, I decided to go back and read the original books. I was impressed by the pace with which Asimov tells the stories – where David Brin’s sequel is 430 pages, each volume in Asimov’s trilogy is about 230 pages. Yet none of the passages in Asimov’s books feels rushed – it’s just that he tells a part of the story in beautiful prose, then moves swiftly on to another period/place. The gaps that he leaves give other authors the space to fill in their own stories, which is how the sequel trilogy fits in. In fact, I enjoyed Asimov’s trilogy much more this time having recently read the others.
Five Stars

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April 25, 2015 · 6:23 pm

Apple Watch – awesome charger for UK

Apparently, the Apple Watch has a foldable charger in the UK. If this is it, it’s certainly innovative and begs the question why no one else has put a slimmer design on the market.

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April 24, 2015 · 7:46 pm

Flash Boys – One Year On

Traders Magazine notes that it’s now a year since Michael Lewis published “Flash Boys”.

After all, it’s not every day that a book launches attorney general investigations, inspires an exchange president to meltdown on cable news and spur Americans to buy a book that features an obscure trader from the Royal Bank of Canada to figure out why the price of his trades were increasing the instant he placed his order.

I read Flash Boys soon after it came out and thought it was excellent. Now, Traders Magazine points out that they talked to IEX before Lewis brought out his book.

The Vanity Fair article by Michael Lewis is worth a read.

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April 24, 2015 · 6:31 pm

Ten reasons (not) to use a functional programming language

Amusing tongue-in-cheek rant by FSharpForFunAndProfit about why you *should* use a functional programming language.

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April 1, 2015 · 1:07 pm

Tech Book: 9 Algorithms that Changed the Future, John MacCormick

AlgorithmsThatChangedTheFutureThis excellent book introduces algorithms that are heavily used in daily life, yet are unknown to the general public. The author aims to introduce them without requiring advanced knowledge:

I assumed that the great algorithms would fall into two catagories. The first category would be algorithms with some simple yet clever trick at their core – a trick that could be explained without requiring any technical knowledge. The second category would be algorithms that depended so intimately on advanced computer science … Imagine my surprise and delight when I discovered that all the chosen algorithms fell into the second category!

The book is a fun read and despite knowing some of the details already, it helped to build my appreciation of the algorithms and their applications.

The algorithms covered are:

  • Search engine indexing
  • PageRank
  • Public key cryptography
  • Error-correcting codes
  • Pattern recognition
  • Data compression
  • Databases – reliability and consistency
  • Digital signatures

There’s also an excellent chapter on unsolvable problems, with a nod to Alan Turing.
20141005-142632.jpg

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April 1, 2015 · 12:55 pm

BCS Meetup: 2015 Lovelace Lecture, Steve Furber

Steve Furber_BrainI was lucky to get a ticket to see Steve Furber receive the Lovelace Medal for 2015, for services to the advancement of computer science. He gave an inspirational lecture about his work, starting with his contribution to ARM and including his latest project, SpiNNaker.

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March 20, 2015 · 9:04 pm

How to call methods with byref parameters from F#

When consuming C# libraries in F# projects, out parameters will be interpreted in F# with type byref. For example:

    public class Arithmetic
    {
        public static void sumAndDifference(
            int a, int b, out int sum, out int difference)
        {
            sum = a + b;
            difference = a - b;
        }
    }

Here, sumAndDifference has the following signature when the library is referenced from an F# project:
ByRef
The literal way to call the method is as follows, declaring reference value up-front and de-referencing them for use after the method call:

    let sum : int ref = ref 1
    let difference : int ref = ref 2
    Arithmetic.sumAndDifference(5, 3, sum, difference )
    printfn "Sum = %d, Difference = %d" !sum !difference

But F# also provides a much more concise syntax, allowing the out parameters to appear on the left hand side of an assignment:

    let sum, difference = Arithmetic.sumAndDifference(5, 3)
    printfn "Sum = %d, Difference = %d" sum difference

This syntax is so much cleaner and avoids any mention of references.

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March 18, 2015 · 7:55 pm

How to write optional parameters in F# with default values

Question: What’s the difference between 

let f ( a : int option, b : string option ) = ...

and

let f ( ?a : int, ?b : string ) = ...

Answer: in the first example, even if you have no values for a and b, you must call

let ret = f ( None, None )

whereas in the second example, you can simplify matters:

let ret = f ()

But what if you want to supply default values for those optional parameters? Here’s an example of a type definition in which the constructor takes optional parameters and assigns them default values if no value has been supplied. defaultArg is an F# operator, not a locally defined function.

type T( ?a : int, ?b : string ) =
  let a = defaultArg a 42
  let b = defaultArg b "Hello, World"

Whilst this syntax seems rather clunky, it is effective. You can read more about it on MSDN (scroll down to the section “Optional Parameters”).

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