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Hi all, was wondering if anyone can recommend or has experience with an open source database for storing and, especially, retrieving market depth and trade messages? Thus far I am caching messages in memory until they grow to a certain size by creating an object of each message, push that...

Hi all, many maybe familiar with this already, but for those who didn't know: Basically, I have been working on different (physical) locations like home, uni, work,... on the same coding projects. I got annoyed by having to email to myself the latest changes and updates I have made so that...

Hi guys, was wondering whether anyone can recommend or has come across a good blueprint for a Monte Carlo engine? I have looked around and had a look at Joshi's in C++ Design Patterns and Derivatives Pricing. Whilst it's great for educational purposes, it seems quite tedious. For...