Neville Holmes concludes his series ?Functional calculation in J? with The Year 1998. Online now. Read more...
7/9/10,
Winners of Dyalog 2010 programming contest »»
Dyalog has announced the winners of its 2010 programming contest: Ryan Tarpine from Browns University, (USA), Mstislav Elagin from Humboldt University (Germany) and Joel Hough from Salt Lake Community College (USA). A Special Effort award was made to Alexander Ivanov from the Moscow Institute for Physical Research (Russia).
Eugene McDonnell, computer science pioneer has passed away. For many years he wrote the Vector column ?At Play With J? recently collected and published by Vector Books.
Gene McDonnell died yesterday evening at home. Friends and family members were gathered, reminiscing, when Gene?s caretaker (since a stroke last week left him unconscious) came into the room to say ?I think he?s passing.? And so it was.
Gene was a family man, utterly decent, generous, kindhearted; also erudite and witty. His contributions to APL were graceful as well as useful. I?m so grateful to have known and worked with him.
The McDonnell family is planning a memorial gathering at home, Sunday August 29. Jeanne can be reached at 1509 Portola, Palo Alto, 94306; phone 650 321-5260.
[Larry Breed]
Eugene McDonnell died peacefully at home in Palo Alto in the evening of August 17, surrounded by family and friends. All of us in the APL world owe him a debt for his pioneering work in APL.
I recently had the honor of writing the preface to Eugene?s ?At Work and Play with J? (a collaborative editing effort of the J community and a work of which Eugene was very proud). I reproduce it here because it gives a sense of the man and his work.
In my youth, when I was just starting in APL, on receiving an issue of the APL Quote-Quad I would inevitably and eagerly first turn to Eugene McDonnell?s ?Recreational APL? column. Through these columns I learned that it was possible for technical writing to be erudite, educational, and entertaining, and through them I learned a lot of APL.
Thus it was with Eugene?s ?At Play with J? articles in Vector. In topics ranging from primes to permutations to pyramids to pi, with a cast of characters that included Apter, Black, and Crelle, Jacob and Josephus, Blanda and Montana and Taylor, and Scholes, the articles offered up the ?smoother pebbles? and ?prettier shells? found while playing on the seashore bordering the great ocean of knowledge. And we are all beneficiaries of this play.
I am pleased that Vector is publishing the collection of At Play With J as a book. I look forward to being educated and entertained once more.
This blackboard was in Ken's office the '80s at IPSA. After that it was in Bob Bernecky's office and Tony Bailey's, I'm not sure if Benoit Paquin had if for a while or not. After the separation of Soliton, I inherited it and removed Tony's batman stickers and kept it in my office at Reuters until they eventually shut us down. The blackboard is on a wall in my studio and will remain there unless someone else wants it. It has plenty of chalk and a couple of erasers. It's still in excellent condition.
If you can come to Oakville and pick it up, it's yours.
APL Borealis and Dyalog Ltd are pleased to present:
TWO APL EVENTS in one day! - featuring DYALOG APL - July 29, downtown Toronto:
APL & Excel Integration - a morning mini-workshop on the key components of using APL & Excel together for application development. (9am to noon, includes a take-home toolkit*) Details
Dialogue with Dyalog ? a full afternoon of presentations ? with Morten Kromberg & Daniel Baronet ? who will bring you up to date on all the latest features of Dyalog APL ? learn how it can power your business applications. (1:00 to 5:30pm) Details
Location: Learning Tree Intl, 1 Dundas Street W., 10th Floor, Toronto (Yonge & Dundas) Date: Thursday, 29 July
RSVP essential
Space is limited ? please contact us to register for either of these events as soon as possible.
RSVP or further info: Richard Procter, APL Borealis, tel: 1-866-888-6377 Brian Oliver, APL Borealis, tel: 416-488-7828 email: info@aplborealis.com Read more...
Google engineer Michael Schidlowsky has posted a screencast at New York University comparing the Java and K programming languages. (Kudos to Stevan Apter.)
7/9/10,
STAC releases new market data benchmark with results from Kx and Oracle »»
The Securities Technology Analysis Center (STAC®) today released STAC-M3TM Benchmark results for a solution from Kx Systems and Oracle Corporation. STAC-M3 provides a common measuring methodology for solutions that manage large timeseries datasets (tick databases). The measurement standard is currently a community proposal developed by the STAC Benchmark Council, comprised of trading organizations and vendors. The Council defines a series of standard benchmarks for capital market workloads, though interestingly only trading organizations - and not vendors - can approve specific tests, which ensures the benchmarks have relevance to real-world trading demands. To complete the inaugural benchmark testing on timeseries data, Oracle (NASDAQ: ORCL) worked with Kx Systems, using Kx?s kdb+. The results have now set the standard for a series of benchmark tests to be carried out over the next few months.
The ability to quickly analyze timeseries of price and trade data is crucial for firms which trade financial instruments such as stocks, currencies, options and other derivatives. The growth of high-frequency trading makes it important for firms to rapidly store, retrieve and analyze massive quantities of data in order to back-test new trading algorithms, monitor their risk, and satisfy regulatory demands. At the same time, surging data volumes brought about by computerized trading make these tasks increasingly challenging in markets which can ?tick? (publish changes to prices) millions of times per second.
Peter Lankford, founder & director of STAC, said: "We're pleased that Kx and Oracle have taken the lead in publishing STAC-M3 Benchmarks. This testing responds to a direct need for performance data expressed by some of the world's leading financial institutions. We look forward to further benchmark results from Kx and Oracle, as well as other vendors of software and hardware that can be used for managing large timeseries of data.?
Simon Garland, Kx chief strategist, said: ?We have worked closely with STAC and Oracle to create benchmarks. Going forward, the benchmarks will give financial institutions clearly defined criteria for measuring the performance of their systems. When setting up large, critical databases people need to be sure that the configuration they use is delivering the best possible performance within their hardware and software constraints. The problem is nobody has the time and resources to do an in-depth evaluation of all the alternatives and ideally to regularly revisit the chosen solution. These new benchmarks from STAC are valuable components of these decisions."
This series of tests is designed to set a standard for future benchmarks to be carried out by STAC in conjunction with various vendors. The results are vital for financial institutions needing to address their CEP requirements, facing the pressures of constantly increasing data volumes and regulatory demands. The STAC-M3 Benchmark suite is the first benchmark standard for market data timeseries (tick) databases, allowing vendors to measure their performance and financial institutions to test their own systems.
The STAC-M3 Benchmark standards will accelerate market selection of new technologies by enabling user firms and vendors to measure the performance of their database solutions in a common way. Trading firms will be able to quickly assess the benefit of innovations at all layers of the tick-database ?stack? including application software, operating systems, processors, servers, and storage architectures.
Amir Halfon, Oracle?s senior director of financial services technology, added: ?Oracle?s unique storage server, the Sun Fire X4540, allowed us to achieve extreme performance with Kx by placing the data as close to the CPUs as possible. The Sun Fire X4540 provides fast, high throughput access between the threads of execution and the storage subsystem, offering up to 96TB of storage in a compact, cost-effective package. The tight integration between compute and storage within the Sun Fire X4540 eliminates the need for an external SAN and provides an ideal platform for high-performance analytics solutions such as Kx kdb+.?
The STAC-verified benchmarks were carried out using Kx kdb+ v2.6 on the Oracle Sun Fire X4540 storage server using version 0.92 of the STAC-M3 Benchmark specifications. STAC-M3 v0.92 has been submitted to the full Council for ratification, and a vote is pending.
New kdb+ version Within the next few weeks, Kx will release v2.7, a significant update to kdb+, which includes file compression. A beta version is already available to licensed users at kxdownloads.com.
Reuters feed handler Another major enhancement to kdb+ is a new library which enables access to RMDS (Reuters Market Data System) market data, versions 5 and 6. This is for licensed kdb+tick users, and is an almost drop-in replacement for the classical SSL library previously provided by Kx.
Computerworld Honor Award 2010 Kx was nominated as a Laureate by Morgan Stanley, as an innovative technology company. We attended the Medal Ceremony and Gala Awards Dinner in Washington on 7th June. Photos can be seen at the Computerworld Honors Program 2010 website. Read more about it.
Kx customer receptions We regret that we were forced to cancel the Kx London Customer Reception and Workshop this year due to the volcanic ash clouds. We consider face to face time with you essential, and are planning meetings in London and New York over the next few months. Please contact us if you would like us to visit your firm.
Kx in Asia In January 2010 we participated in TradeTech China, where Head of Kx Asia, Chris Burke, was one of the technology panelists discussing how to leverage the latest technology solutions and trading platforms to enhance profitability and efficiency.
We will be exhibiting at Trading Architecture Asia, Hong Kong, 1-2 September 2010. Please visit our booth - we look forward to seeing you and your colleagues. Read more.
We are planning a technical meeting in Singapore in the first week of October, with Charlie Skelton, Kx Chief Technology Officer. Please contact us for more details.
Kx in the media Kx customers rated us highly in Aite Group?s report, ?Quant Strategy Development Playgrounds: The High Performance Database Sandbox? Read more. Simon Garland, Kx Chief Strategist, is quoted in Securities Industry News in an article: ?Algos Take Hold in Fixed-Income Markets?. We have also received media coverage in Market Data Insight, Asia Etrading, and Bobsguide.com among others.
Updated material on Kx.com Please see the 2010 versions of the FAQ and White Paper.
For more information about Kx and its products Email us at info@kx.com with any questions or requests for information. Read more...
7/9/10,
First Derivatives announces kdb+ training courses »»
My name is Nathan Perrem and I am the head kdb+ trainer at First Derivatives. I will be hosting public kdb+ training in New York and London on the following dates in June/July 2010:
New York 21st, 22nd, 23rd June: q Fundamentals 24th, 25th, 28th June: q for gods 29th, 30th June, 1st July: q for DBAs
London 5th, 6th, 7th July: q Fundamentals 8th, 9th, 12th July: q for gods 13th, 14th, 15th July: q for DBAs
7/9/10,
Rosetta Challenge tasks added to the 2010 Dyalog Programming Contest »»
In response to feedback suggesting that the suite of tasks in the 2010 Dyalog Programming Contest appears to be a little more comprehensive than many students have time for at this busy part of the academic year, we have decided to add a ?Rosetta Code Challenge? to the 2010 Programming Contest, which will run in parallel with the main programming competition. Six weeks remain until the submission deadline on July 18th.
Rosettacode.org is a site which presents solutions to the same (nearly 400) tasks in as many different programming languages as possible. At this time, a relatively small number of solutions have been posted in APL, so we are keen to encourage APL users to submit more APL solutions. To this end, we are offering a USD 250 prize for the best solution to each of the following five (fun!) problems selected from rosettacode.org:
1. Animate a pendulum 2. Knapsack problem 3. Happy numbers 4. Hofstadter-Conway sequence 5. Monty Hall problem
See the Rosetta Code Challenge page for more details on how to participate. The terms and conditions of the main programming competition are not affected by the Rosetta Code Challenge, with the exception that anyone who submits solutions for two or more tasks in EITHER competition will participate in the drawing for the 20 consolation prizes worth USD 100 each.
As is the case for the main Dyalog Programming Contest, you can win the same amount of prize money by referring a winner to the competition as you can by actually participating. While prize winners must be eligible for an Educational License for Dyalog APL, anyone can win referral awards! Be the person who refers the winners for all five Rosetta Challenge tasks and you could win USD 1,250!
Dyalog has published Bernard Legrand?s compendious Mastering Dyalog APL, probably the best modern introduction to APL available. Buy all 796 pages of it from Amazon, or download it free of charge from its companion site. Read more...
This year, Dyalog is holding it's annual User Conference as part of the global APL2010 conference organised by APL-Club Germany. This provides us with an opportunity to meet with users of other APL systems, and other "array languages" like J and K. With luck, it will be the largest gathering of array language users for some time!
You can contribute by submitting refereed papers and other contributions in response to the APL2010 Call for papers (see http://www.apl2010.de for more details). The first hard deadline for submissions is on May 15th, where you need to provide a one page abstract.
Dyalog intends to submit 5 or 6 papers on recent R&D work to the main conference in this fashion. We expect to be talking about recent and upcoming features of Dyalog products, such as:
- Designing a new APL System for the Microsoft.Net platform (APL#) - Support for 128-bit Decimal Floating Point Data - Abolishing "FILE DAMAGED" using Component File Journaling - Parallel Processing using PEACH and PRANK - Cross-Platform APL Keyboard support - Support for Regular Expressions in Dyalog APL
We will also have a number of things to demonstrate and talk about that won't be ready to write about in the context of the refereed part of the conference. We'll cover these in our own streams which will run in parallel (but co-ordinated) with the main APL2010 streams. We also invite you to contribute to these streams - please write to conference@dyalog.com if you would like to present something at the conference but prefer to do it "as part of the Dyalog Conference".
As usual, we are very keen to hear from our users regarding problems solved (or still unresolved), using Dyalog APL. In particular, we are interested in hearing from users who can share experiences with features recently added to Dyalog APL, such as:
- Unicode and 64-bit Migrations - Object Orientated Programming - Web Servers, Web Services, Encryption and Secure Communications - Source Code Management - Using the Microsoft.Net Framework
If you have recent work that you are willing to share, please let us know.
Finally, we will be running workshops and training courses during the conference. We will probably have a bit less time available for these than we set aside in a normal Dyalog Conference, so we are very keen to get some input on courses or workshops that you would like to see. Again, please write to conference@dyalog.com with your suggestions.
We hope that you will participate in making the event a success, either by attending or contributing "content" to the conference - and that we will see many of you in Berlin in September!