Author: Jérémie Smaga
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Handling interaction between the Business Layer and the UI with the MVVM design pattern
Hi everyone, I’m taking the time to write this little post because I came across a great design pattern to handle interaction between the Business Layer (BL) and the user interface (UI). This problem usually arises when creating multi-layers application which can be used by different kinds of users. As this blog is mainly dedicated…
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Asynchronous Financial Data processing using F#
Hi everyone, I was looking at a book to find some algorithm to detect clusters within financial data. I managed to find a decent algorithm for that matter, but I then wanted to test it on some real data. Hence, I had to get the data from somewhere and I chose to use Yahoo! Finance.…
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Functional approach to portfolio modeling
Good evening everybody, I’ve been paying attention to portfolio modelling for the past few months. When you tackle such problem, you first try to think about how you could represent a portfolio as an object so that you can dive into your C#/C++/Java code so that you can start making money ASAP. However, you’ll soon…
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Heads up on PHP5 byValue/byReference function parameters
Hi everybody! It’s been quite a long time since I wrote on my blog because I’ve been busy working and engineering several data models and software architecture for a risk management system. During my work, I came back to the first real programming language I actually learnt, PHP, which I intend to use to create…
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Resources for Financial Engineers
Hi everyone, I’ve been busy recently cooking up a new article which I hope I’ll be posting soon called “Bread and Butter of Risk-Neutral pricing”, that’s why I’ve been quite silent the past few weeks. Anyway, I wanted to share with you my latest “findings” about literature and resources I recently bought or discovered on…