Reading List

http://archive.wired.com/science/discoveries/magazine/16-03/ff_seacowboys?currentPage=all
http://priceonomics.com/the-greatest-double-agent-in-history/
http://amigalounge.com/b268.html

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High Frequency Trading Consultancy in London

Development and consultancy for HFT and Automated Market Making (AMM)

Installing Lookout on Office Outlook 2007, Windows 7 64-bit

Advice drawn from http://www.belshe.com/2007/12/06/how-to-install-lookout-on-outlook-2007/ and put in condensed form 

Steps as follows

1.  Open CMD.exe as admin
2. cd %systemroot%\assembly\gac
3. rename Microsoft.Office.Interop.Outlook Microsoft.Office.Interop.Outlook.OLD
4. echo nul > Microsoft.Office.Interop.Outlook
5. rename Policy.11.0.Microsoft.Office.Interop.Outlook Policy.11.0.Microsoft.Office.Interop.Outlook.old
6. Install Lookout120.exe (NOT 130, which crashes when indexing)
7. Create empty file C:\Program Files(x86)\Lookout Software\Lookout\AppUpdate.log

Lookout120.exe seems to be available here http://speedy.sh/5Bcx8/Lookout120.exe

Download a CSV of the constituents of the FTSE-100 from Yahoo Finance

http://uk.old.finance.yahoo.com/d/quotes.csv?s=@%5EFTSE&f=s&e=.csv

which(is.na(t.zoo[,2]))

which row has an NA value in the second column of variable t.zoo

Remove NA values

A<-na.omit(A)

Conditional array indexing in R

ts1[ts1[,6]>0,]

selects all rows of matrix “ts1” that in column 6 have a value greater than zero. Don’t forget the very last comma!

Creating a generic container, and inner type, using Reflection

Type t = Type.GetType(outer_type);
if (t == null)
{
srt.LogClient.Log(Tools.LogLevel.Error, "Failed to instantiate type {0}", outer_type);
return;
}
if (t.IsGenericType == true)
{
Type[] innerTArr = t.GetGenericArguments();
if (innerTArr == null || innerTArr.Length == 0)
{
Log("inner Type was not found. Cannot instantiate a generic class");
return;
}

Type innerT = innerTArr[0];
Type genericType = t.GetGenericTypeDefinition();

Type[] typeArgs = { innerT };
Type constructed = genericType.MakeGenericType(typeArgs);
object o = Activator.CreateInstance(constructed);
mac = o as IMac;
}

Installing Windows Deployment Services on Server 2008 R2 for PXE Boot

Personal notes for performing this to install Windows 7 on a Toshiba R100, which has no DVD drive nor the ability to boot from USB.  These notes apply ONLY to Server 2008 R2, I believe some extra steps are required for 2008 R1 (which I haven’t tried, sorry)

1. Install WDS on a machine that is NOT hosting  DHCP server.  I used the DHCP on my router, which worked fine.
2. Download and install Windows Automated Install Toolkit (Windows AIK) ISO
3. Create a WinPE image using “copype x86 <dir>” for 32-bit, or “copype x64 <dir>” for 64-bit
4. Install the resulting boot image in the WDS install.
5. Boot your target machine, ensuring that it’s set to boot from PXE
6. Should now boot in to Windows PE – from here you can map a drive to a copy of the Windows 7 ISO/DVD, shared on another machine:
   net use Y: \\machine\share
7. CD to the Y: drive and run setup.exe

Group by date LINQ example

 var q = from t in _Trades
         let dt = t.TradeTime
         group t by new DateTime(dt.Year, dt.Month, dt.Day) into g
         select g;

         var dictionary = q.ToDictionary(result => result.Key, result => result.ToList());
			

Reflection snippet:

Type t = Type.GetType(kid.Attributes["type"].Value);
...
object o = t.Assembly.CreateInstance(t.FullName);