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Richard Tibbetts, CTO at StreamBase Systems
Richard Tibbetts is Chief Technology Officer at StreamBase Systems,
where he has discovered a way to develop new programming languages
that people will actually pay to use. Prior to StreamBase Richard
researched networking, databases, and software engineering at MIT.
When he is not developing high frequency trading applications, Richard
blogs at http://innocuous.org.
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Presentation: "Complex Event Processing: DSL for High Frequency Trading"
Time:
Wednesday 15:35 - 16:35
Location:
Westminster Suite, Fourth Floor
Abstract:
Domain specific languages (DSLs) are well known to make programs more
concise and easier to understand. But popular perception of DSLs is
that they are not appropriate for situations where performance is at a
premium, as in front office trading applications. We demonstrate that
Complex Event Processing (CEP) DSLs are suitable for FX, Equities and
Derivatives pricing, trading, and dealing applications, both in
expressiveness and performance. The talk will cover implementation
techniques for a high performance compiled DSL for event processing
executing on a safe runtime (JVM) and some of the tradeoffs in
language design to enable static analysis.
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