Tenerife Skunkworks

My Cisco troubles

The Chicago Mercantile Exchange (CME) distributes market data using GRE, a proprietary Cisco protocol. I bought a brand-new Cisco 877W router with IOS 12.4 but I can't for the life of me do "ip pim sparse-mode"!

I did do "ip multicast-routing" but the pim option is still not available.

Help!

Update:

While we are at it, does anyone know how to enable Apple Bonjour (mDNS) support in a Cisco router? I lost file sharing, printer discovery, etc.

Competent Crew

001-IMGP1492
Originally uploaded by joelr1

We spent a week out on a Hanse 400e, sailing from Tenerife to San Sebastian in La Gomera, to Valle el Gran Rey and back to Tenerife. We are officially RYA Competent Crew now!

It was quite windy and with the acceleration zone between the islands we had gusts of Force 9 winds on our way to La Gomera. Things calmed down quite a bit later in the week.

Cross-platform bytecode anyone?

Suppose I want to generate bytecode or executable code on Mac OSX or Linux and run it on Windows. Assume that I want to do that in a web application and that I only target x86.

What are my options?

The perils of benchmarking q

Suppose we had a list of 10000000 phone numbers and wanted to take just the first 8 digits of each.

q/kdb are now available to all!

Personal 32-bit licenses of q/kdb are now free and available to all. Enjoy!

Update:

No official support is available for the "personal" version of q/kdb but I created this Google Group for the rest of us. Feel free to join and post your questions!

Hacking the Unified Buffer Cache (UBC)

What is the Unified Buffer Cache on Mac OSX and how do you tune it?

Erlang FFI - Introduction

The foreign function interface (FFI) of a language is a mechanism for calling libraries in functions written, usually, in the C language. Erlang, by design, has one of the most awkward approaches to interfacing with C. This mechanism has been in place for over 10 years now and the Erlang team is in no rush to make significant changes.

K/Q vs C++, Fortran, Mathematica, MATLAB and R

The original problem is to invert a huge matrix, applying some calculations in the process. Q and K are made for this type of work.

Compare this solution:

q)\t inv .5 xexp abs i-/:i:til 1000
3173

to a couple of pages of C++ code.

The timing above (~3 seconds) makes the Q code roughly 4 times as fast as C++ and about 3 times as fast as Fortran. Solutions in R and MATLAB are short but slow.

Erlang for the win!

Yes, I'm not going to write the Erlang book. No, you will not miss much. I did not give up on Erlang. I thik Erlang will be an important part of my future trading infrastructure, just not the part that deals with trading algorithms.

Need help with MS SQL Server 2005

I have a huge MS SQL Server 2005 database that I need to take apart and analyze on the Mac. I need to export the database schema (tables, stored procs, foreign keys, etc.) and then export each table into a CSV file of its own.

Does anyone have a script to automate the above?

Thanks, Joel