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		<title>Linq to Financial Markets : Optimizing Provider to Real-Time Quotes, Analytics, and Silverlight-WPF Visualization</title>
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		<comments>http://team.pushbomb.com/2008/09/18/linq-to-financial-markets-optimizing-provider-to-real-time-quotes-analytics-and-silverlight-wpf-visualization/#comments</comments>
		<pubDate>Thu, 18 Sep 2008 15:36:20 +0000</pubDate>
		<dc:creator>Damon Wilder Carr</dc:creator>
				<category><![CDATA[C# 3.0 Enhancements]]></category>
		<category><![CDATA[C# 3.0 for Internal DSL]]></category>
		<category><![CDATA[Financial Services]]></category>
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		<description><![CDATA[The Linq to Financial Markets provider An easier way to consume, visualize, understand and quantify just about any information you can imagine from the world of global financial services. Real-Time stock quotes to Complex Analytics of Multi-Asset Class Portfolios  Monte-Carlo simulation with Optional Quantitative Add-Ins Efficient frontier Optimization based on Constraints you Set User defined heuristics from strategic rebalancing to day-trading<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=team.pushbomb.com&blog=2366446&post=727&subd=dcarr&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<h3><a href="http://en.wikipedia.org/wiki/Language_Integrated_Query" target="_blank"><strong>Linq</strong></a><strong> to Financial Markets</strong></h3>
<p>An easier way to consume, visualize, understand and quantify just about any information you can imagine from the world of global financial services.</p>
<ul>
<li>Delayed Quotes to Real-Time Portfolio Analytics</li>
<li>Simulation Engine with Strategy Add-Ins (Monte-Carlo, etc)</li>
<li>Efficient Frontier Optimization : N-Dimension Constraint Option</li>
<li>User defined heuristics from strategic rebalancing to day-trading</li>
</ul>
<p><em></em></p>
<p>Thanks to <a href="http://msdn.microsoft.com/en-us/netframework/aa904594.aspx">Microsoft&#8217;s Linq technology (introduced in the .NET 3.5 platform)</a>, the code in the image is real. It&#8217;s<a href="http://blogs.msdn.com/charlie/archive/2008/06/16/cut-development-time-use-linq.aspx"> well established that by making things easier and more &#8216;declarative&#8217; overall productivity goes up</a>.</p>
<p><a href="http://www.xignite.com/"><img class="alignnone size-full wp-image-748" style="display:inline;margin:10px 0 10px 20px;" src="http://dcarr.files.wordpress.com/2008/08/xignite_logo_anim.gif?w=336&#038;h=80" alt="" width="336" height="80" align="right" /></a></p>
<blockquote>
<p align="right"><span style="font-size:x-small;">Quality improves and most importantly bandwidth increases significantly in focusing on ‘what is important’ not ‘what is tedious’.</span></p>
</blockquote>
<p><em>In the case above we get the items in our portfolio now priced (using a real-time feed) below their 90 day moving average. You can &#8216;inject&#8217; added information as we do above for history. Another option would be to inject some &#8216;predictive&#8217; numbers using a simulation technique.</em></p>
<p><em></em></p>
<p><a href="http://blogs.msdn.com/charlie/archive/2008/02/28/link-to-everything-a-list-of-linq-providers.aspx">There are many Linq providers</a>, however most are &#8216;technology focused&#8217; such as dealing with protocols or platform APIs. We have always been the most interested in solving the harder problems driven from the business perspective. Although there are many technologies involved here, the larger difficulty is making it available in whatever way you would like to see it, across a broad set of dimensions well beyond any technology constraint.</p>
<p>We support more then just &#8216;detail&#8217; information, You can use aggregate style commands (say you want to to get you assets for a pie chart that displays asset class holdings in percent).</p>
<p>If you then wanted to drill-down, you could use the same asset class information in a &#8216;where&#8217; clause to limit the detail to just what you own in that class. But moving well beyond &#8216;SQL&#8217; type logic, you can set up monitoring alerts that take action if/when a trigger is met.</p>
<p>The key is the same simple syntax is used for all data providers across all levels of information, including full-text scans and a new feature we&#8217;re working on now for a future release incorporating an even easier natural language syntax.</p>
<p>This platform is not a fundamentally new way to calculate or retrieve this information. We&#8217;ve had access to many frameworks, API&#8217;s, data providers, etc. for a long time now.<img class="alignright size-full wp-image-700" style="display:inline;margin:15px 0 10px 35px;" src="http://dcarr.files.wordpress.com/2008/08/techsmithwor5c.png?w=238&#038;h=131" alt="" width="238" height="131" align="right" /></p>
<p>What this Linq provider does however, it change the dynamics of complexity, time to market, assumed costs in maintenance and testing, and much more. This offering&#8217;s goal is to make problems in this domain become utterly trivial. Our goal is to empower your team to make trivial what was previously arduous.</p>
<p>You&#8217;re about to &#8216;declare&#8217; what you want, rather then describe each step in the process. If your thinking it looks a lot like &#8216;SQL&#8217; you&#8217;re 100% correct. However SQL could never achieve what Linq provides.</p>
<blockquote>
<p style="text-align:center;"> </p>
</blockquote>
<h5>Due to the nature of the access to this information, we are still working out the details for the open-source version we plan to offer soon. The world of the owners of this data has not caught up to the philosophy we have for transparency and shared value. <a href="mailto:damon@domaindotnet.com">Send us an email for updates </a>or simply register with us. Also if your in the industry and have an interest we are looking for innovative early adopters. Also, we&#8217;ll be posting on many of the challenges we faced and a few innovative solutions we applied to the emerging and highly strategic domain of intelligent Linq Parser development.</h5>
<h3>Links</h3>
<ul>
<li><a title="http://msdn.microsoft.com/netframework/future/linq/" rel="nofollow" href="http://msdn.microsoft.com/netframework/future/linq/"><span style="color:#ffffff;">Official Microsoft LINQ Project</span></a></li>
<li><a class="external text" title="http://msdn2.microsoft.com/en-us/vcsharp/aa336746.aspx" rel="nofollow" href="http://msdn2.microsoft.com/en-us/vcsharp/aa336746.aspx"><span style="color:#ffffff;">101 C# LINQ Samples</span></a></li>
<li><a class="external text" title="http://msdn2.microsoft.com/en-us/vbasic/bb688088.aspx" rel="nofollow" href="http://msdn2.microsoft.com/en-us/vbasic/bb688088.aspx"><span style="color:#ffffff;">101 Visual Basic LINQ Samples</span></a></li>
<li><a class="external text" title="http://msdn2.microsoft.com/en-us/library/bb387098.aspx" rel="nofollow" href="http://msdn2.microsoft.com/en-us/library/bb387098.aspx"><span style="color:#ffffff;">LINQ to XML Documentation</span></a></li>
<li><a class="external text" title="http://forums.microsoft.com/msdn/showforum.aspx?forumid=123&amp;siteid=1" rel="nofollow" href="http://forums.microsoft.com/msdn/showforum.aspx?forumid=123&amp;siteid=1"><span style="color:#ffffff;">Microsoft LINQ forum</span></a></li>
<li><a class="external text" title="http://www.netfxguide.com/guide/linq.aspx" rel="nofollow" href="http://www.netfxguide.com/guide/linq.aspx"><span style="color:#ffffff;">LINQ page on NetFXGuide.com</span></a></li>
<li><a class="external text" title="http://www.hookedonlinq.com/" rel="nofollow" href="http://www.hookedonlinq.com/"><span style="color:#ffffff;">LINQ wiki</span></a></li>
<li><a class="external text" title="http://blogs.msdn.com/charlie/archive/2008/02/17/linq-books.aspx" rel="nofollow" href="http://blogs.msdn.com/charlie/archive/2008/02/17/linq-books.aspx"><span style="color:#ffffff;">LINQ books</span></a></li>
<li><a class="external text" title="http://www.codeplex.com/clinq" rel="nofollow" href="http://www.codeplex.com/clinq"><span style="color:#ffffff;">Continuous LINQ</span></a></li>
<li><a class="external text" title="http://www.codeplex.com/LINQtoSharePoint" rel="nofollow" href="http://www.codeplex.com/LINQtoSharePoint"><span style="color:#ffffff;">LINQ To Sharepoint</span></a></li>
<li><a class="external text" title="http://www.codeplex.com/LINQtoAD" rel="nofollow" href="http://www.codeplex.com/LINQtoAD"><span style="color:#ffffff;">LINQ To Active Directory</span></a></li>
<li><a class="external text" title="http://www.linqhelp.com/" rel="nofollow" href="http://www.linqhelp.com/"><span style="color:#ffffff;">Linq Tutorials and Active Articles</span></a></li>
<li><a class="external text" title="http://reddevnews.com/features/article.aspx?editorialsid=707" rel="nofollow" href="http://reddevnews.com/features/article.aspx?editorialsid=707"><span style="color:#ffffff;">Looking to LINQ &#8211; Will Microsoft&#8217;s Language Integrated Query transform programmatic data access?</span></a></li>
<li><a class="external text" title="http://www.codeplex.com/obtics" rel="nofollow" href="http://www.codeplex.com/obtics"><span style="color:#ffffff;">Obtics (Observable Object LINQ)</span></a></li>
<li><a class="external text" title="http://www.nstrument.net/Products/SnmpLibrary/tabid/70/Default.aspx" rel="nofollow" href="http://www.nstrument.net/Products/SnmpLibrary/tabid/70/Default.aspx"><span style="color:#ffffff;">LINQ to SNMP</span></a></li>
<li><a class="external text" title="http://www.onedotnetway.com/different-ways-of-retrieving-data-from-collections/" rel="nofollow" href="http://www.onedotnetway.com/different-ways-of-retrieving-data-from-collections/"><span style="color:#ffffff;">Different Ways Of Retrieving Data From Collections</span></a></li>
<li><a class="external text" title="http://blog.linqexchange.com" rel="nofollow" href="http://blog.linqexchange.com"><span style="color:#ffffff;">LINQ Exchange &#8211; Learn LINQ and Lambda Expressions</span></a></li>
</ul>
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