Wednesday, June 13, 2007

HPC in Finance: Real World Story

  arc Jacobs is the smartest guy whose blog you're not reading (unless, of course, you are).

He's one of those classics-majors-turned-IT-superstars who has an incredibly rare combination of talents that allows him to dive in and understand deep technical problems, then explain it in such a way that makes you feel like you're reading a Delillo novel. I know many people who can boil a problem down so even the layperson can understand it--Marc goes way beyond that. He turns a technical hurdle into a piece of prose that you want to enjoy like you would a work of fiction.

Until recently, he developed distributed trade generation and portfolio optimization systems for an enormous hedge fund; now, he's at Lab49 and is also writing a book about developing distributed applications.

This guy knows distributed applications.

He began blogging here not long ago (I'm sure his readership is already killing mine), but he recently started a series of posts that any of my readers will find compelling: High-Performance Computing in Finance: A Customer’s Perspective. He's breaking it up into 7 parts, and he's already published parts 1, 2, and 3.

Check it out.

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