Questions...

1. what's newline character in sed?

- eg, sed 's/\n/,/' is not working; instead, I use tr to accomplish what I want to do.

Beta

corr(A, B) = Cov(A,B)/Vol(A)Vol(B)

var(A) = Vol(A) sqrt

Beta(A,B) = Cov(A,B)/var(B)

sed in Linux

1- say for example, in Shell programming, you want to append some variable at the string end, this wont work - sed 's/$/$temp/'

what we can do is use two sed's - sed -e 's/$/dummy/' | sed "/dummy/$temp/".

Revolutionary Road

A sad story...

Kate and Leo are just the best pair! They made it so much more perfect!

Everyone wants out.

Everyone wants in.

Everyone wants to want.

To want nothing is to have everything!

This movie made my honey and me cry, especially we watched it together when we're suffering bad things! There's a moment in the life of any human be that we stop and ask ourself if we're in the right road, with right person. Insatisfaction???!!! We got it from this one - Revolutionary Road.

FIX Learning Notes (3)

1. interesting to know that we don't support msg with OrdStatus = New (we only care about executions, not orders)... Apparently this only applies to us, not part of FIX protocol.

2. OrdStatus, ExecType, ExecTransType

Perl Points

1- single quotes & double quotes:

single quotation doesn't interpret, while double quotation does.

一些宏观层面上的经济学原理

1、各大中央银行已经说得清清楚楚：他们就是要尽可能增加货币供应，促成纸币贬值，帮助负债者。

-- for this point, there's no need to talk about China (we have plenty of Chinese newspapers on it). Just look at today's Bloomberg post on Japan - BOJ to Provide 10 Trillion Yen in Emergency Credit. The Bank of Japan said it’s ready to pump more money into the financial system after unveiling a 10 trillion yen ($115 billion) program to help an economy battered by falling prices and the yen’s surge to a 14-year high. Yen is gaining against USD in the past six months, once peaked at almost 84...

FIX Learning Notes (2)

1. Symbol - Tag 55

ticker symbol

2. SecurityType - Tag 167

sample values: CS, FUT, OPT, WAR etc

3. IDSource - Tag 22 (symbol type)

sample values: 1-cusip, 2-sedol, 3-quik, 4-isin, 5-RIC, 8-exchange symbol etc

4. some other config's

RIC Futures & Options Name Convention

1. Reuters monthly codes for futures

my %futureCode = (

"01" => "F",

"02" => "G",

"03" => "H",

"04" => "J",

"05" => "K",

"06" => "M",

"07" => "N",

"08" => "Q",

"09" => "U",

"10" => "V",

"11" => "X",

"12" => "Z",

);

2. Reuters monthly codes for options

my %optionCode = (

P => { # codes for put option

"01" => "M",

"02" => "N",

"03" => "O",

"04" => "P",

"05" => "Q",

"06" => "R",

"07" => "S",

"08" => "T",

"09" => "U",

"10" => "V",

"11" => "W",

"12" => "X",

},

C => { # call option

"01" => "A",

"02" => "B",

"03" => "C",

"04" => "D",

"05" => "E",

"06" => "F",

"07" => "G",

"08" => "H",

"09" => "I",

"10" => "J",

"11" => "K",

"12" => "L",

},

);

3. for Options -- market symbol = security root + strike + option code shown above + expiry year (only one digit)

4. for futures -- market symbol = security root + future code shown above + expiry year (only one digit)

5. examples,

RIO2300X9.L - RIO.L O 20091218 2300.00 AP (RIO.L 2300 Put 20091218)

CBRY800L9.L - CBRY.L O 20091218 800.00 AC

awk & nawk

1. nawk -F'\t' '$4==1 {print $5"\t"$1"\t"$2"\t"$3"\tYes"}; $4==0 {print $5"\t"$1"\t"$2"\t"$3"\tNO"}' xxxxx

2. grep xxxx XXXX | awk '$2 == 1 { ++total }; END {print "total = ", total} '