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LMAX Group blog - FX industry thought leadership

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  • leading zeros – builtins and FFSL

    I took the time to start using Mike’s HDR histogram port to C the other day. It was pretty painless to use, once I’d overcome a couple of initial problems. One of which is that the C compiler I have on CentOS 6.4 was too old. So I came up with a workar…

  • Variance expression in tell don’t ask programs

    This time we’re going to explore how tell don’t ask (TDA) programs
    express variance, and hopefully come across an interesting corollary
    of our TDA definition.

    We’ll consider two ubiquitous operations: getting and storing a value

  • Daily FX Market Commentary

    Good morning,   LMAX Close USDJPY 102.259 | EURUSD 1.38261 | EURJPY 141.384 | AUDUSD 0.91658 | NZDUSD 0.85734 | USDCAD 1.11662 | EURCHF 1.22042 | USDCHF 0.8827 | GBPUSD 1.6530 | EURGBP 0.83638 |   Interbank Ranges as of 6am London time Highs    Lows USD/JPY               102.40 | 102.25 EUR/USD             1.38275 | 1.3805 EUR/JPY               141.50 […]

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