About

This blog focuses on technical issues in C# (.Net), TypeScript, JavaScript and other languages that interest me.  There are some articles on architecture and leading projects at large financial institutions.  I also write occasionally about derivatives and derivatives pricing.  The derivatives articles get by far the largest number of hits, mainly I think because there are far fewer people trying to write on the subject than there are on technology.

For many years I worked as a developer and team lead in the investment banking divisions of large banks, both in London and New York.  My professional focus has always been user interface development, mainly in C# (WPF and WinForms), but also in VBA in Excel.  Since everything that can be written in JavaScript will be written in JavaScript I’ve recently done some work in that language, and in its big brother, TypeScript.

I have more years of experience than I care to remember working on trading systems, in FX options and equity derivatives as well as fixed income, credit derivatives and other credit products. I have been working professionally with .Net since 2002.  I have to say I have enjoyed building trading systems immensely.  It’s a great job.  I am, however, currently, happily, unemployed.

38 thoughts on “About

  1. Dear Newman,
    Great work!
    I too asked yesterday in my company to produce the report of how many lines of code are there in two big .net projects.

    Your project solved my task within a minute.

    Thank you so much
    Kishor

  2. Hi Richard,
    Really enjoying your articles and has been great start in order to get my head around this maze of concepts that is CAB. Am sure it will be worth it in the end but I am finding it hard to grasp all the ideas and put into practice. I wondered if you had an article, or any thoughts about, the use of State in order to maintain state? Is this still being used in the currect version of CAB?

    Regards
    Stephen

  3. Hi Rich,
    my compliments for the great work done in the 15 articles on CAB/SCSF.
    Also if they are not going too deep in details on CAB/SCSF I can tell you that I learned and understood CAB/SCSF concepts and the way they work reading your 15 articles much better than after reading an entire book such as David S. Platt’s “Programming Microsoft CAB and SCSF”.
    I’m looking forward to see Part 16 and possible following chapters.

    Regards
    Walter

  4. Hi Rich

    Your articles about CAB are great, I have studied microsoft docs about CAB , but understand it when I read your articles.

    Best Regards
    Reza Rahmati

  5. Hi Rich,

    I’m in the process of learning SCSF and I’ve found your articles to be great and very informative. I’m trying to push for it at work as it would make sense to have a common architecture rather than crafting something similar in-house, in this day and age you should have to start messing about with SetParent ;-). I’ve found it a very large learning curve and your articles have been very informative, more so than reading Platts book (which has a lot of white space). Are there any courses that you would recommend as we’ve got about 10 developers who will need to learn SCSF and my knowledge is still very new and possibly not right! Are you looking for a contract at a Investment house in the City (London)? 😉

    Great stuff.

    Cheers

    Steve

  6. Rich,

    I just wanted to say thanks for putting together the great articles on CAB and SCSF. I’ve been working with CAB since early 2006 and this past summer moved over from Canada to work in the Wharf. I’ve had to ramp up several team members in CAB over time and your articles provide an excellent start. Most recently I’ve been working closely with Kent Boogaart on WPF based CAB implementations — the three of us should get together for lunch someday if you’re just next door.

    Keep up the great work,

    Syd.

  7. Rich

    I’ve enjoyed reading your articles. Many thanks.

    Rich/Syd.

    My last 2 .NET contracts have been with retail banks and I’m looking to make the switch to investment banking. It seems like a tough cookie to crack as most roles typically require investment bank experience already. But how do you get that if you can’t get in?

    Any advice you could give on ‘breaking-in’ would be much appreciated?

    regards

  8. Hi,
    Thanks a lot for all your articles. I love reading them especially the one on SCSF/Cab and on FPML.

    Great work !!

  9. Rich, I was wondering if you could help me with something a little more advanced. I can get Excel calling C# libraries fine and displaying forms etc but cannot seem to find a way of getting the interaction 2-way in certain circumstances. I want to display a WinForm from Excel (this is fine), have the user select some settings etc and submit, the form then calls a web service which returns it data, then the form pass the data back to Excel. It’s this last bit I cannot work out. I thought of maybe using Events, passing a reference to Excel into the library etc but cannot get anything working. I could make the form modal and examine the calling class for a HasData setting but this modal operation is not ideal. Any ideas?

    Thanks

    Mark.

  10. Hi,
    Thanks you so much for your “A Beginner’s Guide to calling a .NET Library from Excel” tutorial. It shows the clear way of calling NET library from
    Excel. But I get the runtime error when i run.
    “Run-time error ’91’:
    Object variable or With block variable not set”
    How can I correct that.Please help me. Thanks you so much.

  11. Hi Rich,

    i wonder if you could help me with a “serious” problem regarding CAB/Commands that i have in our Smartclient project(s)!
    Its about the disposing of CommandAdapter instances that are created for me and should be disposed when the workitem is terminated.
    This works fine as long as there is no CommandHandler for this command in a parent workitem…
    Please send me an eMail if you are willing to help me, so i would describe my problem in more depth when i know that you are available for this 😉

    Thx so much.

    Regards, Robert

  12. Dear Rich,

    I wonder if I could ask you a low-level question. It is about the meaning of the first and second derivative as understood in “financial engineering”. In Calculus, the first derviative is the rate of change, while the secod deriviative is the rate of change of the rate of change. In physics, the first derivative is speed or velocity, while the second derivative is acceleration or change in the rate of velocity.

    What are their equivalents in your field?

    Thanks for whatever help you can provide.

    larry

  13. Hi Rich

    Not only have you helped with me with exception handling but you have a whole series on SCSF, another area I am stuggling with.

    I’m working on a (sort of) basic trading system. Steep learning curve … no … it’s vertical !!!

    Geoff

  14. Hi Rich, Good to see you back blogging again – where’ve you been?

    I regularly checked in to see if you’d added to your excellent CAB series and had almost given up hope!

  15. it seems that this year you have written less articles than last year. I hope you don’t mind sharing your knowledge either computer knowledge or any knowledge that you have such as derivatives theory, etc. I am fan of your blog.

  16. Rich, thank you for this resource. Your discussion of FpML was invaluable for me. Only then I found that we work for the same company.

    Cheers,
    Avi

  17. Hi Rich,

    Is there an email address that I can contact you on. I had a few questions to ask of you in Banking.

    Thank you for your time.
    Raj

  18. Rich: I would like to re-print your “Beginners Guide to Credit-Default Swaps” for a free educational program a professional insurance society, of which I’m a member, is putting on.

    Would you e-mail me with your contact info so I can give you more of the details?

    Thank you.

  19. Hi rich,

    we have a project which is developed based on SCSF. But it looks like SCSF was not used properly in the project which is resulting in unstable application. The company is planning to revamp all the modules of application and wanted to get time estimate from us. There are around 14 modules in the application and all of them are developed using SCSF. Can you please let me know what factors do I need to consider when giving estimates. I haven’t done any prototype on SCSF and I am kind of struggling giving estimate. Can you please give me some pointers on how to arrive at estimate. I am sue that if the project implements SCSF in proper fashion it will fix lot of errors. Appreciate your help.

    Thanks and Regards,
    .net newbie

  20. .net newbie

    The CAB/SCSF itself isn’t going to make your application unstable. However, because all your modules run in the same process if any of them misbehave they can affect the performance of the entire application. For example, if any of them have unhandled exceptions on background threads at startup they will likely crash the application. I’ve actually been looking recently at the possibility of making Prism’s modules run in different processes, but that’s another story.

    This is the same as with any complex application. If parts of it are poorly written, or have poor exception handling, then the whole application can appear unstable.

    Unfortunately the only way you’re going to be able to make an estimate for addressing that is to look at the code in some detail, work out why the application is unstable, and come up with a plan to fix it. The alternative of course is just to rewrite the application from scratch from the original requirements, but usually that will take far longer than fixing the current application.

  21. Hi Rich, we’ve been running Smart Client Apps now for a few years and we’re looking to port them to Prism. Have you managed to do this successfully yet? I think no matter what we’re going to have to recompile our existing components to fit into the WPF world, even though the powers to be would rather not. Any direction would be appreciated. Also thanks for you excellent articles over the years.

  22. I saw your post regarding the new design you would like to come up with if you had to re-do your project all over again.
    I have a question about it, how would you render all applications inside one main(shell) window if they are separate processes or multiple app domains in the same process? do you plan to use win32 API and call something like SetParent??

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