As we approach the last weeks of the year, something to keep in mind for December’s seasonality. X axis is day of month, and Y axis is cumulative return of S&P500…

MDP stands for Market Data Protocol, and CME is on their third revision of it. In this latest revision, they decomissioned FAST encoding and replaced it with SBE, which stands for Simple Binary Encoding. Real…

Review The CAPM suggests that a firm’s expected excess return (Ri) above the risk-free rate (Rf) is simply a scaled version of the market portfolio (Rm) expected excess return. Risk-free rate can be…

What should be the first thing you do with a new linux installation? Make it more secure! They include: Disable root login from sshd Allow authentication only through pre-configured ssh keys. Install fail2ban sshd changes…

This guide is written to help others go through the process of configuring a system to connect to the Chicago Mercantile Exchange’s New Release environment over a self-hosted VPN connection. It’s…

Why is my server not receiving multicast traffic? Out of the box linux installations oftentimes enable so-called "reverse path" filtering. This essentially means that if the source ip of the udp packet is not routable…