by Laxmikant Chitare | Feb 18, 2024 | Article
As I mentioned in Understanding Value at Risk (VaR), prerequisite for computing VaR is to have data points. It could be theoretical value or theoretical profit or loss of the portfolio over a certain period. Problem with this historical data is that, it may not...
by Laxmikant Chitare | Jan 3, 2024 | Article
Broadly, you can segregate your tests into function/integration testing and unit testing. Functional testing can he achieved using Arena Test Framework and for unit testing you can either choose the built-in unittest library or any third party library. I have used...
by Laxmikant Chitare | Apr 1, 2023 | Article
It was probably during 2010-2011 that I was first introduced to this technology. Coming from object-oriented programming background initially I found it difficult to grasp the detail, but I could imagine what wonders this technology can do. If you are coming from pure...
by Laxmikant Chitare | Mar 1, 2023 | Article
FIS Front Arena is a front-to-back cross asset trading platform and thus it supports all the fundamental activities necessary to manage the life cycle of a trade. In this article, I will give a glimpse of the activities involved. This article is going to be very...
