Powers Unfiltered

In his most recent Dr. Dobb’s article, Matt Davey has some good commentary on Parallel Extensions to the .NET Framework, including PLINQ — as well as some very practical ideas about how developers can work with LINQ and the Digipede Network to build high-performance grid applications in .NET today.

Matt illustrates his ideas with some sample code that can “price trades in parallel on a Digipede grid,” with the results returned directly to his client LINQ application — simple, elegant, and very useful.

Matt has many more ideas for financial developers — his blog, Tales from a Trading Desk, is a must-read.

Never one to leave well enough alone, my colleague Dan Ciruli’s recent commentary on Matt’s workmentions Digipede’s concurrency patterns for taking advantage of multi-core processors. We’ll have lots more on that shortly.