Pink Iguana

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Pink Iguana is a place to present and review draft/research material in competitive floating point algorithms  and computation for financial quantitative programming. The Pink Iguana is a pink species of land iguana that Darwin overlooked in his visit to Galapagos. This blog takes the view that the fundamental problems in quantitative financial engineering are less like the “arrival of a Black Swan” and more like “missing a Pink Iguana.” It’s the unknown unknowns that are going to get you every time, even if you are Darwin.

Haters may say it is just another solipsistic Brechtian post-rock Business Math blog about Cash Registers, but we’re thinking it’s a blog about really exciting fast customized Cash Registers.  Topics will range from FX, Credit, Mortgage, Equity, and Rates cash and derivative trading, valuation, risk, and explanatories to numerical analysis, algorithms, complexity, financial quant analytics,  microprocessor architecture and silicon fabrication, optimizing compilers, networking, etc. etc. Ricky Bobby stuff for people who need to go fast covering financial computation from industrial strength throughput oriented floating point performance for portfolio P&L and Risk to twitchy raw latency performance for Electronic and Algorithmic Trading.

The gathering of wood pushers, hacks, and EQuad nerds known as E.L. Wisty, after the famous  park bench know it all, read the engineering spec sheets so you don’t have to.

E. L. WIsty


  1. E.L. Wisty says:

    Someone (maybe the NSA, good thinking) set up a blog obnoxiously similar to my old blog at

    copied almost everything I wrote and added their own weird stuff
    about electronic Interest Rate swaps trading, pfff. I don’t know who these blog hackers are but
    they seem pretty smart. They said my blog was redundant and infringed on their IP.

    So I just read that blog now. Is that wrong?

  2. M says:

    I just read that blog now, too, and as far as I know, ownership of nothing in my brain can be claimed by others…not that they’d want what I have…

  3. E.L. Wisty; you achieved world domination but the government’s still crawling up our pipes and listening in.

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