- Original Message -
From: Paul Graydon p...@paulgraydon.co.uk
Anecdotally, I had an interview years ago for a small-ish futures
trading company based in London. The interviewer had to pause the
interview part way through whilst he investigated a 10ms latency spike
that the traders
On Fri, Feb 17, 2012 at 10:30:33AM -0500, Jay Ashworth wrote:
- Original Message -
From: Paul Graydon p...@paulgraydon.co.uk
Anecdotally, I had an interview years ago for a small-ish futures
trading company based in London. The interviewer had to pause the
interview part way
On Feb 17, 2012, at 10:30 AM, Jay Ashworth j...@baylink.com wrote:
- Original Message -
From: Paul Graydon p...@paulgraydon.co.uk
Anecdotally, I had an interview years ago for a small-ish futures
trading company based in London. The interviewer had to pause the
interview part way
- Original Message -
From: Valdis Kletnieks valdis.kletni...@vt.edu
On Fri, 17 Feb 2012 13:01:36 EST, Rodrick Brown said:
Trades today in the equity markets must be within the national best
bid, best
offer price range or companies can be fined by the SEC which is why
latency
In a message written on Fri, Feb 17, 2012 at 01:36:35PM -0500,
valdis.kletni...@vt.edu wrote:
Am I the only one who thinks that if network jitter can make you fall outside
the acceptable price window, maybe, just maybe, the market is just too damned
volatile for its own good?
I've had an
Bicknell [mailto:bickn...@ufp.org]
Sent: Friday, February 17, 2012 10:54 AM
To: NANOG
Subject: Re: Hi speed trading - hi speed monitoring
In a message written on Fri, Feb 17, 2012 at 01:36:35PM -0500,
valdis.kletni...@vt.edu wrote:
Am I the only one who thinks that if network jitter can make you fall
:54 AM
To: NANOG
Subject: Re: Hi speed trading - hi speed monitoring
In a message written on Fri, Feb 17, 2012 at 01:36:35PM -0500,
valdis.kletni...@vt.edu wrote:
Am I the only one who thinks that if network jitter can make you fall
outside the acceptable price window, maybe, just maybe
where the incentives are that drive the observed behavior.
Kiriki Delany
-Original Message-
From: Leo Bicknell [mailto:bickn...@ufp.org]
Sent: Friday, February 17, 2012 10:54 AM
To: NANOG
Subject: Re: Hi speed trading - hi speed monitoring
In a message written on Fri, Feb 17
- Original Message -
From: Craig cvulja...@gmail.com
But also you have to consider, there are a large degree of shorter term
players, who are in/out of the market and play both sides, these do have
real-time data feeds, and do care about latency. Some shops go as far as to
only use a
Nanosecond Trading Could Make Markets Go Haywire
http://www.wired.com/wiredscience/2012/02/high-speed-trading/
Below the 950-millisecond level, where computerized trading occurs so
quickly that human traders can't even react, no fewer than 18,520 crashes
and spikes occurred.
Anyone who has
On Feb 16, 2012, at 8:03 AM, Hank Nussbacher h...@efes.iucc.ac.il wrote:
Nanosecond Trading Could Make Markets Go Haywire
http://www.wired.com/wiredscience/2012/02/high-speed-trading/
Below the 950-millisecond level, where computerized trading occurs so
quickly that human traders can't
On Thu, 16 Feb 2012, Hank Nussbacher wrote:
Nanosecond Trading Could Make Markets Go Haywire
http://www.wired.com/wiredscience/2012/02/high-speed-trading/
Below the 950-millisecond level, where computerized trading occurs so
quickly that human traders can't even react, no fewer than 18,520
At 13:49 16/02/2012 +, Jethro R Binks wrote:
On Thu, 16 Feb 2012, Hank Nussbacher wrote:
Nanosecond Trading Could Make Markets Go Haywire
http://www.wired.com/wiredscience/2012/02/high-speed-trading/
Below the 950-millisecond level, where computerized trading occurs so
quickly that
On Thu, Feb 16, 2012 at 03:03:55PM +0200, Hank Nussbacher wrote:
Anyone who has managed a network knows that when you look at your
MRTG/Cacti graphs at 5min, 10min ,15min intervals - all looks well.
Start looking at 1sec intervals and you will see spikes that hit
100% of capacity - even on
On 2/16/12 5:03 AM, Hank Nussbacher wrote:
Nanosecond Trading Could Make Markets Go Haywire
http://www.wired.com/wiredscience/2012/02/high-speed-trading/
Below the 950-millisecond level, where computerized trading occurs so
quickly that human traders can't even react, no fewer than 18,520
On Thu, Feb 16, 2012 at 12:59 PM, Jason Chambers jchamb...@ucla.edu wrote:
On 2/16/12 5:03 AM, Hank Nussbacher wrote:
Nanosecond Trading Could Make Markets Go Haywire
http://www.wired.com/wiredscience/2012/02/high-speed-trading/
Below the 950-millisecond level, where computerized trading
On 2/16/12 05:03 , Hank Nussbacher wrote:
Nanosecond Trading Could Make Markets Go Haywire
http://www.wired.com/wiredscience/2012/02/high-speed-trading/
Below the 950-millisecond level, where computerized trading occurs so
quickly that human traders can't even react, no fewer than 18,520
On 2/16/2012 3:03 AM, Hank Nussbacher wrote:
Nanosecond Trading Could Make Markets Go Haywire
http://www.wired.com/wiredscience/2012/02/high-speed-trading/
Below the 950-millisecond level, where computerized trading occurs so
quickly that human traders can't even react, no fewer than 18,520
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