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Re: raging bulls
From: Michael Loftis <mloftis () wgops com>
Date: Wed, 8 Aug 2012 08:56:23 -0600

On Wed, Aug 8, 2012 at 8:08 AM, Brett Frankenberger <rbf+nanog () panix com> wrote:

Even if you execute the trades based on a GPS timestamp (I'm ignoring
all the logistics of preventing cheating here), it doesn't matter,
because the computer that got the information first will make the
trading decision first.

     -- Brett

Such a system would be pretty complicated because it would also have
to prevent intentional 'backdating' of trades as well.  Then you've
got the market data itself (as just mentioned) -- getting the
information first is a big part of the latency problem for the quants.


"Genius might be described as a supreme capacity for getting its possessors
into trouble of all kinds."
-- Samuel Butler

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