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Hi speed trading - hi speed monitoring
From: Hank Nussbacher <hank () efes iucc ac il>
Date: Thu, 16 Feb 2012 15:03:55 +0200
Nanosecond Trading Could Make Markets Go Haywire
"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 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 networks running at 25% average utilization.
I guess trading and networking do have many unseen similarities.
- Hi speed trading - hi speed monitoring Hank Nussbacher (Feb 16)