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Re: Hi speed trading - hi speed monitoring
From: George Herbert <george.herbert () gmail com>
Date: Thu, 16 Feb 2012 15:38:38 -0800

On Thu, Feb 16, 2012 at 12:59 PM, Jason Chambers <jchambers () 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 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.


Some complementary information I read a few weeks ago:

http://www.homelandsecuritynewswire.com/critical-cyber-vulnerabilities-found-financial-system

http://www.cpacket.com/latency

http://www.cpacket.com/download/Introduction%20to%20Network%20Latency%20Engineering.pdf

Regards,

--Jason

This all is very familiar to anyone who's looked at ethernet (or other
networks) for real-time control purposes, such as flight control of
aircraft or rockets or for autos or other ground vehicles.

Though the finance people are pushing it a lot more than the rocket
and aircraft control people I know...  I guess markets crash faster
than rockets!


-- 
-george william herbert
george.herbert () gmail com


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