mailing list archives
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
"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:
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
-george william herbert
george.herbert () gmail com