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 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.herb...@gmail.com
