- Original Message -
> From: "Craig"
> But also you have to consider, there are a large degree of shorter term
> players, who are in/out of the market and play both sides, these do have
> real-time data feeds, and do care about latency. Some shops go as far as to
> only use a certain leng
want the solution.
Ask yourself where the incentives are that drive the observed behavior.
>
> Kiriki Delany
>
> -Original Message-
> From: Leo Bicknell [mailto:bickn...@ufp.org]
> Sent: Friday, February 17, 2012 10:54 AM
> To: NANOG
> Subject: Re: Hi speed trading -
lto:bickn...@ufp.org]
> Sent: Friday, February 17, 2012 10:54 AM
> To: NANOG
> Subject: Re: Hi speed trading - hi speed monitoring
>
> In a message written on Fri, Feb 17, 2012 at 01:36:35PM -0500,
> valdis.kletni...@vt.edu wrote:
> > Am I the only one who thinks that if net
From: Leo Bicknell [mailto:bickn...@ufp.org]
Sent: Friday, February 17, 2012 10:54 AM
To: NANOG
Subject: Re: Hi speed trading - hi speed monitoring
In a message written on Fri, Feb 17, 2012 at 01:36:35PM -0500,
valdis.kletni...@vt.edu wrote:
> Am I the only one who thinks that if network jitter can
On 02/17/2012 08:36 AM, valdis.kletni...@vt.edu wrote:
On Fri, 17 Feb 2012 13:01:36 EST, Rodrick Brown said:
Trades today in the equity markets must be within the national best bid, best
offer price range or companies can be fined by the SEC which is why latency
an jitter can be problematic in f
In a message written on Fri, Feb 17, 2012 at 01:36:35PM -0500,
valdis.kletni...@vt.edu wrote:
> Am I the only one who thinks that if network jitter can make you fall outside
> the acceptable price window, maybe, just maybe, the market is just too damned
> volatile for its own good?
I've had an i
- Original Message -
> From: "Valdis Kletnieks"
> On Fri, 17 Feb 2012 13:01:36 EST, Rodrick Brown said:
> > Trades today in the equity markets must be within the national best
> > bid, best
> > offer price range or companies can be fined by the SEC which is why
> > latency
> > an jitter c
On Fri, 17 Feb 2012 13:01:36 EST, Rodrick Brown said:
> Trades today in the equity markets must be within the national best bid, best
> offer price range or companies can be fined by the SEC which is why latency
> an jitter can be problematic in financial networks.
Am I the only one who thinks tha
On Feb 17, 2012, at 10:30 AM, Jay Ashworth wrote:
> - Original Message -
>> From: "Paul Graydon"
>
>> Anecdotally, I had an interview years ago for a small-ish futures
>> trading company based in London. The interviewer had to pause the
>> interview part way through whilst he investigat
On Fri, Feb 17, 2012 at 10:30:33AM -0500, Jay Ashworth wrote:
> - Original Message -
> > From: "Paul Graydon"
>
> > Anecdotally, I had an interview years ago for a small-ish futures
> > trading company based in London. The interviewer had to pause the
> > interview part way through whilst
- Original Message -
> From: "Paul Graydon"
> Anecdotally, I had an interview years ago for a small-ish futures
> trading company based in London. The interviewer had to pause the
> interview part way through whilst he investigated a 10ms latency spike
> that the traders were noticing on
On 2/16/2012 3:03 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
c
On 2/16/12 05:03 , 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 18,52
On Thu, Feb 16, 2012 at 12:59 PM, Jason Chambers 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
>>
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 18,5
On Thu, Feb 16, 2012 at 03:03:55PM +0200, Hank Nussbacher wrote:
> 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
At 13:49 16/02/2012 +, Jethro R Binks wrote:
On Thu, 16 Feb 2012, 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 tha
On Thu, 16 Feb 2012, 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 1
On Feb 16, 2012, at 8:03 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 few
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