What prevents someone to fake an earlier timestamp? Money can bend light, sure
can a few msec.
yi
-Original Message-
From: Naslund, Steve [mailto:snasl...@medline.com]
Sent: Wednesday, August 08, 2012 9:53 AM
To: nanog@nanog.org
Subject: RE: raging bulls
It seems to me that all the
http://www.ted.com/talks/kevin_slavin_how_algorithms_shape_our_world.html
One of my favourite nerd talks.
Although largely about trading algorithms it covers trading networks ...
Best wishes.
On Wed, 08 Aug 2012 09:08:27 -0500, Brett Frankenberger said:
> What it's about is allowing traders to arbitrage between markets. When
> product A is traded in, say, London, and product B is traded in New
> York, and their prices are correlated, you can make money if your
> program running in NY
veered off of networking
So yeah "I think" to answer your question.
Steve
-Original Message-
From: Andrew Sullivan [mailto:asulli...@dyn.com]
Sent: Wednesday, August 08, 2012 11:38 AM
To: nanog@nanog.org
Subject: the topic (was: raging bulls)
On Wed, Aug 08, 2012 at 11:10:
On Wed, Aug 08, 2012 at 11:10:41AM -0500, Naslund, Steve wrote:
> We are getting a bit off the NANOG subject
You think?
A
subject which would be the network
implications of this so I will curtail the general discussing of HFT.
Steve
-Original Message-
From: John Levine [mailto:jo...@iecc.com]
Sent: Wednesday, August 08, 2012 10:54 AM
To: nanog@nanog.org
Cc: Naslund, Steve
Subject: Re: raging bulls
>
>Here is another thought. Many people think that the rapid computer
>trading does not really add any value to the market in any case since
>there is no long term investment.
It clearly doesn't. A proposal that's been kicking around for a while
is to clear all trades once a second, so everyone ha
ed before when you needed a guy standing on the floor in order to
operate.
Steve
-Original Message-
From: Michael Loftis [mailto:mlof...@wgops.com]
Sent: Wednesday, August 08, 2012 9:56 AM
To: nanog@nanog.org
Subject: Re: raging bulls
On Wed, Aug 8, 2012 at 8:08 AM, Brett Frankenberg
the cards or you would not see the
high cost specialized networks from Chicago to NYC.
Steve
-Original Message-
From: joel jaeggli [mailto:joe...@bogus.com]
Sent: Wednesday, August 08, 2012 9:23 AM
To: Naslund, Steve
Cc: nanog@nanog.org
Subject: Re: raging bulls
On 8/8/12 6:52 AM
...@medline.com]
Sent: Wednesday, August 08, 2012 4:14 PM
To: nanog@nanog.org
Subject: RE: raging bulls
It is a tough technical problem to be sure but not insurmountable.
Think about a system in which the real time market data is also encrypted in
such a way that it can only be decrypted at a particular
[mailto:s...@snar.spb.ru]
Sent: Wednesday, August 08, 2012 9:46 AM
To: Naslund, Steve
Cc: Alexandre Snarskii
Subject: Re: raging bulls
On Wed, Aug 08, 2012 at 09:08:18AM -0500, Naslund, Steve wrote:
> Also, we are only talking about a delay long enough to satisfy the
> longest circuit so you
On Wed, Aug 8, 2012 at 8:08 AM, Brett Frankenberger wrote:
> Even if you execute the trades based on a GPS timestamp (I'm ignoring
> all the logistics of preventing cheating here), it doesn't matter,
> because the computer that got the information first will make the
> trading decision first.
>
>
: raging bulls
Also, we are only talking about a delay long enough to satisfy the
longest circuit so you could not push your timestamp very far back and
would have to get the fake one done pretty quickly in order for it to be
worthwhile. The real question is could you fake a cryptographic
timestamp fast
On 8/8/12 6:52 AM, Naslund, Steve wrote:
It seems to me that all the markets have been doing this the wrong way.
Would it now be more fair to use some kind of signed timestamp and
process all transactions in the order that they originated?
Given an uneven distribution of sizes it's kind of hard t
"Naslund, Steve" wrote:
> It seems to me that all the markets have been doing this the wrong way.
> Would it now be more fair to use some kind of signed timestamp and
> process all transactions in the order that they originated? Perhaps
> each trade could have a signed GPS tag with the absolute t
On Wed, Aug 08, 2012 at 09:08:18AM -0500, Naslund, Steve wrote:
> Also, we are only talking about a delay long enough to satisfy the
> longest circuit so you could not push your timestamp very far back and
> would have to get the fake one done pretty quickly in order for it to be
> worthwhile. The
On Wed, Aug 08, 2012 at 08:52:51AM -0500, Naslund, Steve wrote:
> It seems to me that all the markets have been doing this the wrong way.
> Would it now be more fair to use some kind of signed timestamp and
> process all transactions in the order that they originated? Perhaps
> each trade could ha
although I supposed
real estate on Mt Everest could get very valuable (closer to the
satellites) :)
Steve
-Original Message-
From: Brett Frankenberger [mailto:rbf+na...@panix.com]
Sent: Wednesday, August 08, 2012 9:08 AM
To: Naslund, Steve
Cc: nanog@nanog.org
Subject: Re: raging bulls
On
to actually gain time on the system. Possibly but
it would be a very tall order.
Steve
-Original Message-
From: Chu, Yi [NTK] [mailto:yi@sprint.com]
Sent: Wednesday, August 08, 2012 9:01 AM
To: Naslund, Steve; nanog@nanog.org
Subject: RE: raging bulls
What prevents someone to fake
-Original Message-
From: Chu, Yi [NTK] [mailto:yi@sprint.com]
Sent: Wednesday, August 08, 2012 9:01 AM
To: Naslund, Steve; nanog@nanog.org
Subject: RE: raging bulls
What prevents someone to fake an earlier timestamp? Money can bend
light, sure can a few msec.
yi
-Original
s get a fair shake.
Steven Naslund
-Original Message-
From: Eugen Leitl [mailto:eu...@leitl.org]
Sent: Wednesday, August 08, 2012 2:02 AM
To: nanog@nanog.org
Subject: Re: raging bulls
On Tue, Aug 07, 2012 at 05:15:51PM -1000, Michael Painter wrote:
> Eugen Leitl wrote:
>> http:/
On Tue, Aug 07, 2012 at 05:15:51PM -1000, Michael Painter wrote:
> Eugen Leitl wrote:
>> http://www.wired.com/business/2012/08/ff_wallstreet_trading/all/
>>
>> Some interesting, network-relevant content there (but for the
>> neutrino and drone rubbish).
>
> 'Rubbish' might be a pretty strong word w
Eugen Leitl wrote:
http://www.wired.com/business/2012/08/ff_wallstreet_trading/all/
Some interesting, network-relevant content there (but for the
neutrino and drone rubbish).
'Rubbish' might be a pretty strong word when you're talking about the players
in this space.
My favorite from the art
http://www.wired.com/business/2012/08/ff_wallstreet_trading/all/
Some interesting, network-relevant content there (but for the
neutrino and drone rubbish).
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