Hi speed trading - hi speed monitoring

Hank Nussbacher hank at efes.iucc.ac.il
Thu Feb 16 15:07:48 UTC 2012


At 13:49 16/02/2012 +0000, 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 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.
>
>Tieing the two together, this post shows how a lot of 'conventional'
>network thinking needs to be turned on its head when it comes to networks
>for trading floors:
>
>http://www.fragmentationneeded.net/2011/12/pricing-and-trading-networks-down-is-up.html

Great article!

Thanks for sharing,
Hank


>Jethro.
>
>.  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .  .
>Jethro R Binks, Network Manager,
>Information Services Directorate, University Of Strathclyde, Glasgow, UK
>
>The University of Strathclyde is a charitable body, registered in
>Scotland, number SC015263.





More information about the NANOG mailing list