Hi speed trading - hi speed monitoring

Jason Chambers jchambers at ucla.edu
Thu Feb 16 20:59:01 UTC 2012


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





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