Hi speed trading - hi speed monitoring
bicknell at ufp.org
Fri Feb 17 18:54:08 UTC 2012
In a message written on Fri, Feb 17, 2012 at 01:36:35PM -0500, Valdis.Kletnieks at 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 interesting discussion with some financial heads about
a simple idea.
What if the exchange, on every inbound trade, inserted a random
delay, say between 0 and 60 seconds, before processing it?
Almost all of this computer based, let's be closer to the exchange stuff
becomes junk, immediately. Anyone "long" (where long is probably more
than 10 minutes, with a 60 second jitter) in a security wouldn't notice.
I mean, if the general public has to get 15 minute delayed quotes so
they don't manipulate the market, shouldn't the big guys? :)
Leo Bicknell - bicknell at ufp.org - CCIE 3440
PGP keys at http://www.ufp.org/~bicknell/
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