nanog mailing list archives
Re: raging bulls
From: Michael Loftis <mloftis () wgops com>
Date: Wed, 8 Aug 2012 08:56:23 -0600
On Wed, Aug 8, 2012 at 8:08 AM, Brett Frankenberger <rbf+nanog () panix com> 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. -- Brett
Such a system would be pretty complicated because it would also have to prevent intentional 'backdating' of trades as well. Then you've got the market data itself (as just mentioned) -- getting the information first is a big part of the latency problem for the quants. -- "Genius might be described as a supreme capacity for getting its possessors into trouble of all kinds." -- Samuel Butler
Current thread:
- raging bulls Eugen Leitl (Aug 07)
- Re: raging bulls Michael Painter (Aug 07)
- Re: raging bulls Eugen Leitl (Aug 08)
- RE: raging bulls Naslund, Steve (Aug 08)
- Re: raging bulls Brett Frankenberger (Aug 08)
- RE: raging bulls Naslund, Steve (Aug 08)
- RE: raging bulls adam vitkovsky (Aug 08)
- Re: raging bulls Michael Loftis (Aug 08)
- RE: raging bulls Naslund, Steve (Aug 08)
- Re: raging bulls Eugen Leitl (Aug 08)
- Re: raging bulls valdis . kletnieks (Aug 08)
- Re: raging bulls David Walker (Aug 09)
- Re: raging bulls Michael Painter (Aug 07)
- Re: raging bulls joel jaeggli (Aug 08)
- RE: raging bulls Naslund, Steve (Aug 08)
- RE: raging bulls Chu, Yi [NTK] (Aug 11)
- RE: raging bulls Naslund, Steve (Aug 08)
- RE: raging bulls Naslund, Steve (Aug 08)
- Re: raging bulls Brett Frankenberger (Aug 08)
- RE: raging bulls Naslund, Steve (Aug 08)