nanog mailing list archives
RE: Hi speed trading - hi speed monitoring
From: "Kiriki Delany" <kiriki () streamguys com>
Date: Fri, 17 Feb 2012 11:47:33 -0800
Why not just simultaneously settle all trades at the same time? Once every minute, or every 5 minutes, or per day? There are many solutions to the problem. I'm sure those that can take advantage of the latency don't want the solution. Kiriki Delany -----Original Message----- From: Leo Bicknell [mailto:bicknell () ufp org] Sent: Friday, February 17, 2012 10:54 AM To: NANOG Subject: Re: Hi speed trading - hi speed monitoring In a message written on Fri, Feb 17, 2012 at 01:36:35PM -0500, Valdis.Kletnieks () 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 () ufp org - CCIE 3440 PGP keys at http://www.ufp.org/~bicknell/
Current thread:
- Re: Hi speed trading - hi speed monitoring, (continued)
- Re: Hi speed trading - hi speed monitoring Jason Chambers (Feb 16)
- Re: Hi speed trading - hi speed monitoring George Herbert (Feb 16)
- Re: Hi speed trading - hi speed monitoring Joel jaeggli (Feb 16)
- Re: Hi speed trading - hi speed monitoring Paul Graydon (Feb 16)
- Re: Hi speed trading - hi speed monitoring Jay Ashworth (Feb 17)
- Re: Hi speed trading - hi speed monitoring John Osmon (Feb 17)
- Re: Hi speed trading - hi speed monitoring Rodrick Brown (Feb 17)
- Re: Hi speed trading - hi speed monitoring Valdis . Kletnieks (Feb 17)
- Re: Hi speed trading - hi speed monitoring Jay Ashworth (Feb 17)
- Re: Hi speed trading - hi speed monitoring Leo Bicknell (Feb 17)
- RE: Hi speed trading - hi speed monitoring Kiriki Delany (Feb 17)
- Re: Hi speed trading - hi speed monitoring Craig (Feb 17)
- Re: Hi speed trading - hi speed monitoring Jay Ashworth (Feb 17)
- Re: Hi speed trading - hi speed monitoring Joel jaeggli (Feb 17)
- Re: Hi speed trading - hi speed monitoring Jay Ashworth (Feb 17)
- Re: Hi speed trading - hi speed monitoring Jason Chambers (Feb 16)
- Re: Hi speed trading - hi speed monitoring Paul Graydon (Feb 17)