On Thu, Feb 16, 2012 at 12:59 PM, Jason Chambers <jchambers@ucla.edu> wrote:
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...
http://www.cpacket.com/latency
http://www.cpacket.com/download/Introduction%20to%20Network%20Latency%20Engi...
Regards,
--Jason
This all is very familiar to anyone who's looked at ethernet (or other networks) for real-time control purposes, such as flight control of aircraft or rockets or for autos or other ground vehicles. Though the finance people are pushing it a lot more than the rocket and aircraft control people I know... I guess markets crash faster than rockets! -- -george william herbert george.herbert@gmail.com