HFT in my backyard – III

http://sniperinmahwah.wordpress.com/2014/10/02/hft-in-my-backyard-iii/

by rubenv • 12 years ago

142 12 12 years ago

sniperinmahwah.wordpress.com

Luc• 12 years ago

That is some quality open-source intelligence gathering. I'm not in that industry but I still find it fascinating to read how he manages to figure out and puzzle together all this data.

slashnull• 12 years ago

The suspense for the announced parts IV and V is just unbearable.

Makes me want to buy his books.

film42• 12 years ago

For reals, though. I feel like I'm reading a spy themed "Flash Boys." Keep it up!!!

gaius• 12 years ago

I've visited the Sea Forts, well worth it if you get a chance. You used to be allowed to stay on them overnight... Actually if you know (or are) a friendly skipper, you probably could still get away with it.

bazzargh• 12 years ago

Whoah. Article is worth reading for the Sint Pieters Leeuw tower staircase alone.

Looking forward to the rest!

dafiveid• 12 years ago

Superb series of articles.

phyalow3• 12 years ago

Can somebody tell me if the books are available in English? Everything seems to point they are French only. Also are 5, 6 - 5|6 and 0 - 1 all separate pieces of literature?

Istof• 12 years ago

I heard a while back that to be the biggest winner, you need to be in the nano-second range for your latency (for example, you would need to rent server space at the stock exchange and not be running any firewall/etc to have minimum latency) ... I don't think that he is talking about the large players in his articles because he is still in the millisecond range which is very slow for this purpose. In 2011, microseconds were apparently for big players (http://www.youtube.com/watch?v=kjIdzBtTBnI)

phyalow3• 12 years ago

Trust me he is talking about the large players - not all of them but a decent chunk of them.

hueving• 12 years ago

When you are conducting arbitrage between exchanges separated geographically, you are in the millisecond range. That limit is the speed of light and there isn't anything you can do about it except for make the path absolutely as straight as possible.

What you are thinking about is colocating with an exchange to react to events happening specifically on that exchange. In that scenario, nanoseconds do matter quite a bit.

ranty• 12 years ago

WHY? Why not just put the servers in London in the first place? Surely the Stock Exchange has some horrendously expensive colo you can buy?

phyalow3• 12 years ago

Because the Deutsche borse etc are obviously not situated in London.

HFT in my backyard – III

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