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Hi speed trading - hi speed monitoring
- Subject: Hi speed trading - hi speed monitoring
- From: jchambers at ucla.edu (Jason Chambers)
- Date: Thu, 16 Feb 2012 12:59:01 -0800
- In-reply-to: <[email protected]>
- References: <[email protected]>
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-financial-system
http://www.cpacket.com/latency
http://www.cpacket.com/download/Introduction%20to%20Network%20Latency%20Engineering.pdf
Regards,
--Jason