<div dir="ltr">There's a good presentation on networking in HFT environments from Defcon 19 as well. Although more concentrated on the security aspects, it's certainly an interesting watch.<div><br></div><div><a href="https://www.youtube.com/watch?v=kjIdzBtTBnI">https://www.youtube.com/watch?v=kjIdzBtTBnI</a><br>
</div><div class="gmail_extra"><br><br><div class="gmail_quote">On Thu, Apr 3, 2014 at 4:16 PM, Tim March <span dir="ltr"><<a href="mailto:march.tim@gmail.com" target="_blank">march.tim@gmail.com</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><br>
This is a good read for anyone interested in the topic;<br>
<br>
<a href="http://www.amazon.com/Flash-Boys-Wall-Street-Revolt/dp/0393244660/ref=sr_1_fkmr0_1?ie=UTF8&qid=1396566953&sr=8-1-fkmr0&keywords=The+Big+Short+Book+Flash+Boys%3A+A+Wall+Street+Revolt" target="_blank">http://www.amazon.com/Flash-Boys-Wall-Street-Revolt/dp/0393244660/ref=sr_1_fkmr0_1?ie=UTF8&qid=1396566953&sr=8-1-fkmr0&keywords=The+Big+Short+Book+Flash+Boys%3A+A+Wall+Street+Revolt</a><br>
<br>
<br>
<br>
<br>
T.<br>
<div class="HOEnZb"><div class="h5"><br>
On 4/04/14 10:04 AM, Joseph Goldman wrote:<br>
> The thing that stuck out to me most - is the updates via multiple<br>
> 'exchanges' when an order is placed, and the front-running they<br>
> described. Obviously as network builders it is not our role to take<br>
> ethics and morals into account when doing things like this - but with<br>
> the structure of ASX, is the same thing [frontrunning] possible? Or is<br>
> this industry secret/question that won't be answered?<br>
><br>
> I understand and fully support the need to have low-latency<br>
> communication with the ASX to catch trends first and get your orders<br>
> filled at the right price, but the idea that they were detecting trades<br>
> early and beating them to the trade before the order was filled is<br>
> outright devious (IMHO).<br>
><br>
> Ethics and the actual trading itself aside - i liked the idea of<br>
> staggering the orders so they hit out at once, and the new exchange they<br>
> started using a 60km roll of fibre to artificially inflate response !<br>
><br>
> On 04/04/14 09:51, Tim Jones wrote:<br>
>> Interesting video Joe.<br>
>><br>
>> The Vocus fibre under Sydney Harbour was rolled out to the ASX Gore<br>
>> Hill Primary DC shortening the path from the city by 400 metres:<br>
>><br>
>> <a href="http://news.slashdot.org/story/12/06/15/0139255/aussie-telco-lays-new-fiber-for-microsecond-trading-boost" target="_blank">http://news.slashdot.org/story/12/06/15/0139255/aussie-telco-lays-new-fiber-for-microsecond-trading-boost</a><br>
>><br>
>><br>
>><br>
>> And for participants in the ASX Gore Hill DC:<br>
>><br>
>> "the ASX will commission a 60 metre fibre path to customer equipment<br>
>> that is only two metres from its core systems, to ensure that customer<br>
>> gains no better speeds than customers in far corners of the room."<br>
>><br>
>> <a href="http://www.itnews.com.au/News/261198,asx-takes-network-neutrality-to-new-extremes.aspx#ixzz2xrllcQ00" target="_blank">http://www.itnews.com.au/News/261198,asx-takes-network-neutrality-to-new-extremes.aspx#ixzz2xrllcQ00</a><br>
>><br>
>><br>
>> Cheers,<br>
>> Tim<br>
>><br>
>><br>
>><br>
>> -----Original Message-----<br>
>> From: AusNOG [mailto:<a href="mailto:ausnog-bounces@lists.ausnog.net">ausnog-bounces@lists.ausnog.net</a>] On Behalf Of<br>
>> <a href="mailto:joe@apcs.com.au">joe@apcs.com.au</a><br>
>> Sent: Friday 4 April 2014 6:59 AM<br>
>> To: <a href="mailto:ausnog@ausnog.net">ausnog@ausnog.net</a><br>
>> Subject: [AusNOG] Networks in High Freq. Trading<br>
>><br>
>> Hi list,<br>
>><br>
>> Just watched this piece:<br>
>><br>
>> <a href="http://www.youtube.com/watch?v=8RFLIj4a2kw#t=29" target="_blank">http://www.youtube.com/watch?v=8RFLIj4a2kw#t=29</a><br>
>><br>
>> It's 60 minutes, so a bit sensationalised, but it discusses the<br>
>> role of fibre optic networks in stock exchanges and namely High<br>
>> Frequency trading, and some interesting solutions to the problem.<br>
>> Found it quite interesting so thought I'd share!<br>
>><br>
>> Thanks<br>
>><br>
>><br>
>><br>
>><br>
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