[AusNOG] Networks in High Freq. Trading

[Peter Adkins]

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.

https://www.youtube.com/watch?v=kjIdzBtTBnI


On Thu, Apr 3, 2014 at 4:16 PM, Tim March <march.tim at gmail.com> wrote:

>
> This is a good read for anyone interested in the topic;
>
>
> 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
>
>
>
>
> T.
>
> On 4/04/14 10:04 AM, Joseph Goldman wrote:
> > The thing that stuck out to me most - is the updates via multiple
> > 'exchanges' when an order is placed, and the front-running they
> > described. Obviously as network builders it is not our role to take
> > ethics and morals into account when doing things like this - but with
> > the structure of ASX, is the same thing [frontrunning] possible? Or is
> > this industry secret/question that won't be answered?
> >
> > I understand and fully support the need to have low-latency
> > communication with the ASX to catch trends first and get your orders
> > filled at the right price, but the idea that they were detecting trades
> > early and beating them to the trade before the order was filled is
> > outright devious (IMHO).
> >
> > Ethics and the actual trading itself aside - i liked the idea of
> > staggering the orders so they hit out at once, and the new exchange they
> > started using a 60km roll of fibre to artificially inflate response !
> >
> > On 04/04/14 09:51, Tim Jones wrote:
> >> Interesting video Joe.
> >>
> >> The Vocus fibre under Sydney Harbour was rolled out to the ASX Gore
> >> Hill Primary DC shortening the path from the city by 400 metres:
> >>
> >>
> http://news.slashdot.org/story/12/06/15/0139255/aussie-telco-lays-new-fiber-for-microsecond-trading-boost
> >>
> >>
> >>
> >> And for participants in the ASX Gore Hill DC:
> >>
> >> "the ASX will commission a 60 metre fibre path to customer equipment
> >> that is only two metres from its core systems, to ensure that customer
> >> gains no better speeds than customers in far corners of the room."
> >>
> >>
> http://www.itnews.com.au/News/261198,asx-takes-network-neutrality-to-new-extremes.aspx#ixzz2xrllcQ00
> >>
> >>
> >> Cheers,
> >> Tim
> >>
> >>
> >>
> >> -----Original Message-----
> >> From: AusNOG [mailto:ausnog-bounces at lists.ausnog.net] On Behalf Of
> >> joe at apcs.com.au
> >> Sent: Friday 4 April 2014 6:59 AM
> >> To: ausnog at ausnog.net
> >> Subject: [AusNOG] Networks in High Freq. Trading
> >>
> >> Hi list,
> >>
> >>    Just watched this piece:
> >>
> >>      http://www.youtube.com/watch?v=8RFLIj4a2kw#t=29
> >>
> >>    It's 60 minutes, so a bit sensationalised, but it discusses the
> >> role of fibre optic networks in stock exchanges and namely High
> >> Frequency trading, and some interesting solutions to the problem.
> >> Found it quite interesting so thought I'd share!
> >>
> >> Thanks
> >>
> >>
> >>
> >>
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