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the trading frequency spectrum
I’ve been saving the above image in a stubbed-out blog post I’ve wanted to write since a conversation I’d had in Jerusalem last fall. The recent attention to high frequency trading and all of its...
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real battlebots
There’s been a lot of attention focused on trading battlebots recently. It’s important to keep in mind that this is part of a long-standing, broad and arguably inexorable trend that is now spreading...
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containing a strategy
My son recently had his first birthday and amazes me daily with his new feats as he runs around increasingly stably exploring the world around him. It occurs to me that the system I use to trade every...
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our solid-state future
Mmmm... hardware.. I’ve never been a hardware guy. Hardware has gotten so fast throughout my professional life that it has just never been a big issue. Also, on wall st we had a robust and annual...
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easy money
you, hf-trading There seems to be a developing meme out there suggesting that algorithmic-, and in particular high-frequency, trading is some kind of gold-rush route to easy money which brings to mind…...
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ready to launch
poor Jorge wasn't ready... In this post I’m going to revisit some of the topics discussed in the recent ‘containing a strategy‘ and ‘multi-strategy trading with regimes‘ posts, focusing on the process...
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core arb
FIX interface? Cloud computing looks to have turned yet another interesting corner. This time the turn leads towards the development of a liquid, fully electronic new marketplace in “spot instances”....
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Kooderive
photo by Simon Rogerson Some time back, I’d written about NVidia’s CUDA noting that it looked ideal for many asset-pricing and monte-carlo type problems in finance. At the time, I was hopeful that it...
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lock free
One of the recurring technology themes in these pages has been the ongoing and dramatic move from single to multi-core systems and the need to seriously increase the parallelism in our software...
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head in the clouds
or: scaling with elastic map-reduce Between a rapidly evolving compute environment in which cores are multiplying like springtime rabbits, and a business domain in which the fecundity of market data is...
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