[150065] in North American Network Operators' Group
Re: Hi speed trading - hi speed monitoring
daemon@ATHENA.MIT.EDU (Leo Bicknell)
Fri Feb 17 13:55:02 2012
Date: Fri, 17 Feb 2012 10:54:08 -0800
From: Leo Bicknell <bicknell@ufp.org>
To: NANOG <nanog@nanog.org>
Mail-Followup-To: NANOG <nanog@nanog.org>
In-Reply-To: <37473.1329503795@turing-police.cc.vt.edu>
Errors-To: nanog-bounces+nanog.discuss=bloom-picayune.mit.edu@nanog.org
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In a message written on Fri, Feb 17, 2012 at 01:36:35PM -0500, Valdis.Kletn=
ieks@vt.edu wrote:
> Am I the only one who thinks that if network jitter can make you fall out=
side
> the acceptable price window, maybe, just maybe, the market is just too d=
amned
> volatile for its own good?
I've had an interesting discussion with some financial heads about
a simple idea.
What if the exchange, on every inbound trade, inserted a random
delay, say between 0 and 60 seconds, before processing it?
Almost all of this computer based, let's be closer to the exchange stuff
becomes junk, immediately. Anyone "long" (where long is probably more
than 10 minutes, with a 60 second jitter) in a security wouldn't notice.
I mean, if the general public has to get 15 minute delayed quotes so
they don't manipulate the market, shouldn't the big guys? :)
--=20
Leo Bicknell - bicknell@ufp.org - CCIE 3440
PGP keys at http://www.ufp.org/~bicknell/
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