mhurd

8 ms·

31.
by mhurd 9y ago
The critical stuff was VHDL & C++. Mainly C++. Python & perl around the edges for housekeeping. Can't underestimate the role of bash as there tends to be a lot of scripting of simple components. Production was getting a branch
32.
by mhurd 9y ago
It improved from then. We evolved unit tests and full system tests. A release would have to undergo a full simulation to show it was not only problem free but that it still had profitable results that look correct. We had test/debug s
33.
by mhurd 9y ago
The primary information edge an asset manager has is that they have large enough order that it is not immediately consumable. This will have a price impact. So, if they take the HFT price on offer at a market, the HFT will lose money as the
34.
by mhurd 9y ago
"The best architecture is no architecture" ... became a popular catchphrase for me in the early nineties. I built a streaming kind of trading system back then that integrated data flow and functional views, as some problems were e
35.
by mhurd 9y ago
Yeah, it's a bit dense. Sorry about that.
36.
by mhurd 9y ago
I think it has become more polarised as jitter (as a consequence of latency) has come down. Also more democratised and many vendors provide good solutions. Still, quite good profits in the system. See: https://meanderful.blogspot
37.
by mhurd 9y ago
Not so talented, just persistent I think. One foot in front of the other helps the journey. I've taken a year or so off. My aged mother had cancer and subsequent health issues. Doodling with thinking about HFT again, working on some tr
38.
by mhurd 9y ago
That's correct. Automated Trader requested it to be published under a pseudonym when it when out in 2016. I didn't object and chose the Matrix reference.
39.
The Accidental HFT Firm – Now we were sending orders before the data pkt arrived(meanderful.blogspot.com)
43 points by mhurd 9y ago|3 comments
40.
To spoof, or not to spoof, that is the question(meanderful.blogspot.com)
2 points by mhurd 9y ago|0 comments
41.
by mhurd 9y ago
An old style copper ladder line is ~0.95c and optical fibre is ~0.66c: Old style, pre-coaxial, undersea cables may have been ~0.45. Newer coax is sometimes ~0.87c. YMMV: https://meanderful.blogspot.com/2017/05/line
42.
by mhurd 9y ago
May be of interest: https://meanderful.blogspot.com/2017/05/lines-radios-and-cab...
43.
Australian tax assessments for some HFT firms 2015/16(meanderful.blogspot.com)
1 points by mhurd 9y ago|0 comments
44.
That's not a bubble. That's a bubble (just kids having fun)(meanderful.blogspot.com)
1 points by mhurd 9y ago|0 comments
45.
by mhurd 9y ago
I think the point is, there are alternatives...
46.
If you just bought a $3 coffee with Bitcoin: a miner made $100 in fees(meanderful.blogspot.com)
6 points by mhurd 9y ago|0 comments
47.
by mhurd 9y ago
Frequent batch auctions may lead to unintended consequences. You end up with a deadline and there are information arbitrages and latency games in playing as close as possible to the deadline. Markets don't exist in isolation as the rea
48.
by mhurd 9y ago
You're right that IEX claims that. However, unfortunately, they are actually worse than the other exchanges in reality: for example: http://tabbforum.com/opinions/iex-trading-and-sip-games?prin...
49.
by mhurd 9y ago
Sometimes speculation can help your speculation. If your speculation is not too speculative then your speculative speculation is worthy of speculation ;-) That is, slapping black boxes together sometimes works despite the risks.
50.
by mhurd 9y ago
State of the Art trade system performance from a couple of years ago: https://meanderful.blogspot.com.au/2015/08/trade-system-perf...
51.
AI hardware: a lustful meandering list(meanderful.blogspot.com)
1 points by mhurd 9y ago|0 comments
52.
US Equity Market (i): more public cos; var tick size; SIP++ and disclosures(meanderful.blogspot.com)
1 points by mhurd 9y ago|0 comments
53.
US stock exchanges: speed-bump 101(meanderful.blogspot.com)
1 points by mhurd 9y ago|0 comments
54.
100Gb Ethernet NICs – Broadcom Joins Mellanox, Cavium's QLogic, and Chelsio(meanderful.blogspot.com)
2 points by mhurd 9y ago|0 comments
55.
NYSE American approved by SEC – attack of the clones(meanderful.blogspot.com)
1 points by mhurd 9y ago|0 comments
56.
Cables: how about 1 Terabit over your home's existing copper telephone cable?(meanderful.blogspot.com)
1 points by mhurd 9y ago|0 comments
57.
HFT: lines, radios, and cables – oh my(meanderful.blogspot.com)
3 points by mhurd 9y ago|1 comments
58.
SEC Reg SHO 2017-Q1 Fails-To-Deliver= $131.95B -you and I don't care(meanderful.blogspot.com)
1 points by mhurd 9y ago|0 comments
59.
by mhurd 10y ago
Hopefully such simple days will come back with basic limit orders for all so we can comprehend and deal with the mkt beast without years of study of arcane order types just so we can place a basic trade with no disadvantage
60.
IEX Fader: come to the dark side – IEX promotes new dark quote fader strategy(meanderful.blogspot.com)
1 points by mhurd 10y ago|2 comments

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