It's all about market structure. “Pretium iustum mathematicum licet soli Deo notum”
Visit sniperinmahwah.wordpress.com → RSS feedOn Hacker News Sep 2014 – May 2018
Since 2014 this blog has extensively covered the wireless networks built by high-frequency trading (HFT) firms or network providers to reduce latencies between the different exchanges around the wo…
This is insane: more than 28,000 visitors came to read Part I of “HFT in my backyard”. Some of them are inevitably bots, but my logs reveal the majority to be human readers from bank desks, technol…
INTRO As soon as the summer sun returns to Belgium, there is a natural human migration from Francophone Wallonia to the west coast sea in the Flemish part of the country. Here, à la mer du Nord, pe…
It’s beautiful outside Looks like it’s raining money Dr. Dre, For the love of money [Updated 1 on 01/27/2016 | Minor corrections + kmz file added] [Updated 2 on 01/27/2016 | This post w…
INTRO Last Friday evening, I received a tip via telephone, “You should go to the Houtem tower tomorrow morning. Jump may work on the network.” Unfortunately I couldn’t make it back to Houtem. But i…
[Update, November 18, 2014: check episode 2 with the Latent answer to this post] There’s a thin grey line Between the black and white It’s evidently hard to find at night Depeche Mode, …
It’s time to finish the “HFT in my backyard” series. The last week was intense here and around me, and I think at some point it’s good to keep silent. What’s more, this Part V abo…
When you think about it, it really is one tangled, small cottage industry. Everybody knows everybody. Everybody knows what everybody is doing, and nobody talks. One of my informants. This is the f…