Virtual Computer NxTop client hypervisor
Kaviza VDI-in-a-box, no need for expensive shared storage
Thursday, May 20, 2010
Monday, May 17, 2010
An interesting blurb on latency (in trading systems)
Three types of latency
• Transmission Latency- Convert data to bits
• Propogation Latency- Movement of bits across a network [Greatest delay due to distance (ref: InfiniBand)]
• Processing Latency- The application of data through middleware (feed handlers) to trading systems (algorithmic engines) [Second greatest delay due to infrastructure (ref: Exegy) and the largest unsettled issue]
Moving an order encapsulated in a FIX message from Point A to Point B faster than your competition creates an opportunity to maximize profit or minimize loss. Colocation is the result of a quest for zero latency which has moved execution management servers from the customers physical location to the closest possible physical proximity of an execution venues servers. The shorter the wire, the shorter the amount of time it takes to move a message from Point A to Point B.
These are no ordinary orders and they require no human intervention other than the initial instruction set. These are orders generated by machines that have complex event processors analyzing massive amounts of current and historical market data. Algorithms are formulas designed to recognize correlations or disparities in prices, volume or other statistics and the financial instruments involved. PhD's have programmed the machines to take resulting data, formulate that data into orders and send the orders in barely noticeable quantities for execution. No trail of information leakage to give away a pattern.
Most customers and their traders are not all that concerned with latency as timing is not essential. Best execution is their concern. However, there are a class of traders that use short term alpha. The kind of alpha that lasts for nano to milliseconds for which the slightest delay is often the difference between profit and loss. Direct Market Access traders in high-frequency programs has the greatest demand and an estimated 60%+ share of the overall market volume.
Definitions
• Zero latency is the speed of light = 186,000 miles per second
• Nanoseconds = 1 billionth of a second
• Microseconds = 1 millionth of a second
• Milliseconds = 1 thousandth of a second
• One foot of cable = 1 nanosecond latency
Statistics
NYSE Technologies Universal Trading Platform
• 5 milliseconds, 3 milliseconds for data, 1 millisecond TSE colocated
• 2 milliseconds for order and cancel acknowledgements
• 650 microseconds roundtrip executions for Nasdaq-listed issues
• 950 microseconds roundtrip executions for NYSE/ Arca-listed issues
Others
• LSE: 10 microseconds
• BATS: 400 microseconds
• OptionsIT Transatlantic: 34 milliseconds
• Chi-X: 175 milliseconds, marketable IOC 350 microseconds
• Nasdaq: 250 milliseconds
• DirectEdge/29West: Persistent messaging 300-500 microseconds
Colocation
Colocation is the result of a quest for zero latency which has moved execution management servers from the customers physical location to a physical position within feet of the execution venue servers. The shorter the wire the shorter the amount of time it takes to move that message from Point A to Point B. Colocation is an answer for high use exchanges versus general purpose which may be better served by the use of a cloud or high speed T1. NYSE Euronext is building the largest co-location facility. NYSE will use 20% for their own purposes with the rest being used by co-located customers.
Friday, May 14, 2010
Tuesday, May 11, 2010
Monday, May 10, 2010
Thursday, May 06, 2010
Wednesday, April 28, 2010
Tuesday, April 27, 2010
Wednesday, April 14, 2010
The blog of Rob Margel - Windows Help : powercfg –ENERGY - Windows 7 – Power Management Reports
The blog of Rob Margel - Windows Help : powercfg –ENERGY - Windows 7 – Power Management Reports: "powercfg –ENERGY - Windows 7 – Power Management Reports"
Thursday, April 01, 2010
Monday, March 29, 2010
Sunday, March 21, 2010
Friday, March 12, 2010
Tuesday, March 09, 2010
Monday, March 08, 2010
Sunday, February 28, 2010
Tuesday, February 16, 2010
Wednesday, February 10, 2010
Tuesday, February 02, 2010
Sunday, January 24, 2010
Saturday, January 23, 2010
Friday, January 22, 2010
Wednesday, January 20, 2010
Thursday, January 07, 2010
Wednesday, January 06, 2010
Wednesday, December 30, 2009
Tuesday, December 22, 2009
Monday, December 07, 2009
Saturday, October 31, 2009
Sunday, October 18, 2009
Secrets of the Modern Repo Man - US News and World Report
Secrets of the Modern Repo Man - US News and World Report
Includes the very cool Jerr-Dann Element tow truck system, PlateScan, SmartTrack, etc.
Includes the very cool Jerr-Dann Element tow truck system, PlateScan, SmartTrack, etc.
Monday, September 21, 2009
Wednesday, September 02, 2009
Tuesday, August 11, 2009
IEEE Spectrum: A Radical New Router
IEEE Spectrum: A Radical New Router: "One of the founders of the Internet says network routers are too slow, costly, and power hungry-and he knows how to fix them"
LOL ... this pathetic spinmiester is claiming to invent an idea that has been in wide-spread deployment for over a decade, namely CEF switching! The comments at the end of the article are fun reads.
LOL ... this pathetic spinmiester is claiming to invent an idea that has been in wide-spread deployment for over a decade, namely CEF switching! The comments at the end of the article are fun reads.
Thursday, July 23, 2009
Wednesday, July 22, 2009
Tuesday, July 21, 2009
Monday, July 13, 2009
Sunday, June 07, 2009
Friday, May 29, 2009
Sunday, May 24, 2009
Thursday, February 26, 2009
openmeetings - Open source video conferencing and collaboration with OpenLaszlo | The Universal Desktop | ZDNet.com
openmeetings - Open source video conferencing and collaboration with OpenLaszlo | The Universal Desktop
| ZDNet.com: "According to his blog, Sebastian Wagner has released an open source project called openmeetings. openmeetings is billed as a “video conferencing and group collaboration application” much like Adobe Connect. This one is built on top of OpenLaszlo with the new streaming media support and Red5, and open source media sever."
| ZDNet.com: "According to his blog, Sebastian Wagner has released an open source project called openmeetings. openmeetings is billed as a “video conferencing and group collaboration application” much like Adobe Connect. This one is built on top of OpenLaszlo with the new streaming media support and Red5, and open source media sever."
Wednesday, February 25, 2009
Sunday, February 22, 2009
Tuesday, February 17, 2009
ShtoomProject - Divmod - Trac
ShtoomProject - Divmod - Trac: Includes "shtoomcu - a simple conferencing server". But it is audio only as far as I can tell. All implemented in Python.
Some MS Exchange alternatives:
- Zimbra [zimbra.com]
- Scalix [scalix.com]
- eGroupware [egroupware.org]
- PHP Groupware [phpgroupware.org]
- Communigate Pro [communigate.com]
- Citadel [citadel.org]
- Kolab [kolab.org]
- Open Groupware [opengroupware.org]
- Open xChange [open-xchange.com]
- Zarafa [zarafa.com]
Tuesday, February 10, 2009
Monday, February 02, 2009
Tuesday, January 20, 2009
Thursday, January 01, 2009
Wednesday, December 31, 2008
Saturday, December 27, 2008
Tuesday, December 09, 2008
Wednesday, November 05, 2008
Tuesday, October 28, 2008
Intel Community: data_center
Intel Community: data_center
Interesting data centre papers/blogs. Check out "Reducing data center cost with an air economizer". It go against everything we know about DC cooling but it might just be the way things are going to be done in a greener and less expensive world.
Interesting data centre papers/blogs. Check out "Reducing data center cost with an air economizer". It go against everything we know about DC cooling but it might just be the way things are going to be done in a greener and less expensive world.
Tuesday, September 30, 2008
Monday, September 29, 2008
Friday, September 26, 2008
Wednesday, September 17, 2008
Sécurité.Org://Présentations/Protection de l'infrastructure reseau IP (Cisco)
Sécurité.Org://Présentations/Protection de l'infrastructure reseau IP (Cisco)
A bunch of excellent presentations on network security.
A bunch of excellent presentations on network security.
Tuesday, August 26, 2008
Monday, August 25, 2008
Friday, August 15, 2008
Thursday, August 14, 2008
Sunday, July 20, 2008
Wednesday, July 09, 2008
Tuesday, July 08, 2008
Thursday, June 05, 2008
Wednesday, June 04, 2008
Rogers Wireless Support
Rogers Wireless Support
for Novatel 3G adapters. Specifically the Ovation MC950D USB HSDPA/HSUPA modem.
for Novatel 3G adapters. Specifically the Ovation MC950D USB HSDPA/HSUPA modem.
Saturday, May 31, 2008
Wednesday, May 28, 2008
Wednesday, May 21, 2008
Tuesday, May 13, 2008
Welcome to Pacific Accessory Corporation
Welcome to Pacific Accessory Corporation
Makes interesting bluetooth and backup-camera interface that works with factory nav units, including one in Honda Ridgeline.
Makes interesting bluetooth and backup-camera interface that works with factory nav units, including one in Honda Ridgeline.
Sunday, May 04, 2008
Saturday, May 03, 2008
Sunday, April 27, 2008
Tuesday, April 15, 2008
Sunday, April 06, 2008
Thursday, March 27, 2008
Tuesday, February 12, 2008
Wednesday, February 06, 2008
Thursday, January 17, 2008
Wednesday, January 16, 2008
Monday, January 07, 2008
Johnny Chung Lee - Human Computer Interaction Research
Johnny Chung Lee - Human Computer Interaction Research
Check out the Wii Remote Projects!
Check out the Wii Remote Projects!
Subscribe to:
Comments (Atom)