Tag Archives: high frequency trading

The New Speed of Money, Reshaping Markets (NY Times)

Great feature piece originally printed in the Sunday Business section of the times examining both the drivers and requirements for high speed trading.  The article cites TABB Group’s estimate for high frequency trading in the US equity market (56%) and includes a few of my comments. According to Kevin McPartland of the TABB Group, high-frequency… Read More »

Trans-Atlantic Cable Plan Targets High-Frequency Traders (Wall Street Journal)

First it was shortening the time it takes data to get between New York and Chicago, now its New York and London.  The big difference here is that the NY to London route is 3 times longer and has an ocean in the middle – no small feet of engineering and no small price tag.… Read More »

Flash Crash spotlights financial IT risks (Institution of Engineering and Technology)

The Flash Crash may very well be talked about more these days than the credit crisis.  Not only is it an area of interest for regulators and traders but technologists as well.  IET takes a look at the issue from a technology perspective in this article. ‘It seems to be more of a market structure… Read More »

Standing Room Only in Hong Kong: Low Latency is High Priority

I created this video while I was in Hong Kong last week for Trading Architecture Asia.  The audio isn’t that great unfortunately, so we’ve transcribed the commentary which you see below (its also on TabbFORUM). …and the transcription: This week I’m in Hong Kong for Trading Architecture Asia 2010. If it’s a sign, almost every… Read More »

TABB Says Long-Distance, Low-Latency Networking Increasingly Critical To Trading (TABB Group)

This is the PR on my latest two reports on optical networking and its role in financial services.  Also check out the executive summary here. North American Financial-Services Firms to Spend $2.2 Billion in 2010 on Connectivity Two New Research Reports Reveal the Dividing Line between Data-Center and Optical Networking for Capital Markets is Seen… Read More »

Trading Firms Turn To Videogame Chips To Get Even Faster (Wall Street Journal)

Hardware acceleration has become a hotter and hotter topic in financial services as latencies are now measured in microseconds and codeoptimization is starting to hit its limits for the upper echelon of low latency traders.  I authored a TABB Group report on this subject in the summer of 2009, and recently spoke with Hanweck Associates… Read More »

Packing a Stock Exchange into a Box (Securities Industry News)

Not only does everyone on Wall Street need faster servers, but they need them to also take up less space and less power.  No small order.  This story discusses where “exchange in a box” is feasible. The amount of market data is growing at the rate of 100 percent … every year, notes Kevin McPartland,… Read More »