

HFT in my backyard – III - rubenv
http://sniperinmahwah.wordpress.com/2014/10/02/hft-in-my-backyard-iii/

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Luc
That is some quality open-source intelligence gathering. I'm not in that
industry but I still find it fascinating to read how he manages to figure out
and puzzle together all this data.

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gaius
I've visited the Sea Forts, well worth it if you get a chance. You used to be
allowed to stay on them overnight... Actually if you know (or are) a friendly
skipper, you probably could still get away with it.

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slashnull
The suspense for the announced parts IV and V is just unbearable.

Makes me want to buy his books.

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film42
For reals, though. I feel like I'm reading a spy themed "Flash Boys." Keep it
up!!!

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Istof
I heard a while back that to be the biggest winner, you need to be in the
nano-second range for your latency (for example, you would need to rent server
space at the stock exchange and not be running any firewall/etc to have
minimum latency) ... I don't think that he is talking about the large players
in his articles because he is still in the millisecond range which is very
slow for this purpose. In 2011, microseconds were apparently for big players
([http://www.youtube.com/watch?v=kjIdzBtTBnI](http://www.youtube.com/watch?v=kjIdzBtTBnI))

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hueving
When you are conducting arbitrage between exchanges separated geographically,
you are in the millisecond range. That limit is the speed of light and there
isn't anything you can do about it except for make the path absolutely as
straight as possible.

What you are thinking about is colocating with an exchange to react to events
happening specifically on that exchange. In that scenario, nanoseconds do
matter quite a bit.

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bazzargh
Whoah. Article is worth reading for the Sint Pieters Leeuw tower staircase
alone.

Looking forward to the rest!

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phyalow
Can somebody tell me if the books are available in English? Everything seems
to point they are French only. Also are 5, 6 - 5|6 and 0 - 1 all separate
pieces of literature?

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ranty
WHY? Why not just put the servers in London in the first place? Surely the
Stock Exchange has some horrendously expensive colo you can buy?

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phyalow
Because the Deutsche borse etc are obviously not situated in London.

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dafiveid
Superb series of articles.

