jm + trading   3

How does LMAX's disruptor pattern work? - Stack Overflow
LMAX's "Disruptor" concurrent-server pattern, claiming to be a higher-throughput, lower-latency, and lock-free alternative to the SEDA pattern using a massive ring buffer. Good discussion here at SO. (via Filippo)
via:filippo  servers  seda  queueing  concurrency  disruptor  patterns  latency  trading  performance  ring-buffers 
november 2011 by jm
Flash Crash - Norwegians Convicted for Outwitting 'Trading Robots' - CNBC
'The two men worked out how the computerized system would react to certain trading patterns – allowing them to influence the price of low-volume stocks.' Yet another risk of automated traders
trading  stocks  automated-trading  flash-crash  high-frequency-trading  from delicious
october 2010 by jm
Lone Sale of $4.1 Billion in Contracts Led to ‘Flash Crash’ in May
'as the computers of the high-frequency traders traded contracts back and forth, a “hot potato” effect was created, the report said, as contracts changed hands 27,000 times in 14 seconds, but with eventually only 200 actually being bought or sold.' upshot: horrifically complex distributed feedback loops now directly impact our economies -- great :(
distributed-systems  distcomp  flash-crash  stock-market  trading  automation  via:nelson  sec  nyse  high-frequency-trading  from delicious
october 2010 by jm

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