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Archive for May, 2008

the 10 msec business

Up until this point, I never understand how executing a trade in 10ms and 100ms would make any difference. Well, apparently if your business is arbitrage, it makes a lot of sense. Arbitrage takes advantage of price inefficiency in the global market and exploit them to make a small amount of money each time. (i.e. buy a once of gold in US with USD and selling it in its chinese unit HK for HKD) A 10 ms execution means you can stick your order in front of everyboy else’s.

But let’s talk physics for a second. It takes 100 ms to simply send a packet across the transatlantic undersea cable, 40 ms to send across the US, and 10 ms to send across the Hudson river. When you are in a 10 msec business, every milliseconds counts. Then you have the biggest time sink, the database. Even when you are able to reduce the transaction to one load and one save on the return leg, you are still talking about 15 + 40 ms. It’s a fun problem to work on, and long as the arbitrage business makes enough money to cover the servers and the piping.

Add comment May 14th, 2008

2.5 inches

I got measured up for a suit last Saturday.  When the sales dude asked me my waist size, I was like “29.5, but I’ve gain some weight, so maybe a 30.”   Got measured up, came out to be a 32.  Good job.

Add comment May 12th, 2008


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