Trading & Tech

Wednesday, 13 December 2017
Buffetting due?

Tuesday, 12 December 2017
That's not a bubble. That's a bubble...

Monday, 11 December 2017
Curious Bitcoin curiosities

Monday, 4 December 2017
Is IEX a Giffen Good?

Sunday, 13 August 2017
IEX fee regression

Friday, 30 June 2017
FPGAs and AI processors: DNN and CNN for all

Wednesday, 28 June 2017
U.S. Equity Market Structure Part I: A Review of the Evolution of Today’s Equity Market Structure and How We Got Here

Monday, 26 June 2017
Finra ATS Tier 1 statistical update

Thursday, 22 June 2017
IEX MM-Peg follow up

Tuesday, 20 June 2017
IEX's new order's unintended consequences

Wednesday, 14 June 2017
Rebate trafficking

Thursday, 1 June 2017
IEX statistics for May: the devil is in the details

Saturday, 20 May 2017
Submarine communications on VLF protecting Earth from space radiation

Friday, 19 May 2017
Speed-bump 101

Wednesday, 17 May 2017
NYSE American - attack of the clones

Friday, 12 May 2017
Oh my - more lines, radios, and cables

Tuesday, 9 May 2017
IEX's dark fader = bad vibes

Friday, 5 May 2017
Lines, radios, and cables - oh my

Friday, 21 April 2017
Reg SHO: 2017 Q1 Fails-To-Deliver = $131.95 billion

Tuesday, 11 April 2017
IEX Signal or IEX 2.0

Tuesday, 4 April 2017
IEX trading

Saturday, 1 April 2017
Sub-pennies rule!

Thursday, 30 March 2017
IEX patents

Saturday, 11 March 2017
Using the matrix - exchange and enterprise network improvement

Wednesday, 1 March 2017
Hashcat 2017

Saturday, 18 February 2017
Some of my favourite, or most useful, finance books

Tuesday, 24 January 2017
US microstructure - why the rules don't matter

Tuesday, 17 January 2017
A tale of two cities' firms

Wednesday, 4 January 2017
How to game Nasdaq's Extended Life Priority Order Attribute

Sunday, 1 January 2017
2017 = 111111 0000 1

Wednesday, 28 December 2016
Christmas console

Thursday, 8 December 2016
IEX innovation killing innovation

Thursday, 8 December 2016
CFTC vs DRW: judge leans against CFTC on closing

Monday, 5 December 2016
CFTC vs DRW: regulator's ego explodes

Monday, 28 November 2016
SEC app fail

Friday, 25 November 2016
Yet another CHX LTAD letter

Monday, 21 November 2016
Finra ATS Tier 1 stats - today's release for 31-Oct-2016

Friday, 18 November 2016
CHX: Ludicrous Talks About Demons (LTAD)?

Friday, 18 November 2016
IEX: dark and expensive - update

Wednesday, 16 November 2016
Crazy CAT approved by SEC

Wednesday, 9 November 2016
Metamako @ 69ns breaks their own record for fastest 10G Ethernet switching speed

Monday, 7 November 2016
SEC's NMS "de minimis" is not one millisecond

Friday, 4 November 2016
CHX - More letters on LTAD: Liquidity Terminology Acknowledges Deficit

Tuesday, 18 October 2016
IEX: dark and expensive

Monday, 17 October 2016
CHX: Price taking access delay (LTAD)

Friday, 14 October 2016
SEC - All your base are belong to us

Thursday, 6 October 2016
Adapteva tapes out Epiphany-V: A 1024-core 64-bit RISC processor

Saturday, 16 July 2016
Funny IEX response to Matt Levine's DPEG note

Saturday, 16 July 2016
Solarflare (good guys) versus Exablaze (bad guys) - court update II

Wednesday, 13 July 2016
IEX Discretionary Peg (DPEG) calculation and patent

Tuesday, 12 July 2016
MetaMux 48 - world's fastest 10G switch

Monday, 11 July 2016
Finra ATS stats - today's release for 20 June 2016

Wednesday, 6 July 2016
Drones - a firefighting solution

Tuesday, 5 July 2016
Maths education - counting on fingers & making mistakes, with attitude, are important

Thursday, 30 June 2016
Billions of shares fail to settle - every month - you and I don't care

Thursday, 23 June 2016
1000 core processors

Wednesday, 22 June 2016
Linley Wire: Mellanox Marries ConnectX to Tile-Mx

Thursday, 16 June 2016
IEX - the good, the bad, and the ugly

Wednesday, 15 June 2016
Mellanox claims fastest Ethernet NIC latency

Tuesday, 7 June 2016
ASIC: NAB, ANZ, and Westpac fighting over BBSW is anti-competitive

Saturday, 4 June 2016
The age of the Age of High Frequency Trading

Monday, 16 May 2016
Fairfax versus Westpac

Sunday, 15 May 2016
To spoof, or not to spoof, that is the question

Saturday, 7 May 2016
Solarflare versus Exablaze / Zomojo complaint update

Friday, 6 May 2016
ITG shutters prop trading business

Tuesday, 3 May 2016
Craig Wright - Bitcon 

Monday, 18 April 2016
World closer to ending in tears: customers being paid to have a mortgage

Thursday, 14 April 2016
Solarflare is suing Exablaze for patent infringement

Saturday, 26 March 2016
ITG continues to deceive customers

Wednesday, 23 March 2016
Most people in Australian tech firms at risk of 10 yrs incarceration from April 2nd, 2016

Friday, 15 January 2016
One for the road: Failure-to-deliver, Goldmans & Reg SHO

Saturday, 2 January 2016
IEX - InvestorSexChange - the quest for validation & revenue

Thursday, 10 December 2015
There you go: speech recognition solved

Thursday, 10 December 2015
Low cost e-commerce not possible in Australia

Sunday, 8 November 2015
ITG - good recovery

Thursday, 1 October 2015
Simple, quick Reg NMS thoughts for the day

Tuesday, 15 September 2015
UBS and IEX gain - ITG lose - FINRA ATS Tier 1 Weekly Stats

Thursday, 10 September 2015
ITG - POSIT Alert down 68% for Aug - tripling would not recover to normal

Friday, 28 August 2015
Trade system performance - state of the art

Tuesday, 1 September 2015
ITG Posit - market share now 50% below peak

Friday, 28 August 2015
Trade system performance - state of the art

Monday, 24 August 2015
ITG Posit - Aug 3 Finra ATS stats - was 62% higher before scandal

Thursday, 13 August 2015
ITG - post settlement meanderings

Thursday, 13 August 2015
ITG - Prop trading for June Q 2015, Y2014, Y2013 and down the rabbit hole

Thursday, 13 August 2015
ITG - Project Omega's SEC settlement

Sunday, 9 August 2015
Trading rebates - a choice, not an evil

Wednesday, 5 August 2015
ITG update - Gasser gone

Sunday, 2 August 2015
ITG - dead firm walking?

Tuesday, 14 July 2015
Top500 - is that a supercomputer in your pocket?

Sunday, 12 July 2015
IEX - not walking the talk

Thursday, 9 July 2015
Breaking NP-completeness without quantum?

Thursday, 9 July 2015
NYSE failure - handy wavy generalisations

Tuesday, 23 June 2015
Kalray - new product meander

Saturday, 6 June 2015
The Daleks are more than just climbing stairs

Wednesday, 3 June 2015
Metamako's MetaApp - a trading swiss army knife

Tuesday, 19 May 2015
Some interesting "white box" switches

Friday, 1 May 2015
The age of perception: a $20 trillion dollar per year opportunity

Saturday, 18 April 2015
Metamako Metamux - First 10G Ethernet sub 100 ns switch

Thursday, 22 January 2015
Youtube clip: Speed Demonized: High Frequency Trading Helps, Not Hurts Investors

Thursday, 15 January 2015
Mellanox Connect-X 4 details emerge: 700ns

Sunday, 23 November 2014
SC14 view from afar

Monday, 17 November 2014
Alpha Data - PCIe 3.0 Xilinx UltraScale 10/40G

Wednesday, 6 August 2014
Historic US microwave links and NY to Chicago in "34 Jumps"

Sunday, 15 June 2014
Nice Terasic PCIe 3.0 FPGA board


Friday, 2 May 2014
100G Ethernet FPGA NIC - PCIe 3 with 16 lanes + GPS

Tuesday, 8 April 2014
Flash Boys' sinister ending: who owns the new evil microwave tower?

Monday, 7 April 2014
HFT - two choices: making money every day or oblivion

Friday, 4 April 2014
Flash Boys - Misleading information

Sunday, 5 January 2014
NSA solution - learning from HFT

Saturday, 4 January 2014
NSA is not an HFT - latencies

Friday, 3 January 2014
NSA quantum compute efforts

Tuesday, 31 December 2013
NSA to Q's lab - eat your heart out

Saturday, 21 December 2013
Which 10G Ethernet card to buy for Christmas trading?

Thursday, 2 May 2013
Well known trading secrets become public

Sunday, 10 February 2013
Smart exchanges - speculative transmission

Monday, 28 January 2013
Self-driving cars versus HFT

Thursday, 24 January 2013
Hedging – losses as profits that feed traders

Saturday, 19 January 2013
HFT’s dirty little secret – where the money comes from

Thursday, 17 January 2013
Which is the world’s fastest switch for 10G Ethernet?

Monday, 14 January 2013
Dark pools – good or evil?

Monday, 14 January 2013
Meandering thoughts on exchanges

Friday, 11 January 2013

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