Nov

21

A Gamer’s Market, from Jim Sogi

November 21, 2007 |

Pac-Man [1980]I am building a new max gaming PC for trading. The Nvidia 680i SLI motherboard has an interesting technology that allows the board to prioritize the bit stream to allow your trading application to have priority for data and execution of commands over other programs such as your charting program or data feed. On days such as Monday when the market moved so fast the execution platform started jumping over a point and windows of execution were short and fast, it became what I'd call a "gamers" market. The data feed and the execution platform are competing for bandwidth and CPU time. R is sucking up some bandwidth as well. Time seemed to be compressed with one weeks worth of moves in a day, a days worth of moves in an hour. It looked like the fast paced online games my son used to play when he was younger. Not that 10 milliseconds will make a big difference in the fat finger, but when you do press the button, you don't want your order lagging. This is a big issue as demonstrated in the online gaming arena where the lags and latencies are displayed, and a slow machine/data has a noticeable lag in pulling the trigger and shooting the opponent and is virtually not competitive. This is so similar to trading that I can't imagine that the lag/latency and computer execution issues are not overlooked. Reminds me of the two guys and the tiger. First guy puts on running shoes. Second guy says, "You can't out run the tiger." Second guy says, "I don't have to, I just have to out run you!"


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  1. Yucheng Pan on November 21, 2007 7:55 pm

    Regarding the two guys and the tiger: if the second guy chooses to run in a different direction away from the first guy, he would have a fair chance of not being eaten by the tiger because the little difference in distances to the tiger would not make much difference for the much-faster tiger to select a prey.

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