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4 – Les Moëres – English version
On 19 September 2018, I wrote that I would be back here 2592000000000 microseconds later, but as always I’m late. Whatever… For human beings microseconds, nanoseconds, or attoseconds, are of no...
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See you in a month (or 2592000000000 microseconds)
It is a paradox: when I work on high-frequency trading I’m always late (as a trader I would never be at the top of the queue for sure). Human beings don’t live in a world where micro, nano and...
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Shortwave Trading | Part IV | Sleuthing Examples, Research Tools, Techniques,...
[Here is Bob Van Valzah’s last episode of the “Shortwave trading” series. Again, I’ll add a Part V about Europe when I’m back in my backyard, on Thursday. Meanwhile, I hope you’ll enjoy this last part...
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Shortwave Trading | Part III | Fourth Chicago Site, East Coast, Patent,...
[Here is Part III of Bob Van Valzah’s series “Shortwave trading”. No real comments from me on this one as I’m on vacation. I’ll cover the HF sites in Europe once Bob’s gardening leave ends. Happy...
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SHORTWAVE TRADING | PART II | FAQ AND OTHER CHICAGO AREA SITES
[I pleased to share Part II of “Shortwave Trading” by Bob Van Valzah. Part I had more than 25,000 views, which is quite insane. Thank you for all the comments we got. Comments in brackets [] and in...
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Shortwave Trading | Part I | The West Chicago Tower Mystery
Since 2014 this blog has extensively covered the wireless networks built by high-frequency trading (HFT) firms or network providers to reduce latencies between the different exchanges around the world...
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“I will be back”
FOW Conference – Amsterdam – March 7th Hello everybody. As pointed out by a couple of folks (hello Pedro) who attended my (too long) talk at Fow Trading Amsterdam two weeks ago, this blog has been...
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Network Effects | Part II
The nondisclosure agreements have lapsed. The Chicago to New Jersey microwave arms race has converged to a few winners. Many of the early participants must now be eying the runaway success (and the...
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Network Effects | Part I
INTRODUCTION Since every microsecond nanosecond counts in our life, at the present time I have to spend each microsecond to other works rather than writing here about high-frequency trading and/or the...
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HFT in the Banana land | Part 7
This unexpected new episode of the “HFT in the Banana land” series may also be coined “HFT in my backyard | S02E01”, or “S22E45”, or in more simple terms “Going to the Signal to get signals faster”....
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HFT in the Banana land | Part 6
Here is the final episode of HFT in the Banana land – or The Case of the Small English Town vs Two Large HFT Towers. No happy end here for the “high-frequency trading”/network providers firms...
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HFT in the Banana Land | Part 5
[This post is dedicated to Bass de Banaan] A lot of microseconds after HFT in the Banana land, episode 4, here is episode 5. A lot of things has happened around the banana land since January 2016. Two...
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HFT in my backyard | S02E00
THE INTRO Paris “Life is not only HFT, and it goes by even faster”. I totally agree with this statement by @MarcosCarreira, made in his review of the last Market Microstructure – Confronting Many...
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Once Upon a Time in the West
I don‘t really have time to write more posts on this blog now (I have more interesting research to do) but here are some words about “Go West”. Three weeks ago Bloomberg released this story, Traders...
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The brothers get a taste of Gouda
Coming soon? pic.twitter.com/vZwFHyYx8I — Alexandre Laumonier (@SniperInMahwah) May 20, 2016 Rumors have been circulating for a while. In five minutes, at 14:00:00:00:000 exactly, these rumors will be...
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HFT (not) in the Banana Land | Part 4
This blog has been quite silent for a while (too much bloody work) but that does not mean the “HFT in the Banana Land” series is finished. Quite the contrary: what was dubbed “The Case of the Small...
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The unknown wireless network going to Wall Street
No, it’s not a scoop. I didn’t find a new wireless [microwave or laser or whatever] network around Wall Street. In 2016, “Wall Street” means New Jersey as most of the Wall Street exchanges has moved...
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The Tower of Panama
Photo from the “Registro Publico de Panama“ website. “Transparence – Quality – Technology” On November 3, 2014, I released the fourth episode of HFT in my backyard. Back at that time I was still...
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Zaventem
I don’t like airports. Not because I’m afraid of flying, but I don’t like the space of this kind of place (too much people; too much flashy duty free shops; a lot of long corridors full of ads; etc.)....
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HFT in the Jungle
What do people make of places? The question is as old as people and places themselves, as old as human attachments to portions of the earth. As old, perhaps, as the idea of home, of “our territory” as...
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