[Beowulf] OT: Book about High Frequency Trading

[Joe Landman]

On 04/01/2014 11:35 PM, Prentice Bisbal wrote:
> Somewhat off-topic:
>
> Did any of you watch 60 Minutes Sunday, or watch The Daily Show Tonight?
> Michael Lewis was on both shows discussing his new book about
> high-frequency trading, 'Flash Boys':
>
> http://www.amazon.com/Flash-Boys-Wall-Street-Revolt/dp/0393244660
>
> Apparently, it's causing quite a stir in Wall Street. Google for
> yourselves to read some of the many criticisms of Michael Lewis and the
> book.
>
> We now return to your regularly scheduled beowulf discussions...

Understand that the financial types drive lots of good things very hard 
in HPC and cluster spaces.

Zerohedge has interesting takes on these things.  Have a look at this:

http://www.zerohedge.com/news/2014-04-01/bats-ceo-shame-you-letting-everyone-it

http://www.zerohedge.com/news/2014-04-01/if-hft-algos-were-people-theyd-be-perp-walked

and he takes many others to task as well ... The zerohedge tweets, not 
showing up as full articles are ... interesting ...

Its very interesting stuff.

The HPC angles are many.  These guys drive latency down, and hard.  They 
drive devops, security, auditability.  They need every greater computing 
density, tremendous storage density and responsiveness.  I've not seen 
much MPI, but I see lots of things like pub-sub models.  They create 
languages and love efficiency.  They push limits on everything.

Very interesting HPC group.  Not your prototypical beowulf group, but 
certainly in that same inventive model.  Start with something we can get 
lots of, and figure out what we need to do to make it work, insanely fast.






>


-- 
Joseph Landman, Ph.D
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