Comments on: ATP Special Edition - Low Latency (featuring Thomas Chippas, Deutsche Bank) http://www.algotradingpodcast.com/2008/05/16/atp-special-edition-low-latency-featuring-thomas-chippas-deutsche-bank/ This interview series focuses on challenges affecting Algorithmic Trading environments and includes interviews with thought-leaders and industry experts from banks and other financial institutions. Fri, 30 Jul 2010 09:42:12 +0000 http://wordpress.org/?v=2.2.2 By: Aleynikov Backgrounder: 2008 Chippas Interview on Low Latency in Algo Trading - Housing Doom http://www.algotradingpodcast.com/2008/05/16/atp-special-edition-low-latency-featuring-thomas-chippas-deutsche-bank/#comment-124 Aleynikov Backgrounder: 2008 Chippas Interview on Low Latency in Algo Trading - Housing Doom Thu, 23 Jul 2009 10:32:41 +0000 http://www.algotradingpodcast.com/2008/05/16/atp-special-edition-low-latency-featuring-thomas-chippas-deutsche-bank/#comment-124 [...] there are various web resources to start studying the issue. I recently came across this fascinating podcast about low latency and algorithmic trading.[1] I’m going to hope that creating a new Doom transcript of the interview and adding a few [...] […] there are various web resources to start studying the issue. I recently came across this fascinating podcast about low latency and algorithmic trading.[1] I’m going to hope that creating a new Doom transcript of the interview and adding a few […]

]]> By: John McLeod http://www.algotradingpodcast.com/2008/05/16/atp-special-edition-low-latency-featuring-thomas-chippas-deutsche-bank/#comment-123 John McLeod Thu, 23 Jul 2009 02:55:08 +0000 http://www.algotradingpodcast.com/2008/05/16/atp-special-edition-low-latency-featuring-thomas-chippas-deutsche-bank/#comment-123 Greetings from Housing Doom blog. Events from earlier this month have thrown an intense spotlight on algorithmic trading and low-latency. Earlier today we posted an annotated transcript of this interview in our article <a href="http://housingdoom.com/2009/07/22/aleynikov-origins/" rel="nofollow">"Aleynikov Backgrounder: 2008 Chippas Interview on Low Latency in Algo Trading"</a>. We'd be delighted if you were to use our transcript as a basis for a PDF version you could add to your list. Even better would be if you could bring some of your experts back to discuss these subjects in the light of recent events. Greetings from Housing Doom blog. Events from earlier this month have thrown an intense spotlight on algorithmic trading and low-latency. Earlier today we posted an annotated transcript of this interview in our article “Aleynikov Backgrounder: 2008 Chippas Interview on Low Latency in Algo Trading”.

We’d be delighted if you were to use our transcript as a basis for a PDF version you could add to your list. Even better would be if you could bring some of your experts back to discuss these subjects in the light of recent events.

]]> By: David Succaria http://www.algotradingpodcast.com/2008/05/16/atp-special-edition-low-latency-featuring-thomas-chippas-deutsche-bank/#comment-109 David Succaria Fri, 12 Sep 2008 01:28:53 +0000 http://www.algotradingpodcast.com/2008/05/16/atp-special-edition-low-latency-featuring-thomas-chippas-deutsche-bank/#comment-109 The real great divide is quality simulation on premier historical data. I recommend these gents, offering any asset class... http://www.forextickdata.com Even with exceptional data, a vast amount of quants and developers assume a price can be attained is there is a record of it. However in real life you might not be the person to hit the offer or bid first. If you better the bid someone might do it right back to you etc. Very high frequency methods with razor thin expectations play on the edge of disaster. The good thing is that one started in real time an immediate back test can be done to track the beta of back tested verse realtime results. Best to everyone and great pod casts! Cheers - David The real great divide is quality simulation on premier historical data. I recommend these gents, offering any asset class…
http://www.forextickdata.com

Even with exceptional data, a vast amount of quants and developers assume a price can be attained is there is a record of it. However in real life you might not be the person to hit the offer or bid first. If you better the bid someone might do it right back to you etc. Very high frequency methods with razor thin expectations play on the edge of disaster. The good thing is that one started in real time an immediate back test can be done to track the beta of back tested verse realtime results.

Best to everyone and great pod casts!

Cheers - David

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