Attention Economy


Tuesday, October 25, 2016

Absurdities in a High Frequency Trading World

An interesting piece from Bloomberg:
“Patent application no. 14/451,356 has one goal: to outrun the speed demons of Wall Street.
The 16-page document was quietly published by the U.S. Patent and Trademark Office in February. Replete with schematic drawings, the filing describes a novel way for “executing synchronized trades in multiple exchanges.” The invention consists of not only sophisticated algorithms and a host of computer servers, but atomic clocks -- precisely calibrated to vibrations of irradiated cesium atoms -- to sync orders to within a few billionths of a second.
And if it works as advertised, one of the most illustrious names in the hedge-fund business could gain exclusive U.S. rights to a weapon capable of thwarting even the most predatory of high-speed traders.
The application belongs to Renaissance Technologies, the ultra-secretive and highly profitable $32 billion firm founded by mathematician and former code breaker Jim Simons. And the lengths it’s been willing to go to build and patent its own computer-driven technology -- at a potential cost of tens of millions of dollars -- underscores just how big a threat high-frequency traders have become to the industry’s largest and savviest players.”

Profile of Jim Simons – Mathematician Turned Billionaire Hedge Fund Manager