Saturday, August 11, 2012

Weird’s Deep Thoughts (Saturday Morning Insight Edition): Raging Bulls or How Wall Street Got Addicted to Light-Speed Trading





According to Wired’s Jerry Adler Wall Street used to bet on companies that build things. Now it just bets on technologies that make faster and faster trades.

The 2012 New York Battle of the Quants, a two-day conference of algorithmic asset traders, took place in New York City at the end of March, just a few days after a group of researchers admitted they had made a mistake in an experiment that purported to overturn modern physics. The scientists had claimed to observe subatomic particles called neutrinos traveling faster than the speed of light. But they were wrong; about six months later, they retracted their findings. And while “Special Relativity Upheld” is the world’s most predictable headline, the news that neutrinos actually obey the laws of physics as currently understood marked the end of a brief and tantalizing dream for quants—the physicists, engineers, and mathematicians-turned-financiers who generate as much as 55 percent of all US stock trading. In the pursuit of market-beating returns, sending a signal at faster than light speed could provide the ultimate edge: a way to make trades in the past, the financial equivalent of betting on a horse race after it has been run.

“…High-frequency traders are a subset of quants, investors who make money the newfangled way: a fraction of a cent at a time, multiplied by hundreds of shares, tens of thousands of times a day. These traders occupy an anomalous position on Wall Street, carrying themselves with a distinctive mixture of diffidence and arrogance that sets them apart from the pure, unmixed arrogance of investment bankers…..


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