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Decimalization, Market Volatility Was: Dual CPUs



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The need of faster CPU ... may not be true.

Using M3, we collect the full market at 10% CPU
usage using a P3-500, 768M Ram.
The trick is with the faster SCSI HD, which take
almost no time to save the data to disk.
If using regular IDE HD, the CPU usage will shoot
upto 15%.

Like funds I worked with before, if your demand 
is high, you probably will move onto customized
solutions, no TS.

-Lawrence


--- Bilo Selhi <citadel@xxxxxxxxxxxx> wrote:
> amen,
> all i can add is the simple stuff
> market evolves and we should too,
> else we are history.
> better tools, faster tools, smarter tools...
> getting more expensive to be in the
> business...
> but i still think that the underlying market
> structure is intact. sure we got some
> more volatility now, faster moves
> and one sidedness but on the positive
> note, moves are there, trends are there...
> and some concept still hold up although
> not as well as they used to...
> it's just getting harder to id them with
> todays tools, so you gotta develop
> better hammer...
> stocks can move 5-10% in an hour or two now
> where as in the old days it'd take
> a month or two :-)
> take a look at all this technology. i bot a high end
> 1G machine a couple of months ago and it's now
> old already...
> i am telling you... life in a faster lane every
> day...
> we gotta slow down a bit or we'll crash one day
> for sure :-)
> bilo.
> 
> ----- Original Message -----
> From: "Lawrence Chan" <stnahc@xxxxxxxx>
> To: "Bilo Selhi" <citadel@xxxxxxxxxxxx>; "Neal
> Falkenberry, CFA"
> <tnf@xxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
> Sent: Tuesday, May 15, 2001 9:25 PM
> Subject: Re: Dual CPUs
> 
> 
> >
> > Bilo,
> >
> > I've said that many many times, all these
> > people selling their day-trading secrets with
> > all these websites selling day-trading picks
> > already implied the game of day-trading as it
> > was is over. game over.
> >
> > The new environment is a totally different
> > ball game - and those who thought they know
> > how to trade stocks, will be in total shock
> > that what they know means nothing any more :)
> >
> > The original time series behaviour of most
> > stocks are gone, and will be gone forever.
> >
> > There will still be daytrading, but only those
> > who can command better real-time tools will be
> > able to gain back the edge needed.
> >
> > -Lawrence
> >
> > --- Bilo Selhi <citadel@xxxxxxxxxxxx> wrote:
> > >
> > > > We believe the move to decimalization changed
> the
> > > demands on our  CPUs
> > > with
> > > > respect to data collection although we can not
> > > prove it.  Has anyone else
> > > > experienced similar problems?
> > > >
> > >  you bet. things changed since the
> decimalization in
> > > equities, esp in Naz.
> > > short term price volatility increased and noise
> > > level went up considerably.
> > > spreads are now negative many times especially
> ecn
> > > spreads.
> > > <snip>
> >
> >
> > =====
> > Lawrence Chan               
> http://www.tickquest.com
> > Home of trading tools NeoBreadth and NeoTicker
> series
> >
> > __________________________________________________
> > Do You Yahoo!?
> > Yahoo! Auctions - buy the things you want at great
> prices
> > http://auctions.yahoo.com/
> 


=====
Lawrence Chan                http://www.tickquest.com    
Home of trading tools NeoBreadth and NeoTicker series