| Andrew Cooke | Contents | Latest | RSS | Twitter | Previous | Next


Welcome to my blog, which was once a mailing list of the same name and is still generated by mail. Please reply via the "comment" links.

Always interested in offers/projects/new ideas. Eclectic experience in fields like: numerical computing; Python web; Java enterprise; functional languages; GPGPU; SQL databases; etc. Based in Santiago, Chile; telecommute worldwide. CV; email.

Personal Projects

Lepl parser for Python.

Colorless Green.

Photography around Santiago.

SVG experiment.

Professional Portfolio

Calibration of seismometers.

Data access via web services.

Cache rewrite.

Extending OpenSSH.

C-ORM: docs, API.

Last 100 entries

Small Success With Go!; Re: Quick message - This link is broken; Adding Reverb To The Echo Chamber; Sox Audio Tools; Would This Have Been OK?; Honesty only important economically before institutions develop; Stegangraphy via PS4; OpenCL Mess; More Book Recommendations; Good Explanation of Difference Between Majority + Minority; Musical Chairs - Who's The Privileged White Guy; I can see straight men watching this conversation and laffing; When it's Actually a Source of Indignation and Disgust; Meta Thread Defending POC Causes POC To Close Account; Indigenous People Of Chile; Curry Recipe; Interesting Link On Marginality; A Nuclear Launch Ordered, 1962; More Book Recs (Better Person); It's Nuanced, And I Tried, So Back Off; Marx; The Negative Of Positive; Jenny Holzer Rocks; Huge Article on Cultural Evolution and More; "Ignoring language theory"; Negative Finger Counting; Week 12; Communication Via Telecomm Bids; Finding Suspects Via Relatives' DNA From Non-Crime Databases; Statistics and Information Theory; Ice OK in USA; On The Other Hand; (Current Understanding Of) Chilean Taxes / Contributions; M John Harrison; Playing Games on a Cloud GPU; China Gamifies Real Life; Can't Help Thinking It's Thoughtcrime; Mefi Quotes; Spray Painting Bike Frame; Weeks 10 + 11; Change: No Longer Possible To Merge Metadata; Books on Old Age; Health Tree Maps; MRA - Men's Rights Activists; Writing Good C++14; Risk Assessment - Fukushima; The Future of Advertising and Surveillance; Travelling With Betaferon; I think I know what I dislike so much about Metafilter; Weeks 8 + 9; More; Pastamore - Bad Italian in Vitacura; History Books; Iraq + The (UK) Governing Elite; Answering Some Hard Questions; Pinochet: The Dictator's Shadow; An Outsider's Guide To Julia Packages; Nobody gives a shit; Lepton Decay Irregularity; An Easier Way; Julia's BinDeps (aka How To Install Cairo); Good Example Of Good Police Work (And Anonymity Being Hard); Best Santiago Burgers; Also; Michael Emmerich (Vibrator Translator) Interview (Japanese Books); Clarice Lispector (Brazillian Writer); Books On Evolution; Looks like Ara (Modular Phone) is dead; Index - Translations From Chile; More Emotion in Chilean Wines; Week 7; Aeon Magazine (Science-ish); QM, Deutsch, Constructor Theory; Interesting Talk Transcripts; Interesting Suggestion Of Election Fraud; "Hard" Books; Articles or Papers on depolarizing the US; Textbook for "QM as complex probabilities"; SFO Get Libor Trader (14 years); Why Are There Still So Many Jobs?; Navier Stokes Incomplete; More on Benford; FBI Claimed Vandalism; Architectural Tessellation; Also: Go, Blake's 7; Delusions of Gender (book); Crypto AG DID work with NSA / GCHQ; UNUMS (Universal Number Format); MOOCs (Massive Open Online Courses); Interesting Looking Game; Euler's Theorem for Polynomials; Weeks 3-6; Reddit Comment; Differential Cryptanalysis For Dummies; Japanese Graphic Design; Books To Be Re-Read; And Today I Learned Bugs Need Clear Examples; Factoring a 67 bit prime in your head; Islamic Geometric Art; Useful Julia Backtraces from Tasks; Nothing, however, is lost with less discomfort than that which, when lost, cannot be missed

© 2006-2015 Andrew Cooke (site) / post authors (content).

LMAX Architecture

From: andrew cooke <andrew@...>

Date: Sun, 30 Oct 2011 08:05:20 -0300

I'm spending much of this weekend trying to work out why I am sometimes
frustrated with work.  One - perhaps rather mundane and obvious - factor is
trying to balance conflicting and sometimes hard-to-understand requirements.
So reading an article like this, which describes a beautifully clean design,
driven by one simple objective - speed - is like reading a fairy story,
describing an idyllic land, where targets are clear and succeess easy to



too fast already

From: Stefan Wehner <stefan@...>

Date: Sun, 30 Oct 2011 10:18:00 -0400

Hi Andrew,=20

While I share your fascination about the clean, smart architecture and =
code, I cannot help to point out what the purpose of the system is: real =
time trading of derivative financial products. Sounds to me like putting =
together the nuclear bomb for financial markets. And it's a dirty bomb. =
Fowler in his footnote [2] comments about derivatives: "I shall remain =
silent on what I think about the value of this innovation".=20
The role of the LMAX platform, as I understand it, is to give more =
people (read: highly specialized traders) access to high speed trading. =
High speed involves that the actual trading is done by algorithms. The =
trader defines the algorithm, but the machine runs it. If there were =
still people taking the buy-sell decision, you would not have to be as =
fast as 6 million orders per second. This is far beyond human speed.=20
My conclusion is that the mess will make its appearance eventually. You =
are right, you don't see the mess in their code and specs. But that's =
exactly because they completely disregard the effects their trading will =
have on the real world. I would say, their spec is just incomplete! In =
the end, this kind of innovation will cause unstable financial markets, =
an unstable economy, financial crises, concentration of the wealth in =
the hands of very few, people losing their jobs and their houses, =
radicalization of politics, kids without a future (I have many of them =
in my neighborhood in NY). The people who will later attempt to clean up =
the mess are very low payed or volunteers, social workers, underfunded =
government agencies etc.=20
Of course, this is not the fault of LMAX all this has been going on for =
a long time. I believe we rather need to think about how we can partly =
slow down, rather than further speed up our life. There are too many =
side effects we don't see before it is too late. And there are too many =
already who cannot keep up with the speed of this world.


Re: too fast already

From: andrew cooke <andrew@...>

Date: Mon, 31 Oct 2011 17:33:53 -0300

I don't disagree with you about high frequency financial trading - I was more
interested in the technical details than the application.

However, I do wonder if there is a correlation between evil and simplicity.
Focussing on one aspect of a problem to the exclusion of all else leads to
simplicity, but imbalance.  So perhaps it is in the nature of things that the
cleanest technical problems are also the most damaging...


Comment on this post