HFT in my backyard – III

That is some quality open-source intelligence gathering. I'm not in that industry but I still find it fascinating to read how he manages to figure out and puzzle together all this data.

I've visited the Sea Forts, well worth it if you get a chance. You used to be allowed to stay on them overnight... Actually if you know (or are) a friendly skipper, you probably could still get away with it.

The suspense for the announced parts IV and V is just unbearable.

Makes me want to buy his books.

I heard a while back that to be the biggest winner, you need to be in the nano-second range for your latency (for example, you would need to rent server space at the stock exchange and not be running any firewall/etc to have minimum latency) ... I don't think that he is talking about the large players in his articles because he is still in the millisecond range which is very slow for this purpose. In 2011, microseconds were apparently for big players (http://www.youtube.com/watch?v=kjIdzBtTBnI)

Whoah. Article is worth reading for the Sint Pieters Leeuw tower staircase alone.

Looking forward to the rest!

Can somebody tell me if the books are available in English? Everything seems to point they are French only. Also are 5, 6 - 5|6 and 0 - 1 all separate pieces of literature?

WHY? Why not just put the servers in London in the first place? Surely the Stock Exchange has some horrendously expensive colo you can buy?

Superb series of articles.