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Mark Gongloff

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Hot New High Frequency Trading Weapon: Drones

Posted: 08/07/2012 5:00 pm

Drones: They're not just for killing anymore.

They're not just for killing people, I mean. Soon they will be for killing your money in the stock market, according to a must-read new Wired piece about the dramatic rise of high-frequency trading.

In the piece, Jerry Adler writes about attending the March 2012 New York Battle of the Quants, where the evil geniuses of robot trading leave the safety of their remote island laboratories to talk about their latest plans for market takeover.

One of the most troubling problems high-speed traders face is the space between places like London and New York, with annoying things like air, water, land and sharks interfering with the robots' light-speed communications.

The solution to this problem? Frickin' drones:

Unlike the New York-Chicago route, the Atlantic Ocean is a highly unsuitable environment for erecting microwave towers. On the other hand, when I raised this point at the Battle of the Quants with Alexander Dziejma, chief architect at a high-frequency trading firm called Dymaxion Capital Management, he scoffed.

"They're doing amazing things now with drones," Dziejma said.

"Drones?"

Sure, he said. A fleet of unmanned, solar-powered drones carrying microwave relay stations could hover at intervals across the Atlantic. I started to come up with all the reasons that was a crackpot idea, then realized I'd heard 10 crazier things since 9 am that day. "Someone will do this eventually," he said.

I have no doubt that this was not even the craziest thing Adler heard that day. Another thing these quants have on their minds is someday getting ahold of particle accelerators to create sub-atomic neutrinos that can be used to carry important messages, like "sell 10,000 shares of Facebook" at slightly faster speeds, by shooting them straight through the earth. Forbes first mentioned this idea a few months back, and Adler notes it has not died for lack of sanity:

It is only a matter of time, perhaps a few decades, says Alexander Wissner-Gross, a Harvard physicist, before some hedge fund decides it needs a particle accelerator to generate neutrinos, and then everyone will want one.

This is good news for the world, because all stock trading is good, and we shouldn't stand in the way of progress or something, according to Wall Street. High-speed stock trading has helped build the job-spurting economic boom we all enjoy today. So why are you so afraid of stock-trading drones? What could possibly go wrong, aside from the occasional Flash Crash, Facebook IPO flop, BATS IPO flop, or Knight Trading collapse? Other than those things?

So don't worry that hapless regulators already can't keep up with the high-speed trading that has all but taken over our stock market in just the past few years, even before the drones take to the skies and the particle accelerators fire up. Don't worry at all.

 
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04:57 PM on 08/10/2012
Need Knightmare relief soon? Don't miss High-Frequency Trading Happy Hour Tuesday 14 in NYC: http://bit.ly/RF0c54
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HUFFPOST SUPER USER
jsgaetano
Legum servi sumus ut liberi esse possimus
05:34 AM on 08/09/2012
There needs to be a tax on every stock trade made.  Even if it were as little as a penny, it would go a long way to fixing the damage done by microtransactions.
ThatsTheTheWayItIs
religion, ideology, partisanship are delusional
09:07 AM on 08/09/2012
What damage is that? If you and I sell the same stock back-and-forth to each other, a million times - how did that harm anyone else? It doesn't, you folks are being duped. Trading is a poker game, costs those of us who don't play nothing. If you do play, use a mutual fund. They have the same computers, you'll do as well as anyone. Trading stocks yourself is stupid, no one should do it.
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jsgaetano
Legum servi sumus ut liberi esse possimus
05:12 PM on 08/09/2012
"If you and I sell the same stock back-and-forth to each other, a million times - how did that harm anyone else?"

That's not even close to an accurate description of what's happening, but let's say it is, and me and you make billions selling the same stock back and forth. That means it's fraud, because there's no way that could happen. Shuffling papers back and forth doesn't create wealth (or rather, it shouldn't because it doesn't).

What microtrading does is makes money on sometimes sub-penny movements in a stock's price. IMO, it was a bad thing to even get rid of the "trading pit". Having real people down there making real decisions with real trades has now been replaced, and instead we have multi-billion dollar shifts in the economy taking place with zero human intervention.
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yukonsam
This space reserved for self-referential irony.
02:57 PM on 08/08/2012
Wall Street Drones! With a simple modular payload substitution, you can execute trades AND execute the competition! Order now!
02:43 PM on 08/08/2012
That reminds me, I have to sell off those stock funds soon. At my age writing off the loss is more profitable than waiting and hoping they are worth more than I paid for them someday.
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Baneblade
Subversive Individual
01:39 PM on 08/08/2012
I'm sure we can trust Wall Street with drones.
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Eric Sandoval
Patriotism IS the last bastion of the scoundrel
01:38 PM on 08/08/2012
Whatever!! Produce something, instead of trading in the buying and selling of others.
01:31 PM on 08/08/2012
I got out of the stock market a while back. I only invest in cash-like instruments and only business projects I have control over.
11:48 AM on 08/08/2012
Lately, Knight Capital felll victim to this practice, a software bug they claimed. Since only software can trade at those speeds, I am amazed at Knights dopey response. What exactly failed needs to be investigated or else we face the prospect of a total market meltdown in a more nasty "flashcrash". If poor software or a rogue hacker manipulates the prices of the dow 30 to $1 per share, and billions of shares are purchased at that price, I believe that the purchases would have to be honored unless the SEC has some cool software to block a precipitous fall. Wall street may indeed have a death wish with this unless their software is bullet proof. But lets ask Knight how bullet proof trading software is
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MacTheCat
Those Clouds You See Aren't really clouds at all
11:39 AM on 08/08/2012
Already in use in cities around the country they were also seen at the Bohemian Grove protest assembly hovering above the crowd in attendance there.
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Timma
nihil habentes omnia posidentes
11:32 AM on 08/08/2012
Wall Street Drones? No. Wall Street clones and clowns - Yes.
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garynofishing
There's a RAT infestation on Wall Street
10:28 AM on 08/08/2012
MORE----MUCH MORE regulation is needed, not less as some will tell you
11:06 AM on 08/08/2012
If you have to put a warning label on something, you designed it wrong in the first place. If you have to regulate it, it was designed wrong in the first place.
09:35 AM on 08/08/2012
Your Corporate Masters Say:

"The problem is that you puny humans still think you are the dominant species on this planet. You are dated and you are slow. We are no more interested in interacting among ourselves than you are by touching antennae or sniffing butts.

The sooner you recognize that you are subservient to a superior species, the easier things will go for you."
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JstDarla
Gone Fishing
10:35 AM on 08/08/2012
1984
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Talk2PassiveActionVital
Stand against fa$ci$m or our children will kneel
02:24 PM on 08/08/2012
Sounds like an element of the species that's about to find itself without an evolutionary purpose. Redundant and parasitic members of any population are quickly culled and disposed. 1% take note.
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08:55 AM on 08/08/2012
High speed trades are adding so much value to the economy. Not.
thankgodimanatheist8
The answer to fools is silence
07:54 AM on 08/08/2012
The solution to high frequency trading is so simple. A small transaction tax. Would make no difference at all to investors (buy and keep - most shares I buy I keep for at least two years). Day traders would not suffer but high frequency trading would lose rather than making money through having faster computers, better algorithms, faster communication to the exchange (hence the idea of drones).
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jsehgal
Micro-bio? There is too much to say!
09:58 AM on 08/08/2012
RE: "The solution to high frequency trading is so simple. A small transaction tax."

I agree. I would also like to add that the tax that you propose be linked to the speed of the trader. The shorter the interval, the higher the tax.
thankgodimanatheist8
The answer to fools is silence
01:17 PM on 08/08/2012
I absolutely agree. I just thought a per share transaction tax is easier to calculate and explain.
I do think that capital gains on investments should be based on the length one keeps the investment.
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panhandleguy
Why are we born only to suffer and die: Why not?
12:45 PM on 08/08/2012
Another viable option might be a sliding scale capital gains tax, based on how long you held the security. If you owned it for a fraction of a second, you would pay 95%, for example.
12:59 PM on 08/08/2012
Excellent! You're definitely on to something here. High speed is part of the problem, magnified by the high volume.
thankgodimanatheist8
The answer to fools is silence
01:18 PM on 08/08/2012
And you would not be able to use your losses against those gains.
lastpost
see biography
06:01 AM on 08/08/2012
"They're doing amazing things now with drones,"
Hmmm… You ain’t seen nothing yet. Just wait until those fall into the wrong hands. Then we’ll need drones to police the drones.

“the reasons that was a crackpot idea”
Where do the “profits” made actually come from? And don't say the stocks and shares fairy.

“getting ahold of particle accelerators to create sub-atomic neutrinos that can be used to carry important messages, like”
the god (help us) petition.

“don't worry that hapless regulators already can't keep up with the high-speed trading”
Simply separate off that piece of fantastical financial fantasy, to another part of the asylum.
Where if they do any harm, it will be to themselves.

“even before the drones take to the skies and the particle accelerators fire up”
hackers will ensure that the empire strikes out.