美國券商電腦高頻交易程式成為有心人竊取目標

閒人英郎

2月17號美國有一條新聞報導前高盛員工因竊取公司高頻交易程式源碼(source code)
法院宣判事件
http://www.bloomberg.com/news/2012-02-17/ex-goldman-programmer-s-conviction-overturned-on-appeal.html
(有多家新聞都有刊出)
有興趣的自己看看
台灣媒體好像未見有報導!?

........

On his last day of work at New York-based Goldman Sachs in June 2009, Aleynikov uploaded hundreds of thousands of lines of source code from the firm’s high-frequency trading system, prosecutors said.

He circumvented Goldman Sachs’s security, sent the code to a server in Germany, compressed and encrypted it, and took it with him to a meeting with new employers in Chicago, the U.S. said. Prosecutors argued Aleynikov wanted it as a “cheat sheet” to start a trading system at his new job.

......

比較有興趣的是

高盛使用
hundreds of thousands of lines of source code from the firm’s high-frequency trading system

幾十萬行的程式來執行他的高頻交易程式!

應該也是使用接進超級電腦的設備!?來跑程式

比較只用一部筆電或是數核心的桌機來跑程式交易

不知道台股期貨法人交易者是用何系統(軟硬體)?

一般交易人在資金 設備 程式 都不如法人的情況下

想以程式交易與法人交手

恐怕淪為法人點心居多!

a89212231

一般交易人用程式交易只能喝人家吃剩下的湯渣吧

joelhuang

真的是很不公平的市場交易
好像是用弓箭對付現代高科技武器

JadeFeng

這就是期貨市場散戶輸多贏少的主要原因

H0310

一般交易人對此不利狀況, 是否能有破解之道?

mars777

真恐怖捏~~~~~~~~~~~
看來程式交易的門檻頗高的~~~~~~~~~~~~~

luciferli

極短線交易的不利因素實在太多了
果然只有高手能玩

咬人螞蟻

被偷的是 source code ，就算 999 thousand lines of code 好了。也比 2003 年的 linux kernel 還要小非常多!

http://en.wikipedia.org/wiki/Linux_kernel

25 January 1999 - Linux 2.2.0 was released (1,800,847 lines of code).
18 December 1999 - IBM mainframe patches for 2.2.13 were published, allowing Linux to be used on enterprise-class machines.
4 January 2001 - Linux 2.4.0 was released (3,377,902 lines of code).
17 December 2003 - Linux 2.6.0 was released (5,929,913 lines of code)

compiles 完之後，應該是一台 eeepc 就已經可以跑得飛快了。