美國券商電腦高頻交易程式成為有心人竊取目標
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! 一般交易人用程式交易只能喝人家吃剩下的湯渣吧 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 這就是期貨市場散戶輸多贏少的主要原因 一般交易人對此不利狀況, 是否能有破解之道? {:4_144:} 真恐怖捏~~~~~~~~~~~
看來程式交易的門檻頗高的~~~~~~~~~~~~~ 極短線交易的不利因素實在太多了
果然只有高手能玩 本帖最後由 咬人螞蟻 於 12-2-21 11:07 PM 編輯
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。
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