BS in Deutsche Bank job ads regarding TCP/IP network latency (HFT)?

Discussion in 'Networking and Security' started by earth_imperator, Jan 19, 2023.

  1. In many of their job ads they say "You will use top-notch hardware and network solutions as well as efficient software techniques - those include direct access to network cards to bypass the standard TCP/IP stack ...". Example for such a job ad: https://careers.db.com/professionals/search-roles/#/professional/job/38866

    I wonder how much % one can reduce the network latency by such bypassing the standard TCP/IP stack. I personally have big doubts about this issue; I rather think they just use some marketing buzzwords of the past, as IMO it practically does not make any sense to bypass the standard TCP/IP stack. Or does it?
     
    Last edited: Jan 19, 2023
  2. maxinger

    maxinger

    Or do they use UDP/IP?

    It makes a huge difference in latency improvement.
     
  3. UDP has its own problems since there is no delivery guarantee as this is a connectionless protocol.
    But they explicitly say TCP, cf. the link.
     
  4. destriero

    destriero

    Imagine HFT in FairPuts!
     
    newwurldmn likes this.
  5. spy

    spy

    I won't deny there's a great deal of marketing/bull when these guys look to hire. However, bypassing network protocols such as TCP/IP can indeed improve latency.

    They're most likely referring to something like [remote] direct memory access. Infiniband is one such technology that uses this method. And, if you want to do fast order matching in a clustered compute environment for a big dark pool or at the exchange itself... it would likely pay to skip the protocols.

    Basically, you're linking up a bunch of computers on a memory bus/backplane so they'll share the same memory space.
     
    Last edited: Jan 19, 2023
    Sprout and rb7 like this.
  6. Overnight

    Overnight

    Ahh geez, the FairPut™ dude is back? Fascinating. I was really wanting to believe in the guy, who was going to turn the options world on it's head by showing how BlackSholes was outdated and parochial.

    Dreams die hard.
     
  7. But it takes 2 to dance... :) Are the exchanges doing it too? I doubt. So, then I think they mean between their own computers around the world. Right? But this is then not strictly HFT, IMO.
     
  8. spy

    spy

    There may be partnerships between parties to co-locate but from a geographic perspective, yes... the computers are at the same location.

    “What’s in a name? A rose by any other name would smell as sweet”

    It's fast as fuck and that's all that matters IMHO. If you care about speed you want a piece. If you know the concepts and are familiar w/ the APIs; how to program those things you can write your own ticket and pretty much name your price... that's when the bs/marketing/negotiation really comes into play, lol.

    You will be working like a dog though, I promise you that.
     
  9. destriero

    destriero


    Yeah, heaven forbid someone learn put-call parity on this site.
     
    spy likes this.
  10. Overnight

    Overnight

    He has me on /block, so I will not see his witty retorts to your comments. Do tell if it gets interesting and he comes up with the FairCall™ ideation.
     
    #10     Jan 19, 2023