July 08, 2009

"Incredibly Shrinking Liquidity" as Goldman Flushed Quant Trading

This is fascinating: "Incredibly Shrinking Liquidity" as Goldman Flushed Quant Trading.

"If ya ain't cheatin', ya ain't tryin'."

Its complex but I think I get most of it.

In short,
  1. It appears to be possible for people in the right relationship, to detect the electronic messages that indicate that trades are about to happen on markets such as the NYSE and to make their own trades fast enough to profit from them 
  2. Goldman Sachs may be one of the companies in a position to do that
  3. GS have regularly been turning $100 million per day in programme trades of this kind
  4. GS was the number one such trader
  5. Someone has been arrested for stealing their IP
  6. GS trades have ceased completely since they discovered that their code was cracked
Someone out there knows the rest of this story. What is it?

"Incredibly Shrinking Liquidity" as Goldman Flushed Quant Trading

This is fascinating: "Incredibly Shrinking Liquidity" as Goldman Flushed Quant Trading.

"If ya ain't cheatin', ya ain't tryin'."

Its complex but I think I get most of it.

In short,
  1. It appears to be possible for people in the right relationship, to detect the electronic messages that indicate that trades are about to happen on markets such as the NYSE and to make their own trades fast enough to profit from them 
  2. Goldman Sachs may be one of the companies in a position to do that
  3. GS have regularly been turning $10 million per day in programme trades of this kind
  4. GS was the number one such trader
  5. Someone has been arrested for stealing their IP
  6. GS trades have ceased completely since they discovered that their code was cracked
Someone out there knows the rest of this story. What is it?

Explaining this deflation thing

On April 19 Ton Zylstra put me on the spot about why I think that inflation is not the problem and I did my best to explain myself. I should have waited for Illargi at The Automatic Earth: July 5 2009: The unbearable mightiness of deflation

As we have consistently explained here at The Automatic Earth, inflation is an increase in the supply of money and credit relative to available goods and services, while deflation is the opposite. Deflation, moreover, is aggravated by a collapse in the velocity of money. Price movements are lagging indicators of monetary changes, but are also subject to a number of other drivers, such as scarcity and substitutability (or lack thereof).

For this reason, price movements alone have no explanatory or predictive value. For instance, we have lived through a highly inflationary credit expansion over the last couple of decades, but prices have not reacted consistently. Some have risen, as one would expect, but others have fallen, due, for instance, to the effects of global wage arbitrage. For prices to fall in nominal terms during inflationary times, they must be going through the floor in real terms.

Deflation would be associated, at least initially, with prices falling across the board, as the collapse of purchasing power would drastically reduce price support for virtually everything. In a deflation, people sell anything they can, in order to pay down debt, to meet margin calls and to cover the cost of living, once access to credit is cut off and earning an income becomes very much more difficult. This is a recipe for prices falling by perhaps 90% in nominal terms, but for goods and services to become simultaneously much less affordable, as purchasing power would be falling even faster. In other words, in real terms, prices rise (i.e. affordability decreases).

He points to all the things that financial wizards have used as money over the last few years, like asset backed securities, credit default swaps etc and says yes, those things have been a hidden, but real, part of the money supply.

In a defaltion, the value destruction hapopens at a greater rate than fiat money can be printed to fill the void and since the fairy dust money supply is in the hundreds of trillions, it only takes a small rate of destruction to beat any printing press.

But the collapse of credit money (or debt money which is what I prefer) is happening at more than slight rates which is why sales of anything that is not mandatory have fallen off the cliff, taking jobs and people's homes with them.

Which is not to say that some things don't get more expensive in real terms. If you ability to earn, either through loss of the job or reduced working hours, is falling, then even prices that don't fall become harder to pay and if the prices of things you don't need to buy are falling like a rock, making the overall cost of living appear to fall, it makes no difference if you have had to shift to an economic strategy of not buying anything that you can do without for another month.

That strategy is reinforced when you see that if you can make those shoes, clothes, iPods or whatever last a bit longer, their replacement WILL cost less that it does now.

Then we come to the much vaunted increase in savings rates. It looks good on paper but since people are now desperately paying down debt, they can save 10% of their money from now till they die and still have not a cent in the bank. That matters becase if we are having to revert to payign for stuff out of income, we need a banking system that retains our savings and accumulates the capital so that it can be invested, but if all our saving activity does nothing more than pay down debt that needs tio be extinguished, there is no capital being accumulated for investment.

And for a long time to come, no bank that will lend and nobody willing to risk borrowing. As Illargi points out in his piece, falling interest rates are as meaningless as falling prices, what matters is the real cost of borrowing and we are close to that being a nominal; zero but, because of the destruction of credit, in fact even zero is not enough.

If zero interest rates had been enough to stimulate borrowing, japan would not have been in deflation since 89. They ain't.

Time to walk the dogs.

July 07, 2009

Those Aussies

They are SUCH kidders. Aussie firm sells Twitter followers

Australian media marketing firm uSocial is offering a new paid service allowing organisations to buy Twitter followers to aid their marketing campaigns.

According to the firm, a single Twitter follower could be worth $0.10 a month. It is selling followers in various packages, starting at 1,000 for $87, which is delivered in seven days, and going all the way up to 100,000 followers at a cost of $3,479, delivered over a year.

USocial says it profiles Twitter users to ensure a good fit with their clients, then suggests they follow the Twitter feed of that client – the user then decides whether to follow or not.

OR

These guys need to lay off the brainstorming and get back on the meds.

July 03, 2009

Cool health issues mapping mashup

I came across this thanks to Tim O'Reilly's tweet on it. EpiSPIDER Map Exhibit

It spiders a whole bunch of sources, including online jnews for health-related stories and tries to locate them on the map. You can filter by disease type, country, province or state, Human development index, population, GDP and report age.

Now it also picks up some false positives like an NZ report on global swine flu numbers and locates them in NZ, but it also lets me know within an hour of the report that NSW has reported its first swine flu death.

List under cool tools



June 26, 2009

Wasting their time

The thing I like about the net is that everyone gets to have a say, even pontificating jerks like me, Gabriel Ortiz and Paul Starr. Given the underlying mischievousness of so many net based stuff, I'm betting this is a have. But if it isn't, the StupidFilter is a cool way to waste their time.

The concept behind the StupidFilter Project originated during a conversation between Gabriel Ortiz and Paul Starr. StupidFilter was conceived out of necessity. Too long have we suffered in silence under the tyranny of idiocy. In the beginning, the internet was a place where one could communicate intelligently with similarly erudite people. Then, Eternal September hit and we were lost in the noise.

HAH! The net has ALWAYS been littered with drivel, egos, flame wars, cods, gags and stupidity. Get over it guys.

The advent of user-driven web content has compounded the matter yet further, straining our tolerance to the breaking point.

Diddums. What we USED to have was a filter called the media but it too has largely joined the baying, as distinct from Bayesian, pack of  pavlovian droolers

It's time to fight back.

The solution we're creating is simple: an open-source filter software that can detect rampant stupidity in written English. This will be accomplished with weighted Bayesian or similar analysis and some rules-based processing, similar to spam detection engines. The primary challenge inherent in our task is that stupidity is not a binary distinction, but rather a matter of degree. To this end, we're collecting a ranked corpus of stupid text, gleaned from user comments on public websites and ranked on a five-point scale.

Yep, this is a send up.

Eventually, once the research is completed, we plan to release core engine source code for incorporation into content management systems, blogs, wikis and the like. Additionally, we plan to develop a fully implemented Firefox plugin and a Wordpress plugin.

Wot? No Twitter filter?

Seriously, they should read Shirky, the net IS the filter.

In other news, Michael Jackson, having been dead for a number of years, has finally decided to lie down. The media is full of, even more than usual.

Back to the garden.

Update: I fed this page into the filter and it picked not one as stupid.

Fail.           

June 23, 2009

The idiots really are in charge

The real issue here is not that someone with terminal idiot scrawled into their DNA came up with this policy. Want a city job? Fork over your usernames, passwords.

Officials who run the city of Bozeman, Montana -- perhaps setting a new standard for privacy invasion in the name of public safety -- are insisting that job applicants cough up their usernames and passwords for any social networking sites or online forums in which they participate. Reason: background checks.

From a report on Montana's News Station:

The requirement is included on a waiver statement applicants must sign, giving the City permission to conduct an investigation into the person's "background, references, character, past employment, education, credit history, criminal or police records."

"Please list any and all, current personal or business websites, web pages or memberships on any Internet-based chat rooms, social clubs or forums, to include, but not limited to: Facebook, Google, Yahoo, YouTube.com, MySpace, etc.," the City form states. There are then three lines where applicants can list the Web sites, their user names and log-in information and their passwords.

Beyond the pale, you say? Not according to Bozeman city attorney Greg Sullivan, who defended the policy after assuring the television station that "the city takes privacy rights very seriously." (Understanding them is another matter.)

[... ] Privacy isn't the only issue. ... providing your username and password to another person violates the terms of services of some sites.

(Update, June 22: City abandons policy.)

No, the issue is that this so-called policy made it through the entire bureaucracy and legal departments of the city, and presumably the people involved also made it through their own employment testing regime, and the politicians accepted the assurances that this would make the city safer and had it printed on official forms and everything.

And these are the people charged with running the city in every other department of life in Bozeman Montana. God help the people who pay the wages of these idiots.

Perhaps they should rename the city, it should only need a single letter substitution. Guesses in the comments please.

June 22, 2009

Jeff Jonas is an idealist

Thanks to Tim O'Reilly for this look at how Jeff Jonas Explores the Nature of Data

On a trip to Washington D.C., Jonas spoke with a counter-terrorism intelligence analyst at a governmental agency. "What do you wish you could have if you could have anything?" Jonas asked her. Answers to my questions faster, she said. "It sounds reasonable," Jonas told the audience, "but then I realized it was insane." Insane, because "What if the question was not a smart question today, but it's a smart question on Thursday?" Jonas says.

The point is, we cannot assume that data needed to answer the query existed and been recorded before the query was asked. In other words, it's a timing problem. "I said, 'What are the chances you could have every smart question, every day?'"

[...] Jonas related an example of a financial scam at a bank. An outside perpetrator is arrested, but investigators suspect he may have been working with somebody inside the bank. Six months later, one of the employees changes their home address in payroll system to the same address as in the case. How would they know that occurred, Jonas asked. "They wouldn't know. There's not a company out there that would have known, unless they're playing the game of data finds data and the relevance finds the user."

This led Jonas to expound his first principle. "If you do not treat new data in your enterprise as part of a question, you will never know the patterns, unless someone asks."

[...] Getting smarter by asking questions with every new piece of data is the same as putting a picture puzzle together, Jonas said. This is something that Jonas calls persistent context. "You find one piece that's simply blades of grass, but this is the piece that connects the windmill scene to the alligator scene," he says. "Without this one piece that you asked about, you'd have no way of knowing these two scenes are connected."

[...] But large numbers can also work against you. At another federal agency (he wouldn't say which), Jonas got to thinking: What if they had a very large data warehouse in the basement with 4 exabytes (EB) of data, and it was expanding at the rate of 5 TB per minute. "You sit there and you realize you don't get to Friday night and run a batch job to answer the question of what does it all mean," he says. "You could use all the computing power and energy on Earth and you wouldn't be able to do it." The "it" he is referring to, of course, is seeing how each new piece of data affects all the other pieces of data.

"What's happening is data volumes are growing at this pace, yet an organization's ability to make sense of them isn't keeping up," Jonas said. "Today, say you can make sense of 7 percent of what's available, and in a few years it might be 4 percent, and in a few years after that it might be one percent. So the percentage of what's knowable is on the decline."

[...] "I think the only way forward is going from applying algorithms to individual transactions, to first placing information in context--pixels to pictures--and only applying algorithms after one sees how the transaction relates to the other data," he said. "It's the only way that I can see that it's going to close this sense-making gap."
I can see three problems here at least that Jeff can't solve and which continues to give me hope that Big Brother will drown in his own data.
  1. The counter terrosim expert problem is not that she can't get her questions answered, nor that, as he asserts, she needs to know what questions to ask and when to ask them. Her problem is that even when she has the right answers to the right questions, they wont be actioned unless they help with “fixing” the data around the policy
  2. His approach essentially requires that the organisation and its management continuously reconstruct their view of reality and constantly work without a context into which to fit the data because, by definition, the next bit of data could collapse and reconstruct that picture as something completely new. The level of self confidence that would take for people whose lives depend on structure, order, process, CYA best practise and, above all, control, is wholly at odds with the kind of people you recruit to fill those roles. Oh, and
  3. You still can't know everything. The data you have can only tell you so much, but the data you are not collecting is what will kill you.
Jeff is, no doubt, a seriously smart guy, but he is also a technologist who believes in the perfectability of human society through technology. But while we are driven by greed, fear, ambition, hatred and pride, fixing our ignorance wont change anything.

June 21, 2009

terry H buys a bucket of snow job

From  Terry Heaton’s PoMo Blog - AP clarifies copyright threat

Thanks to Ars Technica for probing AP news editor Ted Bridis on what the cooperative plans to do to stop theft of its copyrights. Technology soon to be deployed will search for entire stories that thieves have lifted and presented without a license.

[...] “What I’m talking about, and what has really riled up our internal copyright folks, are the bloggers who take, just paste an entire 800 word story into their blog. They don’t even comment on it. And it happens way more than most people realize.”
Sorry Terry, I don't buy.

These guys are walking back their dumbness.

The clue is in the "And it happens way more than most people realize.” line.

If they have been tracking this use they know how often it happens and they could just say so instead of this "way more than we realise" bullshit. Nobody much has actually bothered to realise it at all until they brought it up, mostly because its not happening to any significant extent, even the automated trackbackers only lift a few words and the subject line.

But they don't know how much it happens and they wont until they actually get their search tool working, and when they do they'll find the problem is trivial and most importantly, it wont make any difference to their cashflowm, their bottom line or their business model.

These people are just dead between the ears and they think that using the muckspreader will solve that; it wont.

June 20, 2009

New Banner

Inspired by Rob Capper, I couldn't resist when we were out walking the dogs this afternoon right here


View Auckland Dog Walks in a larger map

There are beautiful views of the harbour and we are so lucky that it was preserved for public use rather than occupied by those with the most money.

Of course views of Rangitoto enthroned in light are about a cliched as you can get in this place but I don't care.