God of Money

Suddenly, the bewildered dominant shouted "Father."

“I didn't know. I didn't know I was on the phone for something else. ”

“Even though your phone is missing? ”

“We've just started, so the company is always busy. I don't even have time to look at my phone. ”

The seminar answered slightly.

“Well, I'll say that. ”

He was confused by the feeling that he had become a sinner.

‘What else could it be? ’

He said, picking up a spot of beef with a new seminar on it.

“Not only did I call, I got a call from other members. ”

The dominant shines his eyes. Since you haven't heard from yourself, have you reached out to the seminar? I thought I knew who one was.

“Are you Jung Jin-seop? ”

“That's right, and there's one more. ”

The other one didn't catch on. The dominant asked with his eyes. The seminar answered.

“Lee Sung-hyun. I got a call from the chairman of KYLO Prefecture. ”

Lee Sung-hyun.

Attorney General of the Judicial Code, Representative attorney of Peace, and the current president, Nam Park Sung Lee. And the ranking of love calls in politics.

The sign for him was full of garages. I can't believe you called yourself. You called a seminar. What did he want to find himself for?

“Why haven't you been answering any of my calls? You signed up to get to know them. ”

“That's the same reason you didn't answer your phone. ”

Immediately, the seminar opened its eyes wide.

“Yes?”

The difference between 'did not receive’ and ‘did not receive’ was very large. It was the difference between 'intention’ and 'no'. He smiled and replied again.

“No, it's the same reason I didn't get it. ”

His eyebrows slightly raised. It must be intentional.

“Just kidding with me right now. ”

He hurriedly excused himself.

“Haha, it's not like that. The horse was useless. It's real.”

However, it was not a matter of faith. The seminar with the piercing eyes said, disgusting once again.

“These people have never waited before. It's an unfamiliar experience. It can also lead to self-refusal. ”

He replied with a smile this time.

“I'll keep that in mind.”

I couldn't hate the way it looked. I felt like I had been hit again. The seminar poured another glass of wine to soothe the bitter stomach.

* * *

After completing the deal, William Liam takes a long breath and sits on a stool.

This transaction has resulted in billions of returns to the fund.

Overachieving your goal for the year.

The incentives that you will receive this year will be quite lucrative as long as the algorithms you manage do not incur significant losses in the future. An employee approached Liam with a happy smile in the rosy future.

“The requested ‘transactional data’ has been entered into the full dosage test database. Your account information is still the same. ”

“I understand.”

Liam looked back at the monitor and accessed the test database managed by Ryan Capital.

New York City Exchange.

Chicago Commercial Exchange.

They receive money for transactions made within their system and provide 'transaction data'. ‘Transaction data’ with investor codes, transaction serial numbers etc. cannot be categorized as a specific person, but it provides categories such as institutions, banks, hedge funds, etc.

Liam is focusing on the transaction serial number.

The same trader's transaction has the same serial number attached. For example, when a trader named A makes a buy transaction, the number 111 is attached. Again, if you buy the same gift item, you will also be given the number 111.

By gathering the same serial numbers and analyzing their trading patterns, it was possible to determine roughly who was trading and what algorithms were using.

“Let's see. ”

Liam glances at the transaction data. Liam was the first to purify the data.

It was the first and most important thing to do when analyzing data. What data is initially analyzed will absolutely depend on the quality of the analysis results.

If you start with poop, the result will be poop.

“Once the same serial number has been collected, less than $10 million transactions are deleted. ”

No buy data of less than 10 billion is required. The flow he saw was not such a small transaction. After deleting less than 10 billion transactions in buy taxes since the KRW/USD exchange rate was KRW 1300, the data has halved.

Liam gathered the data to the same serial number and graphed it using the statistics package ‘R’ studio. Definitely better readability than in text

Among them, Liam looked at transactions that made a big difference on the graph.

“1320 won · · · 1350 won · · · · · · · ·. ”

The ongoing transaction exceeded ₩ 1420, and no buy took place as if it were a weave and a hit. Liam looked at the data on buying and selling transactions this time.

Again, the transaction of less than $10 million was deleted. I've done hundreds and thousands of similar things already.

Now I can see the approximate flow of data with just a glance.

“We did not sell at all up to 1500 won, but we sold intensively from 1500 won. These ‘all-in strategies’ are too high a risk to be used for algorithm trading. ”

This means that the transaction was made at the discretion of the individual in a particular fund. Buying and selling hundreds of billions so easily did not happen in Goldman Sachs, the world's best bank. Liam, who was looking at transaction data, quickly opened an Excel file titled '2008091011 Data’.

After the financial crisis, there was a similar event in the transaction data we looked at.

The day before issues appeared as if the Dow Jones index had been waiting to fall, hundreds and hundreds of billions of options were bought in, profiting by tens and billions.

After biting his tail, it was the first transaction that started with 500 million.

“No way. ”

Liam flinches as if struck by lightning. Along with the sound of ‘thundering’, chicken flesh rose from the back of my hand.

There are no accidents in the world.

The transaction that I looked carefully at during the financial crisis was definitely the same as the transaction at the time of the exchange rate fluctuation. Liam's curiosity has moved on.

“Who · · · · · · · · · ·. ”

Who made this deal? The price of investment that accumulated wealth over the decades seemed crazy to wonder who Warren Buffett was doing what he couldn't.

* * *

As soon as he came to work, he had to make eye contact with three employees who were looking at him. Yoon Ki-hwan, Park Jun-woo, and Kim Yong-gun surrounded Yooseong and pushed him into the meeting room. On behalf of the three, Yoon Gi-hwan said,

“Jules, we tied up our hair for a few days and we thought about it. ”

He nodded slowly and listened.

“So I came to a conclusion. Even if the three of us put our heads together, we will not be able to create algorithms like 'grade-point recommendations’. It is therefore not possible to develop algorithms to profit from FX margin or currency futures trading. ”

The dominant glare shifted slightly because the word "impossible." It was a word I didn't like very much. The glow on his face quickly flashed.

“That doesn't mean I gave up. And I thought about what we could do, and I came to a conclusion. High Frequency Trading. This should do it. So I was prepared. ”

When Yoon Ki-hwan finished speaking, the PPT was run on the laptop in front of Kim Yong-Gun.

FX HFT Test Results.

Based on the title, it was already a test.

“Rotating servers in Korea will cause network delays · · · Are you thinking about the Korean market? ”

“No, I contacted Jonathan in the United States and installed it at an IDC company located in Server California. Obviously 0.00005 seconds faster than when placing a transaction order from a Korean server. ”

Oh, my God.

In response to the unstoppable glow, Yooseong rounded his mouth. The uneven progression of the shiny cycle began.

“We will then proceed with the test results report. ”

That said, Kim Yong-gun clicked Enter, and the screen moved to the next chapter.

The server is located in the United States and uses the Ndivia CUDA architecture for quick transactions. It was similar to the way dominance used to mine bitcoins.

Processing of data using the GPU, which depends on the graphics card, is several times higher than processing using the regular CPU. Shin Gihwan did not stop there.

“We also tested it with the Phosphorus Memory DB, EHCache, which speeds up processing by 0.0004 seconds. The algorithm used here is a rating recommendation algorithm, and if you can create an FX margin trading algorithm in the future, we will run the test again accordingly. ”

In the memory database, all processing is processed in the memory region. It was not used in the physical space called HDD, so I had to be faster. Shin Ki-hwan continued to explain.

“You have seen results from testing multiple architectures to date. The results showed that we were able to carry out exactly 2200 to 2500 transactions per second. The goal is to make this a world-class transaction of about 10,000 transactions per second. ”

10,000 times a second.

It takes 0.35 seconds for a human eye to blink once, which means there are 3,500 trades made in just 10,000 blinks per second.

I had no choice but to admit my superiority.

“You've prepared quite a bit. ”

Then Yoon Gihwan smiled with a repentant smile.

“Huhu, Jules will come up with the best algorithm so we can play. ”

It was like threatening to create the best algorithm. The dominant sobs.

“Phew · · · · · · · · ·. ”

“We will continue testing in a variety of environments and bring optimum interior this month. ”

Shin Gihwan wedges.

“We need an algorithm to do a more accurate test, so we'll ask you as soon as we can. ”

I asked for a horse, but half of it was forced. ‘Don't play with us like this and work!'

The light of salvation fell upon the dominant who was making a difficult face. One of the employees came through the door.

“Against, Jules. I think you should come out soon. ”

“Is something wrong? ”

“He, Rice and the lawyer are here. ”

“Lawyer?”

The staff stuttered and replied.

“Lee, Attorney Sung-hyun Lee, the next vice president. ”

This time, dominant smiles of contrition.

‘There you are.'