Hello everybody. As pointed out by a couple of folks (hello Pedro) who attended my (too long) talk at Fow Trading Amsterdam two weeks ago, this blog has been outrageously silent far too long. Not that I don’t have interesting stories to write about (I have too much to tell), but this academic year has gone by very fast. It’s done now, classes are over and I have a few months to do research, to post here all the drafts I prepared, to write a new book about HFT, “The towers war” (title non-contractual) – I didn’t even write a single line… –, and to finish a proposal for a wider study/book I would like to do in the next three/four years. This proposal will be finished next Monday, so that next week I’ll be able to switch on again this blog (starting with an updated and developed version of my FOW talk – slides will be available).
In the meantime, if you want a reading, here is an English translation of a text I wrote two years ago as a foreword for a new edition of a very famous old dictionary, Dictionnaire historique et critique de Pierre Bayle. It’s all about data, data centers and coding, typography and regexps, and so on. That’s when I worked on this Arca studiorum data center (picture below) years ago that I understood the exchanges were now in data centers… so begun my investigation into the so-called “high-frequency trading”. This text is here. I hope you’ll enjoy it. See you next week to talk about canaries flying fast in Chicago.