Wednesday, October 26, 2016

Pounding the graph

My tiny little graph traversal is starting to work ok, so I am pounding it.  My goal here is to simulate the major problem, keeping very large betting graphs up to date without locking out the traders.   I will crack the problem, segment actions on graph reconfiguration such that trading can go on simultaneously, mostly.

I have queueing theory on my side.  When transaction  costs are very low, then queuing time on the graph becomes the limiting constraint in trading. I will solve that problem by segmentation of graph operations and become a gazzillionare, Tim Cook will be jealous, I beat him to the punch.

Let's call it re-compress the bets.  It is what my yellen bot does when the graph becomes unbalanced.  The rebalancer goes up and down the graph, it is the one parceling out risk.  The trading site that keeps the graph in balance better will draw mucho traffic. Watch the revolution unfold.

Code here.

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