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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Route diversity؟

Definition 15.6 Networks, Hardware and Trading Infrastructure · الفصل 15 — Buying Connectivity

Route diversity is the property of two or more circuits between the same end points that they share no physical element whose failure would stop both: no duct, cable, building entry, room, piece of equipment or power supply.

Three designs, schematically: one circuit; two circuits whose fibres share a duct, so that one event (a cut, a fire) stops both; and two diverse circuits that share nothing between the firm’s and the venue’s rooms.
Figure 15.2. Three designs, schematically: one circuit; two circuits whose fibres share a duct, so that one event (a cut, a fire) stops both; and two diverse circuits that share nothing between the firm’s and the venue’s rooms.
DesignAvailabilityExpected95th pct.Annual costLoss at 2 000
(%)(min/yr)(min/yr)(kUSD)USD/min (kUSD)
One circuit99.9088479.61 541139.2959
Two circuits in one duct99.9315360.41 992278.4721
Two diverse circuits99.999920.40320.20.9
Table 15.2. Simulation of three designs of 10-gigabit NYSE connections (published prices; the failure rates, the duct’s common-mode events, a 15% premium for diversity and the trading loss per minute are assumptions): steady-state availability and expected minutes down, the 95th percentile of a simulated year (1 000 years), annual cost with one cross-connect per circuit, and the expected trading loss. Data: nw_buy.results().
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