The Q web response time (however that is defined) appears to have really taken a hit over the past several trading days. See http://status.quantopian.com/#month and http://imgur.com/XrBsI0b. Not unrelated to market volatility, no doubt. One spike is up to ~750 ms. Does this mean that trades were delayed somehow, by almost a full second? Or is "web response time" just looking at the front-end user interface? My understanding is that under normal conditions trading is potentially on the order of tens of milliseconds or better, so the spikes would represent one to two orders of magnitude greater delay in order execution recently.
Hi Grant,
I think you answered the question for yourself. This is measuring the responsiveness of front-end interface and is not related to the execution of trades.
Thanks
Josh
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The web response time is usually ok, but it isn't where we'd like it to be. We'll soon be deploying (already coded and reviewed, standing by for deployment) a fix to our front-end code that should significantly improve our overall response time.
Disclaimer
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
Wouldn't it be more instructive to show stats of your back-end processes, related to the execution of trades? If your web gui is a little clunky/glitchy, then is anybody gonna care? But if there are timing issues, etc. in trading with real money, then I'd think it would be important to have the stats up (and if everything is just perfect, you can toot your horn).
Wouldn't it be more instructive to show stats of your back-end processes, related to the execution of trades?
Both are useful.
Coincidental to the timing of your question, we've quite recently started a project to enhance our ability to collect application-level performance statistics, both to add depth to our internal monitoring capabilities and to enable us to publish performance statistics as you've suggested.
Having said that, I want to emphasize -- as I and other Quantopian employees have numerous times before in the forum -- that if an algorithm is extremely time-sensitive, such that "timing issues" of less than a minute could make the difference between success and failure, then Quantopian may not be the right platform for that algorithm.
Disclaimer
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
Thanks Jonathan,
I appreciate your patience, since I am not always so good at articulating my comments and questions. My intuition is that the nitty-gritty details of your back-end processes are important. I don't think that there is a general awareness of what you are doing end-to-end in your architecture, and how it might play into trading. Expressions like "extremely time-sensitive" and "less than a minute" are qualitative; I'm suggesting that you have (or could collect) the data to make them quantitative, and that the information would be beneficial to your community of users. It sounds like you are making moves to get more "application-level performance statistics" out to the masses--good to hear.
There are details you don't want to share, because you value them as intellectual property (and maybe your vendors place restrictions on what you can share, as well). You may over-estimate the value of your infrastructure as IP and under-estimate the value of opening it up. The real value is that you are able to connect to 45,000 users globally 24/7/365 and offer them a free development platform, and entice them to develop algos that you can hopefully market to institutional investors as a portfolio. So, the more those users know, including how your back-end works, the more effectively they should be able to help you build your business. Besides, if you become $10B hedge fund, you'll probably end up scrapping the whole system anyway, as I've understood from folks who seem pretty expert in this area. I don't think your VCs are thinking they'll get their money back by selling off Quantopian as a trading platform, right?
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.