Accused Ex-Goldman Sachs Programmer Out on Bail

保证金太低了。高频交易系统的价码应该是一千万美元以上。

 

呵呵，原来是高盛的高频股票交易系统泄密了，难怪最近几周高盛从股票程序交易排行榜上排名直线下落，暂时不敢用这个系统了。 路透社的详细报道中，这个系统的某些特征已经曝光。

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The Federal Bureau of Investigations, in charging Aleynikov, says he began working for the major financial institution in May 2007 as a computer programmer and left in early June. That would appear to match the description of a man named Serge Aleynikov, as it is listed on the social networking website LinkedIn.

The bio information for Aleynikov on LinkedIn says he joined Goldman in May 2007 and was vice president for equity strategy. The bio says he was responsible for “development of a distributed real-time co-located high-frequency trading platform.” In his own words, he goes on to describe the platform as “a very low latency (microseconds) event-driven market data processing, strategy and order submission engine.”
The case against Aleynikov may explain why the New York Stock Exchange moved quickly in the past week to alter its methodology for reporting program stock trading. Goldman often was at the top of the chart–far ahead of its competitors.

On the week ending June 19, Goldman, for instance, was ranked first on the NYSE program trading list. But on the week of June 22, Goldman mysteriously didn’t appear on the list of the top 15 firms at all. It simply vanished without any explanation. Then the NYSE announced it would change some of the data for calculating the trading report. The Zerohedge blog was all over this controversy a week ago.

And now Tyler Durden of ZeroHedge has come in with his own excellent analysis of this strange, strange criminal case. I highly recommend reading it.

It’s possible Goldman asked the NYSE to alter some of its reporting methodology after the firm discovered that someone may have infiltrated the proprietary computer codes it uses.

Here’s the way the criminal complaint describes the Goldman trading platform:

The Financial Institution has devoted substantial resources to developing and maintaining a computer platform that allows the Financial Institution to engage in sophisticated high-speed, and high-volume trades on various stock and commodities markets. Among other things, the platform is capable of quickly obtaining and processing information regarding rapid developments in these markets.

 

[B]“a very low latency (microseconds) event-driven market data processing, strategy and order submission engine.”B]

 

从高盛的角度出发，负责这个项目的关键程序员跳槽了（而且这个俄罗斯人还是股票策略交易部门的副总裁，掌握很多其他机密），那么泄密只是迟早的事情。所以，他们必须有所行动。

我估计那个俄罗斯人六月初跳槽到别的投资公司后，还没来得及安定下来仔细想想怎么好好利用以前在高盛掌握的技术和信息合法而大量地赚钱，就被高盛先下手为强了。高盛先是在他跳槽以后，立即终止或者急剧减少了程序交易的数量，接着就是动用在美国司法界的力量给俄罗斯人栽赃。

俄罗斯人应该不会傻到跳槽以后再侵入老东家电脑系统下载关键信息，所有的秘密都在他脑子里装着，他还要扮什么工业间谍呢？他可能只是登录进高盛去下载一个普通的资料或者个人信息，但是高盛事先做了手脚，就等他登录进来，然后把一些东西附加在他下载的文件之内，然后在德国的某个网站用俄罗斯人的名义发布一些代码。。。。。。

因为是高盛，没有什么事这家公司做不出的。

 

其实高盛自己做得不够好。


掌握这么重要机密的员工，年薪只给40万美元？！ 这不是和自己过不去吗？

 

哦，等等。高盛好像给这个高频系统投保了200亿美元的保险，保险公司是 AIG. 如果是真的，那就太有趣了。

 

不管怎么看，都是为了弥补财报上的问题找的借口。看来问题还不小。

 

sorry, 下载代码的细节部分是我虚构的，因为没有相关报道，所以随意想象了一下，感谢您的斧正。 不过我的要点是想说存在高盛栽赃的可能性，这个有没有可能呢。

 

你觉得，能把数据通过http协议传的人能不会擦屁股么？如果真的是强大的security team，又如何会让他进来偷东西呢。嘻嘻。其实要想不留痕迹很容易，不过如果专门被盯上的话，大部分的结果不用猜也能知道。

 

高盛公开代码就没问题了而不是随便拿个系统，或者真的如你所说舍不得孩子套不着狼，为了给股东在业绩上的合理解释。

 

是啊，如果真的不想被窃的话，是很难被窃的。尤其是高盛这样的公司。

所以我怀疑高盛是有意被窃，无论动机是栽赃俄罗斯人防止机密外传，还是二季度报表不佳而找替罪羊。

 

怪不的风险偏好最近发生变化了。

别说什么很难被窃。。。。。。

绝大部分金融机构里的unix系统下的应用程序都是按照root超级用户的权限编写的程序（因为编程的人偷懒），只是外面加了一个“用户壳”界面让你“看不到”root超级用户的#

可以这样说“魔”总比“道（防御者）”高一尺的！

 

那家伙如果真是轻松地进去了，并用http协议传输重要信息文件，其电脑水平应该足够了解日志和备份系统这些东西的。基于现今系统的ip地址协议，如果做ip隐秘，多重转移，以及电脑上面没有什么个人信息的话，快速进出，很难追查到。如果说比较合理的解释是，那家伙利用已知的低权限帐号，或者是未及时删除的他自己的帐号，登录后，加了代码，然后东西被盗后电脑部的人查到他曾经传送过黑客代码，于是通知警方对其进行逮捕。但是如果这样做的话，显然有两个问题需要解决，一，是否确实是他，而不是其他黑客；二，如果他连ip都没隐藏，也没通过肉鸡，那么很难想象他是这方面的高手，换句话说，电脑部系统有漏洞。如果电脑部系统有漏洞，而不是单纯的偷盗者水平高的话，高盛也很难达到财报解释的目的。

言归正传吧，高盛打官司关我鸟事。

distributed real-time co-located high-frequency trading platform