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To me it is not clear why stealing the proprietary code could have cost CG hundreds of millions of dollars.

Proprietary code that wasn't developed and tested with generic requirements in mind can rarely be economically re-used outside of the original company context, as it reflects the structure and the processes of the mother-company. In fact most organisations I know decided to throw away their code base entirely when restructuring or upgrading their internal systems as re-work was deemed uneconomic, because the gap between the code and changed environment is too great.

Data is salvageable and immediately valuable; however re-using the code requires a considerable effort, it would also be very hard to keep in secret. The news of their platform being fully or partially re-used at competitor's would have quickly reached GC and they could have shut down the competitor entirely whilst suing them for all of the profit.

Of course one could steal the code for analysis so they could try and exploit the technological weaknesses in GC trading patterns, however this is not the argument given by the article or GC.




I understand that high frequency trading algorithms are often predatory, identifying other algorithms making trades, and exploiting their known behavior to trick them into making bad decisions.

Although it may not be the case here, one can imagine that this source would let you fingerprint the Goldman algorithms, and give you an idea of the way they make decisions. That might allow one of these automatic con man algorithms to steal a huge amount of money.

In this instance, the case is more likely that Goldman payed the programmer a million a year to deliver software that gave them a competitive advantage (of significantly more than they paid). By taking that software, he removes the competitive advantage they bought from him.

Let me ask a question:

Imagine you paid an online contractor to write you software. Maybe you paid them to make an Ap idea, or a website. Under what circumstances would you object to them putting the whole thing on a public github? What harm could it do you? That harm, amplified by the money involved, is Goldmans case.


There's two reasons here...

1) As was mentioned by Shubb, there is a predatory aspect to algorithms. If I know how your algorithm will work, I can create one that will be it. You can think of it as programming robots to fight. If I've seen the source code for your robot, I may be able to program one that can exploit it's weaknesses. (Worked against the Death Star!)

2) The HFT world works best when the ideas aren't well known. Let's say I identify a mispricing. It could be, "When this Mutual Fund moves, this similar ETF moves 0.1ms later, and these stocks react to the EFT and move 0.2ms later, but they forget these other 3 stocks 0.3ms later, so actively long those stocks for 0.3ms, and short the rest, and reverse after the time is up." No need to dwell on the details, just understand that it exists. If only one person has identified this mispricing, there are a lot of pennies to be swept up. As soon as two people know about it, the game is up.

While this type of competition could conceivably be good for the market as a whole, it's definitely not good for ther person with the algorithm.

If I have the code, perhaps I can deduce the algorithm.


Although it doesn't state what was taken, it does mention that the copied code in question is not related to the trading algorithms.

If it did, then Goldman's reaction would be well justified (to the extent that sub-millisecond arbitrage that siphons billions out of the markets each year and into the hands of a few firms can be justified).




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