It's impressive, but it isn't super impressive. The Toshiba Portege G900 already had a screen at 313ppi, and Sony Erickson X1 is 312ppi.
What makes it newsworthy, is Jobs said (I paraphrase) "It's as good as the human eye can perceive." That's why he named it the "retina display".
A scientist with a Ph.D. came along and called bullshit, saying that the human retina can perceive pixels much higher.
The Ph.D. in this article respectfully disagreed, and said the previous scientist:
A.) Used the wrong figure for retinal resolution when he made his calculations (0.5 arcminutes instead of the 0.78 arcminutes established by a recent, authoritative study) and
B.) Failed to factor in losses in the optics of the human eye regarding how much light will actually hit the retina.
With A fixed and B factored in, the scientist concludes that the practical limit of the human retina (what it can distinguished given the amount of light that hits it) is 286ppi when held at 1 foot away from the eye (the ideal distance for viewing detail). The iPhone is well above this, at 326ppi, which means Jobs was right, and the name is apt.
It's worth noting that there are quite a few phones that beat the 286ppi limitation, but the iPhone has the highest.
Basically it looks like we don't need any higher resolution than what the iPhone and others have achieved, anything more would be pointless.
The economist, by the way, was of no use which was saddening. "The market determines a companies value." "Why?" "Because that's what a stock price is." "God damn it."
I think your problem is not with the value of stocks, but the definition of value. From thefreedictionary.com:
value n. 1. An amount, as of goods, services, or money, considered to be a fair and suitable equivalent for something else; a fair price or return.
Does that help? Because your economist gave you the answer to the question you asked, you just didn't understand it. Since the stock price is the amount of money a person is willing to spend to buy a certain percentage of a company (i.e. a fair price or return), the stock price is, by definition the value of the company. The company is worth X dollars per Y percentage of the company because that's exactly what someone is willing to pay for it. It's just like buying an orange. If oranges were listed at $10 each, you wouldn't buy it, because it isn't worth that to you. However, there may be someone who is willing to spend that much, so the value of the orange is actually correct at $10. It's the exact same thing with stocks.
For a perfect example, look at BP's stock. It's worth half of what it was six months ago, and there are very legitimate reasons for that. The worst-case scenario is that they lose their license to operate in the US. If that happens, the current valuation at 50% of what it was is downright optimistic. Doing things that piss people off is a good way to lose business. You lose business you're worth less. Doing things that cause you to have to waste (economically speaking) $22 billion and counting is a great way to reduce your worth. The current market price reflects that very accurately, I think. They may be able to turn things around, we'll see. In the mean time the stock market is going to tell BP exactly what the US thinks of them right now.
That's why stock price is used to determine the value of a company, because it is the most accurate measure of the value of a company at any given time, and it takes every relevant known variable into account. That it fluctuates is not evidence that the determination of the value is incorrect, but rather evidence that it is correct. It adjusts as fast as possible to ensure the price is the most accurate reflection of what people are willing to pay. High frequency trades facilitate this by punishing differences in the buy and sell price. If the seller wants to get the most bang for his buck, he's going to sell it as close as possible to what the buyer is willing to pay. If the buyer wants to avoid losing money to the middle-man, he's going to set his price as close as possible to what the seller is willing to sell for.
That's how high frequency trading increases the efficiency in the market - it literally punishes the market for trading badly. In essence, long term investment brokerage had damn well better be using the same algorithms the high frequency traders are using, or they'll be driven out of the market by their losses.
The only potential danger here is fronting the market - it used to be more common when human trading dominated, and it is very illegal. It is when a trader for the exchange holds back a customer's trade in order to insert his own trade, thereby giving himself an extremely unfair advantage. However if a person were to do it on purpose, they could generate one of these spikes at will and create a huge profit in an instant.
However, there has been no evidence that this is what happened. It appears to an organic response to a glitch - a misprinted price will do exactly the same thing no matter how fast the trades are. The speed of the trades is what allowed the market to get back to the correct price - with no intervention - within about 10 minutes. That sounds like things are working great to me.
This is not a comparison of volatility for the purpose of comparing high frequency trading, which makes it perfect to make such a comparison since it has no bias;). It's the Dow from 1996 - 2007 (sadly, it doesn't include the recent housing bubble).
Very long term there is virtually no difference. Month to month and week to week though, there is a noticeable difference from what I see. Pay particular attention to the colored graph at the end of the article. It is a week to week graph covering the entire 10 year period. There is a pretty obvious smoothing in the late 2000's compared to the late 90's and early 2000's.
Even looking at the more granular graphs, to my eyes they look smoother, and they certainly aren't more volatile. To me, it looks like the daily spikes (those little red dashes) are much smaller for the later years than the early (when HFT was less common). Also, the big market swings lasting several weeks seem to be more violent in the 90's. Remember that there is a crash in there in 2001, so I would ignore some of the graph after that. Pre-2001 compared to post-2003 are pretty illuminating though.
By propping up companies that obviously make incredibly poor decisions, we are assigning them a value. We are saying they are worth 40 billion dollars to save, or 80 billion dollars, or whatever.
The stock market is where people can buy shares in a company at a price they feel is fair. A share is literally a piece of the company - by owning a share you own a percentage of the company. You've purchased a stake it. If an investor doesn't think a price is fair, they won't buy it. Plain and simple.
Funny, that sounds an awful lot like the definition of value. From thefreedictionary.com:
value n. 1. An amount, as of goods, services, or money, considered to be a fair and suitable equivalent for something else; a fair price or return.
The government determines value by inventing a price. It's still a value, but it isn't an honest one. The stock market determines value by finding out the absolute most someone is willing to pay for a share in a company. By definition, that is the most accurate valuation of that company that can be made. And the faster the market moves, the more accurate the reported value of a given company.
HFT requires a pretty high level of existing liquidity to work in the first place!
Current algorithms do, but what HFT algorithms do isn't anything different than the old zen masters of trading used to do. They would read the market and time their purchases and sales to when they would make the most money. That's exactly what HFT's do.
Nothing has fundamentally changed in the stock market, it just turns out computers play the game a lot better than humans do.
The end result, I'd like to point out, is that anybody can trade like the traders of old, you don't have to be a market genius to do it. How going back to the old way would be in any way better is totally beyond me. Trades are vastly cheaper now (an average of less than a cent per stock as opposed to 10 cents per stock the old way) because you don't need a high priced trader to make each trade, you can do it yourself with a computer and some relatively inexpensive tools, and still make really good decisions.
How the hell is making it easier to make good decisions a bad thing?
All this HFT stuff is zero-sum, if someone makes $10 on HFT, someone else loses $10.
Since HFT's primarily trade with themselves (at least 60% of the time), if an HFT makes $10, another HFT loses $6, and $4 is the cost to the market to make the trade. Also, HFT's make their trades with information that is available to everyone. It's not some super secret deal they have, anyone can access this information. If you chose not to make a decision based on the absolute best information available, shouldn't you expect to lose a little money on the deal?
Of course, what you miss is that thanks to high frequency trading, it takes a trade of about 1,000 shares to make that $10 HFT. The average cost to the market is $4 per 1000 shares (less than half a cent). Before HFT's, when everything went through the big exchanges exclusively, it would take only 100 trades for the trader to make that $10. Traders were the only people who traded then, so a $10 gain was a $10 loss to someone else, period. The cost to the market was therefore about $100 per 1000 trades (10 cents each).
By my estimation, it was about 25 times more expensive without the high frequency trades than it is with them. More importantly, you were beholden to the exchanges, which was the primary reason electronic exchanges and high frequency trades came about in the first place. Granted, if you eliminated HFT's prices per trade would not skyrocket back up to 25 times the current rates, the markets are now far too effective and just plain fast for that to happen. But the average cost to the market would definitely go up, not down, because there is nothing driving to fix inefficiencies in the system. That's why things are so effective now compared to just ten years ago.
Without HFT's exploiting weaknesses in the market, there would be no incentive to constantly improve it.
The most important thing, though, is everything an HFT can do, a LFT (low frequency trader) can do as well. Placing an order 1000 shares for X price when it's entirely possible you could get a better price if you were more flexible is exactly the same as someone going to the grocery store on friday and buying enough food for the week, and so miss the sales on saturday and monday that would have lowered the overall cost.
Their brokerage firm may not be up to the task, but that just means they need to find a new broker.
The truth is, people who argue against high frequency trading only ever look at one part of the picture: when you place a mass order and the price goes up during your transaction, you lose money. However, the opposite also happens: if you place a mass order and the price goes down you save money.
If you are selling your shares because someone is buying in bulk, you gain money because of HFT's. If you are buying because a stock is dropping and you think it will bottom out, you save money because of HFT's. The supply and demand of a stock is a part of its value, is it not? Why are you complaining about a system that reacts immediately to changes in supply and demand? Someone must want to get rich off it, because a slow market hurts people who can't play game. In other words, it hurts investors, not traders. Traders will just flex the new rules, like they always have.
If what you say were true, the NYSE and the other major exchanges would have never needed to go electronic.
Prior to the electronic exchanges margins were on the order of 10c per stock per trade. In case you misunderstand, that's the bit skimmed off the top by the traders. With electronic trades, the margins are down to less than a penny per stock per trade. With the old system, trading 1,000 stocks of something would cost $100. With the new system, it's under $5.
You're right that most of these benefits are because of electronic exchanges, but you must remember that the big exchanges - NYSE and such, were the last people to switch over, and they only did it because the electronic exchanges were booming so big that they were liable to lose the market if they didn't.
It was high frequency traders that drove the thousands of small electronic exchanges that combined to compete with the big boys. Without flash trading there might not be any easy electronic trading.
Look at flash trading from another perspective:
If 70% of the daily trades are made by high frequency traders, then 70% of the costs incurred by such trading are incurred by the high frequency traders, not the low frequency traders.
1.5 times more is 1.5 times the original value plus the original value, or 250% (150% + 100%). If the company in the GP's example were valued at 1.5 times more instead of just 1.5 times the original value, the total would be about 17,000 instead of 10,200.
That's where the "not so good at math" comment came from.
It's a bit pedantic, since the mistake is so common, but it's still worth noting because saying it correctly confuses no one.
It's a pretty common linguistic mistake, and so many people make it that it's only the pedants who get confused.
It's worth correcting though, as saying it correctly is no more confusing to people who commonly make the mistake than saying it incorrectly is.
1.5 times more is the original value times 1.5, plus the original value. That's 2.5 times the original value. Nearly everyone, however, will read "1.5 times more" and think 1.5 times the value only.
Well, the idea behind this is it's transferable to other organs. It's not like they have to nail down lungs before they begin working on the kidneys. The lung is a fairly complicated organ, so once it's perfected the kidneys will be a snap, and any other organ. The only thing they'll need to work out is the specific technique that applies to each organ.
Hubble's aperture size is only about 2.5m though, which means it doesn't even crack the top 50 of large optical telescopes.
Since this is a very odd kind of optical telescope, when it goes in it will dwarf everything for a very, very long time (well, except other ones just like it;).
The Hubble doesn't count because it's nowhere near the largest. It doesn't even make the top 50 list, more like around 55'ish. The Hubble gets great images because it is in space, and doesn't have to deal with atmosphere and light pollution. It can also catch wavelengths that are largely absorbed by the atmosphere, like infra-red and UV. That makes it extremely useful, however almost all of the ultra-long range research (~13 billion light years) is done with earth based telescopes and fancy corrective software to account for the affect of the atmosphere.
The two largest telescopes are each about four times larger than the Hubble.
Heh, me either, however you aren't completely correct.
A "die" is also a form with a pattern for things like cutouts in manufacturing or the ink-transfer to paper in printing. In that case, the plural is "dies", as in more than one die.
However, the marked polyhedron has the plural form "dice".
IOW: it's actually a lottery. I've read a book on how to get your paper published. On the cover of that book there is an illustration of two dies. Now what does that tell you?
That either you don't know how to spell "dice", or something really, really messed up is going on in that book.
Publishing the paper establishes you as the initial inventor, and can help fend off "prior art" questions. As long as you apply for the patent (assuming it's patentable) right after you publish, you're good.
They actually tried this with FireWire (IEEE-1394) in the consumer electronics industry back in 2000-ish, but then the whole HDCP thing came up, and that was that.
It probably would have worked if Apple had allowed it to succeed. They always fuck that kind of shit up.
Twinax isn't too big, it's the bundle of 10 twinax you need to run 100gbit that are huge.
I'm a little confused, though. Cat6 is capable of 10GbE, so why not bundles of 4 and 10 Cat6 for the standard as well, instead of just twinaxial? I recognize you'd need a special port setup, but that would still be significantly smaller than twinax. They would then be capable of 100m, would they not?
Slashdot Mirror
Where the hell did that come from?
I'd say most of that still applies to Apple's software division (OSX is an absolutely perfect example).
It's impressive, but it isn't super impressive. The Toshiba Portege G900 already had a screen at 313ppi, and Sony Erickson X1 is 312ppi.
What makes it newsworthy, is Jobs said (I paraphrase) "It's as good as the human eye can perceive." That's why he named it the "retina display".
A scientist with a Ph.D. came along and called bullshit, saying that the human retina can perceive pixels much higher.
The Ph.D. in this article respectfully disagreed, and said the previous scientist:
A.) Used the wrong figure for retinal resolution when he made his calculations (0.5 arcminutes instead of the 0.78 arcminutes established by a recent, authoritative study) and
B.) Failed to factor in losses in the optics of the human eye regarding how much light will actually hit the retina.
With A fixed and B factored in, the scientist concludes that the practical limit of the human retina (what it can distinguished given the amount of light that hits it) is 286ppi when held at 1 foot away from the eye (the ideal distance for viewing detail). The iPhone is well above this, at 326ppi, which means Jobs was right, and the name is apt.
It's worth noting that there are quite a few phones that beat the 286ppi limitation, but the iPhone has the highest.
Basically it looks like we don't need any higher resolution than what the iPhone and others have achieved, anything more would be pointless.
That, to me, is very impressive.
The economist, by the way, was of no use which was saddening. "The market determines a companies value." "Why?" "Because that's what a stock price is." "God damn it."
I think your problem is not with the value of stocks, but the definition of value. From thefreedictionary.com:
value
n.
1. An amount, as of goods, services, or money, considered to be a fair and suitable equivalent for something else; a fair price or return.
Does that help? Because your economist gave you the answer to the question you asked, you just didn't understand it. Since the stock price is the amount of money a person is willing to spend to buy a certain percentage of a company (i.e. a fair price or return), the stock price is, by definition the value of the company. The company is worth X dollars per Y percentage of the company because that's exactly what someone is willing to pay for it. It's just like buying an orange. If oranges were listed at $10 each, you wouldn't buy it, because it isn't worth that to you. However, there may be someone who is willing to spend that much, so the value of the orange is actually correct at $10. It's the exact same thing with stocks.
For a perfect example, look at BP's stock. It's worth half of what it was six months ago, and there are very legitimate reasons for that. The worst-case scenario is that they lose their license to operate in the US. If that happens, the current valuation at 50% of what it was is downright optimistic. Doing things that piss people off is a good way to lose business. You lose business you're worth less. Doing things that cause you to have to waste (economically speaking) $22 billion and counting is a great way to reduce your worth. The current market price reflects that very accurately, I think. They may be able to turn things around, we'll see. In the mean time the stock market is going to tell BP exactly what the US thinks of them right now.
That's why stock price is used to determine the value of a company, because it is the most accurate measure of the value of a company at any given time, and it takes every relevant known variable into account. That it fluctuates is not evidence that the determination of the value is incorrect, but rather evidence that it is correct. It adjusts as fast as possible to ensure the price is the most accurate reflection of what people are willing to pay. High frequency trades facilitate this by punishing differences in the buy and sell price. If the seller wants to get the most bang for his buck, he's going to sell it as close as possible to what the buyer is willing to pay. If the buyer wants to avoid losing money to the middle-man, he's going to set his price as close as possible to what the seller is willing to sell for.
That's how high frequency trading increases the efficiency in the market - it literally punishes the market for trading badly. In essence, long term investment brokerage had damn well better be using the same algorithms the high frequency traders are using, or they'll be driven out of the market by their losses.
The only potential danger here is fronting the market - it used to be more common when human trading dominated, and it is very illegal. It is when a trader for the exchange holds back a customer's trade in order to insert his own trade, thereby giving himself an extremely unfair advantage. However if a person were to do it on purpose, they could generate one of these spikes at will and create a huge profit in an instant.
However, there has been no evidence that this is what happened. It appears to an organic response to a glitch - a misprinted price will do exactly the same thing no matter how fast the trades are. The speed of the trades is what allowed the market to get back to the correct price - with no intervention - within about 10 minutes. That sounds like things are working great to me.
This is not a comparison of volatility for the purpose of comparing high frequency trading, which makes it perfect to make such a comparison since it has no bias ;). It's the Dow from 1996 - 2007 (sadly, it doesn't include the recent housing bubble).
http://genxfinance.com/2007/11/26/a-visual-history-of-the-stock-market-from-1996-2007/
The short and sweet:
Very long term there is virtually no difference. Month to month and week to week though, there is a noticeable difference from what I see. Pay particular attention to the colored graph at the end of the article. It is a week to week graph covering the entire 10 year period. There is a pretty obvious smoothing in the late 2000's compared to the late 90's and early 2000's.
Even looking at the more granular graphs, to my eyes they look smoother, and they certainly aren't more volatile. To me, it looks like the daily spikes (those little red dashes) are much smaller for the later years than the early (when HFT was less common). Also, the big market swings lasting several weeks seem to be more violent in the 90's. Remember that there is a crash in there in 2001, so I would ignore some of the graph after that. Pre-2001 compared to post-2003 are pretty illuminating though.
Holy shit, can you read? Or are you just stupid?
By propping up companies that obviously make incredibly poor decisions, we are assigning them a value. We are saying they are worth 40 billion dollars to save, or 80 billion dollars, or whatever.
The stock market is where people can buy shares in a company at a price they feel is fair. A share is literally a piece of the company - by owning a share you own a percentage of the company. You've purchased a stake it. If an investor doesn't think a price is fair, they won't buy it. Plain and simple.
Funny, that sounds an awful lot like the definition of value. From thefreedictionary.com:
value
n.
1. An amount, as of goods, services, or money, considered to be a fair and suitable equivalent for something else; a fair price or return.
The government determines value by inventing a price. It's still a value, but it isn't an honest one. The stock market determines value by finding out the absolute most someone is willing to pay for a share in a company. By definition, that is the most accurate valuation of that company that can be made. And the faster the market moves, the more accurate the reported value of a given company.
HFT requires a pretty high level of existing liquidity to work in the first place!
Current algorithms do, but what HFT algorithms do isn't anything different than the old zen masters of trading used to do. They would read the market and time their purchases and sales to when they would make the most money. That's exactly what HFT's do.
Nothing has fundamentally changed in the stock market, it just turns out computers play the game a lot better than humans do.
The end result, I'd like to point out, is that anybody can trade like the traders of old, you don't have to be a market genius to do it. How going back to the old way would be in any way better is totally beyond me. Trades are vastly cheaper now (an average of less than a cent per stock as opposed to 10 cents per stock the old way) because you don't need a high priced trader to make each trade, you can do it yourself with a computer and some relatively inexpensive tools, and still make really good decisions.
How the hell is making it easier to make good decisions a bad thing?
All this HFT stuff is zero-sum, if someone makes $10 on HFT, someone else loses $10.
Since HFT's primarily trade with themselves (at least 60% of the time), if an HFT makes $10, another HFT loses $6, and $4 is the cost to the market to make the trade. Also, HFT's make their trades with information that is available to everyone. It's not some super secret deal they have, anyone can access this information. If you chose not to make a decision based on the absolute best information available, shouldn't you expect to lose a little money on the deal?
Of course, what you miss is that thanks to high frequency trading, it takes a trade of about 1,000 shares to make that $10 HFT. The average cost to the market is $4 per 1000 shares (less than half a cent). Before HFT's, when everything went through the big exchanges exclusively, it would take only 100 trades for the trader to make that $10. Traders were the only people who traded then, so a $10 gain was a $10 loss to someone else, period. The cost to the market was therefore about $100 per 1000 trades (10 cents each).
By my estimation, it was about 25 times more expensive without the high frequency trades than it is with them. More importantly, you were beholden to the exchanges, which was the primary reason electronic exchanges and high frequency trades came about in the first place. Granted, if you eliminated HFT's prices per trade would not skyrocket back up to 25 times the current rates, the markets are now far too effective and just plain fast for that to happen. But the average cost to the market would definitely go up, not down, because there is nothing driving to fix inefficiencies in the system. That's why things are so effective now compared to just ten years ago.
Without HFT's exploiting weaknesses in the market, there would be no incentive to constantly improve it.
The most important thing, though, is everything an HFT can do, a LFT (low frequency trader) can do as well. Placing an order 1000 shares for X price when it's entirely possible you could get a better price if you were more flexible is exactly the same as someone going to the grocery store on friday and buying enough food for the week, and so miss the sales on saturday and monday that would have lowered the overall cost.
Their brokerage firm may not be up to the task, but that just means they need to find a new broker.
The truth is, people who argue against high frequency trading only ever look at one part of the picture: when you place a mass order and the price goes up during your transaction, you lose money. However, the opposite also happens: if you place a mass order and the price goes down you save money.
If you are selling your shares because someone is buying in bulk, you gain money because of HFT's. If you are buying because a stock is dropping and you think it will bottom out, you save money because of HFT's. The supply and demand of a stock is a part of its value, is it not? Why are you complaining about a system that reacts immediately to changes in supply and demand? Someone must want to get rich off it, because a slow market hurts people who can't play game. In other words, it hurts investors, not traders. Traders will just flex the new rules, like they always have.
If what you say were true, the NYSE and the other major exchanges would have never needed to go electronic.
Prior to the electronic exchanges margins were on the order of 10c per stock per trade. In case you misunderstand, that's the bit skimmed off the top by the traders. With electronic trades, the margins are down to less than a penny per stock per trade. With the old system, trading 1,000 stocks of something would cost $100. With the new system, it's under $5.
You're right that most of these benefits are because of electronic exchanges, but you must remember that the big exchanges - NYSE and such, were the last people to switch over, and they only did it because the electronic exchanges were booming so big that they were liable to lose the market if they didn't.
It was high frequency traders that drove the thousands of small electronic exchanges that combined to compete with the big boys. Without flash trading there might not be any easy electronic trading.
Look at flash trading from another perspective:
If 70% of the daily trades are made by high frequency traders, then 70% of the costs incurred by such trading are incurred by the high frequency traders, not the low frequency traders.
1.5 times more is 1.5 times the original value plus the original value, or 250% (150% + 100%). If the company in the GP's example were valued at 1.5 times more instead of just 1.5 times the original value, the total would be about 17,000 instead of 10,200.
That's where the "not so good at math" comment came from.
It's a bit pedantic, since the mistake is so common, but it's still worth noting because saying it correctly confuses no one.
It's a pretty common linguistic mistake, and so many people make it that it's only the pedants who get confused.
It's worth correcting though, as saying it correctly is no more confusing to people who commonly make the mistake than saying it incorrectly is.
1.5 times more is the original value times 1.5, plus the original value. That's 2.5 times the original value. Nearly everyone, however, will read "1.5 times more" and think 1.5 times the value only.
Well, the idea behind this is it's transferable to other organs. It's not like they have to nail down lungs before they begin working on the kidneys. The lung is a fairly complicated organ, so once it's perfected the kidneys will be a snap, and any other organ. The only thing they'll need to work out is the specific technique that applies to each organ.
Well, it will be quite apparent that it is our ill-advised polar ice-cap melting apparatus, which was ultimately the cause of our downfall.
Hubble's aperture size is only about 2.5m though, which means it doesn't even crack the top 50 of large optical telescopes.
Since this is a very odd kind of optical telescope, when it goes in it will dwarf everything for a very, very long time (well, except other ones just like it ;).
The Hubble doesn't count because it's nowhere near the largest. It doesn't even make the top 50 list, more like around 55'ish. The Hubble gets great images because it is in space, and doesn't have to deal with atmosphere and light pollution. It can also catch wavelengths that are largely absorbed by the atmosphere, like infra-red and UV. That makes it extremely useful, however almost all of the ultra-long range research (~13 billion light years) is done with earth based telescopes and fancy corrective software to account for the affect of the atmosphere.
The two largest telescopes are each about four times larger than the Hubble.
I thought it was using the the earth as a filter, and as such was basically "pointed" at the northern hemisphere?
Heh, me either, however you aren't completely correct.
A "die" is also a form with a pattern for things like cutouts in manufacturing or the ink-transfer to paper in printing. In that case, the plural is "dies", as in more than one die.
However, the marked polyhedron has the plural form "dice".
IOW: it's actually a lottery. I've read a book on how to get your paper published. On the cover of that book there is an illustration of two dies. Now what does that tell you?
That either you don't know how to spell "dice", or something really, really messed up is going on in that book.
Publishing the paper establishes you as the initial inventor, and can help fend off "prior art" questions. As long as you apply for the patent (assuming it's patentable) right after you publish, you're good.
I don't get it, shouldn't there be another step before "Profit!"?
They actually tried this with FireWire (IEEE-1394) in the consumer electronics industry back in 2000-ish, but then the whole HDCP thing came up, and that was that.
It probably would have worked if Apple had allowed it to succeed. They always fuck that kind of shit up.
Twinax isn't too big, it's the bundle of 10 twinax you need to run 100gbit that are huge.
I'm a little confused, though. Cat6 is capable of 10GbE, so why not bundles of 4 and 10 Cat6 for the standard as well, instead of just twinaxial? I recognize you'd need a special port setup, but that would still be significantly smaller than twinax. They would then be capable of 100m, would they not?
When are we going to get uber frames though?
6,032 LoC/Fn.