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Understanding Electrical Engineering Fundamentals and High Frequency Trading Implications

This lecture covers key concepts in Electrical Engineering, including the functioning of resistors, diodes, and the principles of Ohm’s Law. It also discusses high frequency trading and its impact on market volatility, citing events like the 2010 Flash Crash. Emphasis is placed on the ethical responsibilities of engineers in preserving information reliability and addressing potential regulatory challenges. The lecture also highlights the importance of integrity and critical thinking in engineering practice.

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Understanding Electrical Engineering Fundamentals and High Frequency Trading Implications

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  1. Lecture 16: Electrical Engineering II EEN 112: Introduction to Electrical and Computer Engineering Professor Eric Rozier, 4/10/13

  2. EXAM GRADES

  3. Quiz III Grades

  4. Midterm Grades • Midterm I • Average: C+ • 25% - B+ • 50% - B- • 75% - C- • Midterm II • Average: B • 25% - A • 50% - B • 75% - C

  5. Midterm II Grades

  6. Midterm I & II Grades

  7. Course Grades • Average: A- • 25% - A • 50% - A- • 75% - B

  8. Course Grades

  9. The Importance of Trust • Sarbanes-Oxley Act • HIPAA • California Proposition 11 • FISMA • Massachusetts 201 CMR 17.00 Over 10,000 regulations

  10. Users expect data to be stored indefinitely…

  11. Reliability • What responsibilities do we have as engineers to preserve information? • Should we be liable if our systems fail in these ways? • What limits should there be to liability? • Can a system ever be fully reliable? • What responsibility do we have to report the limits to our systems reliability?

  12. High Frequency Trading • Algorithmic trading, seeks to exploit small differences in prices, millions of programs running • How do they interact? • How does somethingwritten by Company Aaffect somethingwritten by Company B?

  13. High Frequency Trading • 2010 Flash Crash – largest intraday point loss • Losses recovered in minutes, but scared regulatory bodies • US SEC and CFTCconsluded that HFTcontributed to thevolatility.

  14. High Frequency Trading • SEC and FTC stated – “market makers and other liquidity providers widened their quote spreads, reduced liquidity, and withdrew from the market” • Some signal set offtheir algorithms,caused a jointmovement whichhelped cause the crash

  15. High Frequency Trading • What responsibility do we have to prevent disasters? • What happens when our duty to our employermight conflict? • How do we weighour responsibilities?

  16. The broader world is complex • Critical thinking • Awareness of situations and consequences • Working with regulators, and employers • Maintaining integrity

  17. ELECTRICAL ENGINEERING

  18. Resistors • What do the bands mean?

  19. Ohm’s Law • Resistance, Voltage, and Current are related… • V – • I – • R –

  20. POWER!!! • P = V I • V = I R, so… • P = (I R) I = I^2 R • I = V/R, so… • P = V (V/R) = V^2/R

  21. Diodes

  22. Diodes

  23. LED • Light Emitting Diode • Diode that emits light (fancy that!) • Low power, bright • Come in various colors • Using LEDs • Use in correct orientation • Use a current limiting resistor!!!

  24. LED History • Invented in 1962 by Dr. Nick Holonyak while at General Electric • Dr. Craford (Dr. Holonyak’s student) invented the first colored LED • First LEDs produced by Monsanto Company in 1968

  25. LEDs

  26. LEDs

  27. LEDs

  28. Semiconductors • Electrical conductivity between a conductor and an insulator • Conductivity increases with temperature • P-type semiconductor • Excess holes • N-type semiconductor • Excess free electrons • “Doping” sets these properties

  29. Doping • Not just for the Tour de France! • Introduce impurities • Gallium Arsenic gas very popular • Grow silicon in an environment with the impurities in certain concentrations

  30. LEDs

  31. P-Type? HOLES!

  32. N-Type? FREE ELECTRONS!

  33. P-Type? HOLES!

  34. N-Type? FREE ELECTRONS!

  35. LEDs

  36. Semiconductors • Both P and N junctions are relatively conductive… under the right circumstances • Junctions get depleted of charge

  37. LEDs

  38. LEDs • Often used as indicator lights • More recently for • TVs • Flash lights • Light bulbs • Jumbo-tron displays

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