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> paranoia

MtGox has said they were subject to DDoS attacks: https://twitter.com/MagicalTux/status/317423311174909954

> If you looked at the log plot[2], it still looked exponential!

Trying to divine future price movement from looking at a graph has been proven definitively, repeatedly to be foolish.



Divining that a price that is rising in a superexponential manner will be going down sometime soon is one of the least fooling things one can do when looking at a graph.


Define "soon". Anyone could have looked at the stock market in 1998 and said that it was sure to be going down soon but it took a few years for that to be the case. And anyone could have looked at the housing market even in 2003 and been waiting for it to go down "sometime soon", and been waiting half a decade for it.

Keynes may have been mistaken on a lot of things but he got one thing right: "The market can stay irrational longer than you can stay solvent."


> Define "soon"

My specific prediction less than a day before this crash was "At this rate, the crash is a single-digit number of days away".

The market can NOT stay irrational for long when an asset's price doubles every few days.

https://news.ycombinator.com/item?id=5517460


What was Keynes wrong about? (Keynes, not Keynsians)


Are we really having a serious conversation on divination on HN?


It's the ultimate hack.


You are empirically wrong. Please, quantify your idea and go backtest it on the stock market.

The efficient-market hypothesis does not have an asterisk excluding cryptocurrencies.


So... going up super-exponentially is efficient-market, but a crash is an attack? Is that what I'm hearing?

Truly, the capacity for people to employ cognitive bias is staggering.


Quantification: "An asset whose price has doubled several times, with the time between doublings growing shorter and having reached less than a week, will see an abrupt correction to less than 50% of the peak value within 10 days.

I think you'll find that I'm empirically right.


the efficient market is dead and always has been.


> the efficient market is dead and always has been.

This is what people mean when they say "efficient market" in this context:

> In finance, the efficient-market hypothesis (EMH) asserts that financial markets are "informationally efficient". In consequence of this, one cannot consistently achieve returns in excess of average market returns on a risk-adjusted basis, given the information available at the time the investment is made.

http://en.wikipedia.org/wiki/Efficient-market_hypothesis

There are variations of this hypothesis, so saying "it's dead" is meaningless unless you specify which one is "dead" and how it has failed.


There are generally arbitration opertunity's that offer short term rewards well beyond the standard risk reward curve. Which is how many algorithmic traders consistently return high double digit returns with ought leverage. The simplest being having a mix of buy and sell orders that straddle the average.


Which is exactly what the hypothesis says. Assume that others are using arbitrage to reduce your opportunities, leaving you with an efficient market.


Except arbitration requires more than just money + information, people doing arbitration must have low fees / latency for example so it's not available to all players in the market. Net result real world markets are not efficient due to various access levels.

Also: Empirical analyses have consistently found problems with the efficient-market hypothesis, the most consistent being that stocks with low price to earnings (and similarly, low price to cash-flow or book value) outperform other stocks. Which is presumably due to cognitive bias. http://en.wikipedia.org/wiki/Efficient-market_hypothesis

PS: It's a reasonable simplification that's useful for the average investor, but not policy makers for example.


Right.. Because a DDoS on their site should create a trading lag in their backend engine?

Are they running on 1 server?


While it was not the cause of today's drop[1], that is a big part of the problem. While they are frantically working on decoupling their website from the trading engine, they are still connected, and DDoS attacks are still effective at causing extreme trading lag.[2] Such attacks have been the root cause of several mini-panics over the past couple weeks.[3]

Of course this is bad design, but you have to remember that this website started out as Magic the Gathering Online eXchange. It was built to trade playing cards, not to serve as a multi-million dollar currency exchange. The trading engine was retrofitted for bitcoin, and was stuck with several bad design decisions as a result. While I agree this should have been fixed long ago, MtGox has had its hands full recently. The massive growth in its userbase, the ever-growing verification queue, and the fact that it is expected to be online 24/7 have made things difficult.

However, I suspect the main cause of today's massive has to do with this: https://mtgox.com/press_release_20130409.html

It will interesting to see what effect this policy change will have.

[1] https://www.facebook.com/MtGox/posts/455962117821534

[2] https://www.facebook.com/MtGox/posts/453409538076792

[3] https://twitter.com/MagicalTux/status/320043013420249088


It's unclear, but it seems in any case the separation is weak

http://www.facebook.com/MtGox/posts/453409538076792

"There are a few things that we can implement to help fight the attacks, such as disconnecting the trade engine backend from the Internet. By separating the data center from the Mt.Gox website, we will continue to be able to trade"


That tweet is from more than a week ago. Any confirmation that they were under a massive DDoS today?




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