To measure the historical performance of his system and to simulate real-time trading, we used Princeton Newport’s 1,100-square-foot computer room filled with $2 million worth of equipment. Inside were banks of gigabyte disk drives as large as washing machines, plus tape drives and central processing units, or CPUs, the size of refrigerators. All this sat on a raised floor consisting of removable panels, under which snaked a jungle of cables, wires, and other connectors.
