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Trader close to gaining rival's source code

Susannah Moran | August 12, 2008

OPTIVER Australia, the largest derivatives trader on the Australian Stock Exchange, is a step closer to obtaining source code from former executives who set up in competition, following a recent court appeal.

Optiver went to court last year seeking to obtain source code from its competitor Tibra Group, whose subsidiaries include former Optiver employees.

Optiver executives became suspicious when, in 2006, Tibra started beating them to a number of trades within months of registering with the ASX, the court heard.

Both companies buy or sell various securities in different markets that appear to be mispriced, buying or selling them for a profit. The court judgment noted that the arbitrage companies relied on speed for their success.

Optiver has been developing its software since its inception, its latest version given the nickname "F1", the court heard.

"F1 is extremely fast, utilises complex algorithms which allow it to 'think like a trader', and contains in-built mechanisms to minimise losses resulting from market or human errors," the full Federal Court judges said in their judgment.

Optiver was knocked back in its bid to obtain Tibra's source code last year, with Justice Kevin Lindgren ruling that Optiver already had enough information to decide whether it should proceed with a court case.

Some of this material included emails sent by Optiver employees to their private accounts the day they resigned, one of which, using lots of industry jargon, itemised ways Optiver's F1 system could be improved.

"How do we handle zombie tcp connections to market links? need heartbeats badly otherwise we could be trading off incorrect base prices," read part of one email.

Justice Lindgren also noted that Optiver had been slow to take court action, despite hiring private investigators.

Optiver appealed against that judgment and was recently successful in the Full Federal Court, which noted that "if there was an innocent explanation" for the emails sent by traders on the day of their resignation, they had not come forward to explain them.

Although Optiver will gain access to Tibra's source code, it is considered so commercially sensitive it is likely only lawyers and expert witnesses will be able to analyse it. The case will return to court for further directions.

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