Locklin on science

HFT using neutrino physics: Stats Jackassery

Posted in physics, stats jackass of the month by Scott Locklin on June 18, 2012

I’ve always wondered what good electroweak theory could ever do for anybody, technologically speaking. The unification theory between electrical  and magnetic forces produced huge technological benefits for humanity; pretty much all electrical, electronic and radio technology is the result -and the technological results happened quickly. Physicists work feverishly on unification theories, more or less because electromagnetic theory was so damned important to humanity. Electromagnetism was unified with the “weak field” way back in 1973 or so (or 1968, depending on if you count the theory before the experiment, which I don’t), and Salaam, Glashow and Weinberg were awarded the Nobel Prize for it in 1979. Call it a round 40 years ago. 40 years after Maxwell’s equations (the unification theory between electricity and magnetism) were written down, humans were using electromechanical power on a wide scale, and radio was already being used (in financial applications no less). Not so much has happened technologically since folks invented electroweak theory.

Espen Haug has apparently spoken of  a potential use for electroweak theory. It got carried by Forbes. His idea, which I assume was somewhat in jest, was using electroweak theory to do high frequency trading. Because neutrinos don’t interact strongly with the rest of nature (that’s why they call it the “weak force”), you can transmit a beam of them through the earth. Basically, Haug noticed that “through the earth” is a much more straight line than “across the earth” which is how signals are generally transmitted. The perimeter of a circle is longer than its diameter. Something which has been known since people started drawing circles in patches of dirt. Therefore, you can potentially trade ahead of price movements in far-away exchanges.

The problem with this, of course, is the fact that any beam of particles which can be transmitted through a giant piece of iron and silicon like the earth can’t be easily detected by anyone. There is a reason they call it the “weak force.” It’s really weak! Detecting any neutrinos at all is a pretty neat trick.  If we wait around a long time, and have really big detectors and a lot of neutrinos coming from somewhere, we can see a neutrino interact with a proton once in a while. People do this sort of thing for a living. It’s fairly important stuff for cosmology, astrophysics and high energy physics. Measurements are difficult, so any experiment involving neutrinos pushes knowledge forward.

I had thought about doing a Shannon type calculation, making some guesses as to neutrino flux humans are capable of producing and transmitting through the earth, and looking at cross sections of the best detectors, to see what kind of information can be transmitted in this way. Another way to think about it, how long do you have to sit around at your detector and count things to see an unambiguous signal in your Poisson noise? If it’s longer than a few milliseconds, you can’t do this trick and make HFT front-runny money.  I don’t know much about neutrino detectors, but I do know that the best ones are size of large scale mining installations, and the time frames for looking for interesting signals are measured in years. It turns out someone already did the hard work for me experimentally by building a neutrino telegraph.

The MINERVA detector has been used for this purpose already, in concert with a beam of neutrinos from Fermilab, which is probably close to the best we can do for making lots of neutrinos. The bit rate is reported as 0.1 bits/second, with a 1% error rate. It was also only through 240 meters of rock (it was about 1km total), as opposed to the diameter of the earth, which is 12750 kilometers. No high frequency trading is going to happen at 0.1 bits/second, or whatever lower rate one can get transmitting the beam through some large chord of the earth’s diameter, assuming you can do that at all.

There are other problems with the idea. How do you modulate a neutrino beam? Can you do it on a millisecond timescale? Maybe you can, but accelerators are big giant things, and doing things like ramping magnetic fields in them up and down to change the energy or amplitude of neutrinos, or accelerate a bit string of neutrino-making protons clumps takes a long time. Making an atom smasher which makes a lot of neutrinos … well, I’m guessing it will be even bigger than Fermilab, which is pretty damn big. I also don’t have a good idea of how collimated a beam of neutrinos are. My guess would be, “not very.” But even if you could make a neutrino ray with a laser-like milliradian divergence (almost certainly impossible), the beam radius on the other end of the earth will be measured in kilometers. This would imply that a detector at the other end would have to be very big indeed. Or else someone else could build a detector within the beam radius and see the same thing.

On the other end of things, the detector in the MINERVA experiment would indeed “fit in a basement” at someone’s trading office; it was only 5 tons of scintillators. Putting aside the beam divergence issue, this would work a lot better if it was a lot bigger. The more mass you have, the more neutrinos you can see. That’s why folks do things like using a cubic kilometer of antarctic ice pack as a detector. Assuming you could scale up the bit rate by increasing the detector size, maybe if you built one 100,000 times bigger, that would be good enough? I’m guessing that 500,000 tons of detector might cost a bit of money. I suppose it is possible, if unlikely. Submarine cables from San Francisco to New Zealand are around 80,000 tons, rather expensive, and not as complex.

Something tells me the HFT boys  aren’t going to be running triangle arb on neutrino signals, like, ever. Nice funding attempt though.

I don’t think Espen Haug deserves the stats jackass award, as he’s a serious guy who knows about noise distributions. He also hasn’t written any papers on the subject. Similar comments apply to the aptly named neutrino physicist, John Learned who presumably knows about detector noise, and isn’t actively agitating for neutrino ansibles.  Bruce Dorminey wrote it; he should definitely know better. Either way, Forbes published this, and it doesn’t even pass a sniff test: someone there was jackassed enough to publish this without disclaimers. For that, Bruce and his credulous numskull editors at Forbes Magazine are, stats jackass of the month:
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23 Responses

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  1. gwern said, on June 18, 2012 at 3:42 pm

    > Or else someone else could build a detector within the beam radius and see the same thing.

    Trivially solved: the transmitter uses a one-time pad. Every few decades when the pad runs out, the company can fly a hard drive with another one-time pad from the transmitter to the receiver.

    The real issue is the latency and low throughput: one bit every few milliseconds may or may not be worthwhile (it’s enough to front run trades on a single stock, for example – ‘buy or sell’), but 1 bit per second is seriously questionable.

    • Scott Locklin said, on June 18, 2012 at 7:28 pm

      What happens when an employee with access to the OTP leaves? I guess the non-competes would need some teeth.

  2. Tschafer said, on June 18, 2012 at 5:26 pm

    This strikes me as the sort of thing DARPA would have funded fifty years ago, back when they were cutting checks to anyone who had a plausible line of BS, on the theory that you never knew where the next breakthrough would come from. Probably would have been money down the drain, but Lord knows that they funded stranger things, and who knows, we might be talking on neutrino phones by now. Another cool application would be neutrino GPS signals – no more vertical accuracy problems, since you could access satellite signals from the other side of the Earth. Of course, no one knows how to make that work, either, so until we can get John Von Neuman cloned…

  3. Tom Radcliffe said, on June 18, 2012 at 6:14 pm

    I actually know enough about neutrinos to answer some of your questions. High-energy neutrino beams of the kind Minerva creates are pretty tightly collimated simply due to the boost between the lab frame and the frame they’re created in. Weak interaction cross-sections also go up with energy. So with a sufficiently large injection of $ it would likely be possible to boost that 0.1 bit/s a few orders of magnitude, even with a detector smaller than a Gg. It’s still a silly idea, but if electro-weak theory has no other social function than extracting large quantities of money from clueless bankers and putting in the pockets of physicists and engineers I’d call it a win.

    • Scott Locklin said, on June 18, 2012 at 7:27 pm

      Care to make an estimate of what the neutrino beam divergence would be in the rest frame?
      I’m doubting that the neutrino rate is going to go up even linearly with dollars of synchrotron, unless there is a convenient resonance somewhere.
      I’ve worked with both kinds of people at this point. I’m not sure who is more clueless.

      • Scott Locklin said, on June 19, 2012 at 5:47 am

        I’m probably going to wait forever for the answer to this, but it’s my understanding that the way you make neutrinos, you get 1/ \gamma cone size, which is … what? 1/100? Someone claims if you do magic, the LHC can give 1/1000. That still sucks for aiming at things on the other side of the earth.

        • TJ said, on June 20, 2012 at 12:47 am

          1/γ sounds right. I agree it sucks for trans-Earth communication. But the inability of VC’s to do simple arithmetic knows no bounds.

          • Scott Locklin said, on June 20, 2012 at 1:07 am

            Thanks for the check. I only did relativistic kinematics in the classroom, and that’s getting to be a hell of a long time ago.
            Don’t even get me started on VC types.

  4. o said, on June 19, 2012 at 7:08 am

    To improve the data rate and lower the error rate, use a space-time trellis code and multiple neutrino transmitter/receiver devices. https://en.wikipedia.org/wiki/Space%E2%80%93time_trellis_code

    • Scott Locklin said, on June 19, 2012 at 7:23 am

      The good Dr. Learned has in fact, pointed something like this out to me. Respect.

  5. Rod Carvalho said, on June 19, 2012 at 7:40 pm

    Three years ago someone proposed using neutrinos to communicate with submarines:

    Submarine neutrino communication (2009)

    • TJ said, on June 20, 2012 at 12:51 am

      Back in my reactor-neutrino-detecting days we joked that it would be a great method for detecting “enemy” submarines off the coast of the US… so long as they stayed in place for a few days. One of the other post-docs on that team subsequently went on to extract a good number of $$$ out of the Department of Scaring Americans Stupid to investigate using bog-standard large liquid scintillator detectors to find radioactive contraband, or some such.

  6. Roger Bigod said, on June 20, 2012 at 8:14 pm

    Is the lack of practical applications for the weak interaction surprising? Even at the beginning it required huge apparatus to see teeny effects. Dark matter and quantized gravity don’t look hopeful either. Of course, nobody staring at Maxwell’s Equations at the beginning would have come up with radar or GPS right off.

    Maybe the inspiration for through-the-earth stock tweets was the news report that neutrinos can travel faster than the speed of light. It’s just tragic that didn’t hold up, and we still have to depend on poky old photons to communicate. If only it had been real, there would be Nobels galore. Possibly even a TED talk for the most photogenic Laureate.

    • Scott Locklin said, on June 20, 2012 at 9:39 pm

      I don’t consider it surprising the lack of practical applications, but I like talking about it. I’ve always felt that high energy physics got more attention than it deserves. There is plenty of interesting physics that doesn’t require billion dollar outlays, and which may actually help humanity.
      I suppose GPS does rely on general relativity. Then again, general relativity was done with pencil and paper and verified with a simple telescope.

      • Roger Bigod said, on June 23, 2012 at 11:32 pm

        I think I’ve read that GPS would get out of whack after a few days if they didn’t allow for special relativity. But if nobody had figured out time dilation when they set up GPS, couldn’t the engineers have thrown in a fudge factor, or just resynchronized it fairly frequently?

        Maybe it was inevitable that somebody would have come up with special relativity, but intuitions about the flow and inner nature of time occur only to unusually creative people who can think outside the box of the conventional reference frame, as it were. Sometimes people in the arts get there first. For details, see my forthcoming book “Proust Was a Quantum Astrophysicist”.

  7. Roger Bigod said, on June 24, 2012 at 8:23 pm

    GPS is the first time that GR was unavoidable in getting a practical device to work. Unless somebody had tried to commercialize the Mossbauer effect. For SR it would probably have been particle accelerators.

    I’ve heard smart physicists say that SR is sort of inevitable as the simplest way to deal with the MM experiment, and someone would have gotten there in a few years is Einstein didn’t. But SR is of a different level of insight, and it might have taken a long time.

    • Scott Locklin said, on June 24, 2012 at 8:37 pm

      Poincare pretty much did everything important, as I recall. It is a standard exercise in grad-level E&M class to derive special relativity from Maxwell’s equations. It’s easy once you realize what the right answer is! Einstein’s special contribution was reducing it all to geometry.
      GR: definitely not so obvious. Some people still don’t believe in it.

  8. timtam said, on June 25, 2012 at 4:15 am

    you are not even going to save milliseconds on this, the amount of money you spend building this apparatus is many orders of magnitude greater than its potential money making effect. you sir are an idiot.

    • Scott Locklin said, on June 25, 2012 at 4:30 am

      Maybe you shoulda, like, read as far as finishing the title?

    • Roger Bigod said, on June 25, 2012 at 3:02 pm

      The post by timtam points up the serious need for a theory of the weak interaction. Otherwise, we’d have no way of describing its almost indiscernible twitches of mental activity. It looks random, but Brownian movement is less spastic

  9. Roger Bigod said, on June 27, 2012 at 5:53 pm

    OT, but knowing how passionate our host is about the struggle against gender stereotypes, it might be appropriate.


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