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Goldman Sachs Automated Trading Replaces 600 Traders With 200 Engineers (technologyreview.com) 185

Goldman Sach's New York headquarters has replaced 600 of its traders with 200 computer engineers over the last two decades or so, thanks to automated trading programs. (Though, the effort to do so has accelerated over the past five years.) "Marty Chavez, the company's deputy chief financial officer and former chief information officer, explained all this to attendees at a symposium on computer's impact on economic activity held by Harvard's Institute for Applied Computational Science last month," reports MIT Technology Review. From their report: The experience of its New York traders is just one early example of a transformation of Goldman Sachs, and increasingly other Wall Street firms, that began with the rise in computerized trading, but has accelerated over the past five years, moving into more fields of finance that humans once dominated. Chavez, who will become chief financial officer in April, says areas of trading like currencies and even parts of business lines like investment banking are moving in the same automated direction that equities have already traveled. Today, nearly 45 percent of trading is done electronically, according to Coalition, a U.K. firm that tracks the industry. In addition to back-office clerical workers, on Wall Street machines are replacing a lot of highly paid people, too. Complex trading algorithms, some with machine-learning capabilities, first replaced trades where the price of what's being sold was easy to determine on the market, including the stocks traded by Goldman's old 600. Now areas of trading like currencies and futures, which are not traded on a stock exchange like the New York Stock Exchange but rather have prices that fluctuate, are coming in for more automation as well. To execute these trades, algorithms are being designed to emulate as closely as possible what a human trader would do, explains Coalition's Shahani. Goldman Sachs has already begun to automate currency trading, and has found consistently that four traders can be replaced by one computer engineer, Chavez said at the Harvard conference. Some 9,000 people, about one-third of Goldman's staff, are computer engineers.
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Goldman Sachs Automated Trading Replaces 600 Traders With 200 Engineers

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  • by fortfive ( 1582005 ) on Tuesday February 07, 2017 @08:52PM (#53823257)

    Vonnegut called it in what, 1955?

    • by msauve ( 701917 ) on Tuesday February 07, 2017 @10:18PM (#53823553)
      Yea. Fuck them. If they want to maintain the illusion that markets (short term) are any different than Las Vegas, require all trades to be hands-on (by humans). No millisecond trades, require holding at least 5 minutes (as a start, a day or week should be the goal).. None of this automated bullshit, which just sucks profits away from investment for speculation. And, make the rules the same for all, no more fast trading for the patricians when the proles have to deal with settlement measured in days.
      • Re: (Score:1, Insightful)

        by Anonymous Coward

        What? No!!! Please learn about what is actually happening.

        High frequency trading is extremely beneficial to "mom & pop" retail traders due to the increased liquidity it generates.

        HFT doesn't "suck profits away" from the "buy and hold" traders. The HFTs are making profits off of one or two ticks of movement, while the "buy & holders" are sitting-out movement of tens/hundreds of handles. When your mom/pop buys/shorts a stock, a microscopic HFT blip has absolutely no discernible effect on such a lo

        • by PopeRatzo ( 965947 ) on Tuesday February 07, 2017 @11:00PM (#53823711) Journal

          Please! I am a small retail trader. I benefit substantially from the HFTs by enjoying tighter spreads, quicker fills and better closing prices.

          Why don't you get a job and become one of the makers instead of one of the takers?

          • Yea, can we just choke the life out of the shill? Oh, I forgot, it's an AC...
        • by Pascoea ( 968200 ) on Tuesday February 07, 2017 @11:28PM (#53823799)

          HFT doesn't "suck profits away" from the "buy and hold" traders. The HFTs are making profits off of one or two ticks of movement, while the "buy & holders" are sitting-out movement of tens/hundreds of handles.

          Did you intend to copy the script from Office Space while describing this process, or was that an accident? Because you did [youtube.com]

          • by Anonymous Coward

            Did you intend to copy the script from Office Space while describing this process, or was that an accident? Because you did

            No, I have never seen that movie/scene, and no, it is nothing like my explanation of HFTs.

            Evidently, your understanding of trading is about as extensive of that of Jennifer Aniston.

            Look, stock prices go up and stock prices go down and sometimes they don't move. There are all kind of things that influence stock prices, but most HFT trading (arbitrage) doesn't really move a stock price, and if it does, it only affects the price by one or two ticks.

            In addition, those one or two HFT ticks can be down or the mo

            • by Pascoea ( 968200 )

              it only affects the price by one or two ticks.

              You're right, I don't know the intricacies of how it works, and I had to google what a tick was. But that comment right there proves my point. That comment basically means "It only affects the price by a little bit", considering the value of a tick is some fraction of dollar. According to a 30 second reading of this anyway: [investopedia.com] "For example, the E-mini S&P 500 futures contract has a designated tick size of $0.25 while gold futures have a tick size of $0.10." So you are agreeing that involving a HFT betw

          • Richard Pryor did it first in "Superman 3".
            I know what you're going to say, there was no "Superman 3", but in the universe I come from, unfortunately there was.
        • by LostMyBeaver ( 1226054 ) on Wednesday February 08, 2017 @12:03AM (#53823951)
          Honestly, blind traders are a burden on society. What i mean by blind traders is that people who are simply running gambling algorithms and living by the "buy low sell high" rule are a curse on society. It's also what makes it so that people lose tens of thousands of jobs due to "restructuring" because algorithmic traders won't generate trade volume unless someone publishes something in the newspaper. I actually have been sickened by the disgusting concept of a trading floor for decades. It's a group of ass hats running around from buzz to buzz and buying and selling things they don't understand and ruining lives.

          Laws should be passed requiring traders to have to apply for permission to make each trade. What I mean is that all traders even the small ones should have the same requirements that major share holders have. So, you should be able to buy in, but you would have to release a statement of intent to trade and wait 7 days before the transaction takes place.

          There is a disgusting belief, almost like a religion that suggests that gambling on shares with absolutely no regard for how it impacts society as a whole is "Free Market" and "Democracy". Bullshit. Gambling on stocks IS NOT the same as investing in companies. What is worse is that when you gamble on stocks, you believe you have the right to demand a company behaves in any way it takes to increase the value of those stocks to make you a profit. That's filth. It causes shitbacks at major companies to lay off 20% of their workforce and outsource to India because it will generate the buzz which will cause trading volumes to skyrocket. And if the direction is up, people will rake it in, if it's down, they'll short the hell out of it. And yet, you just killed a city and can't even tell me what the company actually does.

          I will shit all over HFT and algorithmic trading because it legitimizes shitting all over millions of peoples lives without even having the first idea what company you're actually effecting. The stock market isn't like a casino. If you win or lose in a casino, only the casino and a small number of people may be impacted. When you treat wall street as a casino where you are allowed to count cards, you and your peers can actually destroy the financial health of entire cities. A program with a bug could collapse an entire company within a few seconds destroying lives.

          Yes, I know there are upsides to trading as well. It gives legitimate investors a way to abandon sinking ships for example. This gives legitimate investors a better reason to make the investment when it's needed. But the downsides far outweigh the upsides.

          Trading is a predatory business/career that focuses entirely on profit with absolutely no regard for the peoples lives it impacts.

          Maybe trading should be restricted to only company stocks that are related to dumping trash in oceans, distributing child labor, sex trafficking and so forth. Trading requires about the same moral compass.
          • by sjames ( 1099 ) on Wednesday February 08, 2017 @01:41AM (#53824171) Homepage Journal

            It could be argued that if abandoning ship is harder, investors will become more interested in the long term well being of the ship and less interested in short term stock value plays that will crash the company in the long term.

          • by Anonymous Coward on Wednesday February 08, 2017 @03:18AM (#53824395)

            This kind of emotionally-charged angry rhetoric isn't constructive. Moreover it's disconnected from reality. It's someone thumping their fists on the table, demanding strongly that something is "wrong" in their eyes and trying to elevate that to some kind of moral imperative. Chest-thumping and loudly proclaiming you'll "shit all over" doesn't sound to me like a strong intellectual argument grounded in fact. Quite how it got rated "insightful" is beyond me.

            I'm sorry but life is more complex than your one-sided view of things presented here.

            Companies collude with markets because those in charge gain financially from doing so. But then so do employees who take stock options. Banks have a vested interest to make more money to be able to loan more in order to make yet more money. This may come as a shock to you but that money also then creates jobs and improves lives and living standards as well. It is not a universally negative activity. Unlike the clear view from on top of your moral highground, it becomes difficult in reality to separate "investment" from "gambling" - there is efficiency to be had in execution through algorithms. Which, oddly, all investors want because nobody wants to pay over the odds. How do you provide liquidity in a market or move positions efficiently if we cannot trade without x days notice? Oh and who gets to give that permission, you? Surely that'd be a much less corruption prone system (haha)? Your solution to most of this seems to be to ban everything. What, Capitalism as well, presumably?

            I find your rationalization and minimization of Las Vegas-style casinos truly bizarre. It seems some forms of gambling that destroy lives is fine by you - because it only affects a small number of people but this larger "gambling" as you perceive it, is not. So the moral outrage of an activity is proportional to what the impact of it is in your eyes? So it's morally acceptable for someone to drive recklessly on the freeway because they're only affecting a few people?

            Another irony you might find amusing - there are "ethical" funds out that don't invest in "dumping trash in oceans, distributing child labor, sex trafficking" (I'm not sure which S&P500 companies do that last one on your list though) - but guess what? They make much poorer returns than funds who have no such restrictions. So are we therefore morally bankrupt as a society to not invest in those companies? What about tobacco? Defence companies (there's an interesting one) - who gets to decide? You and your friends up in ivory towers? An "expert" who's dedicated their life to understanding one company? How does that work? I'll give you a hint to the answer: it doesn't, which is why the system exists as it does today - chaos, inconsistencies, injustices and all - alongside growth and prosperity.

            • Amen.
            • They make much poorer returns than funds who have no such restrictions. So are we therefore morally bankrupt as a society to not invest in those companies?

              Damn right.

              What about tobacco?

              As evil as evil gets.

              Defence companies (there's an interesting one) - who gets to decide?

              Decent people. In other words, not you.

          • To put it simply, everyone should have equal access to the market.

        • you mean let you try to sell us a bunch of bull because you happen to make a quick buck off of it, don't you?
        • by sjames ( 1099 )

          If you pull back a bit you'll see that the tighter spreads and faster trades happen at the cost of losing some of the profit. Kill all the HST and the same fundamentals will apply, when buy >=ask, the stock trades. The difference is that you won't have someone elbowing you out of the way with your buy in order to snatch it up and immediately sell it to you for a bit more than you should have needed to spend.

        • by Anonymous Coward

          I would even top that: tax trading earnings. Just a tad. Every engineer knows that some damping makes the system more stable.

          Use the proceeds of this tax to head off the most horrible collaterals due to unrestricted trade.

          "What, tax *me*? No!"

          Pfft. Greedy twat. Contribut or go away.

        • by pscottdv ( 676889 ) on Wednesday February 08, 2017 @10:59AM (#53826111)

          HFTers always harp on the liquidity thing. News flash, while liquidity is important, it's not the purpose of the market. Equal access is much more important.

          And HFTers absolutely grab profits from everyone else making trades. On the average, HFT makes money. It doesn't make it by finding a customer or building a product, therefore it must come from other traders, Q.E.D.

          It's like I'm in the supermarket reaching for an orange and some guy swoops in and buys all the oranges in the store and all the neighboring stores as well and then offers to sell me my orange for a penny more than the prices on shelf. "But," he cries helpfully, "I did you a favor because you can choose from three times as many oranges now!" I just wanted my damn orange for the listed price.

        • by Anonymous Coward

          There is a huge disconnect what HFT is if you think that it adds liquidity to the market, it doesn't. To be honest, I don't understand why it is legal. If you get rid of HFT today, there would be zero impact on the liquidity of the market.

          What HFT does is takes an unfair advantage of buying something before you do and selling it to you. HFT all it does is to take a small portion of the sale/buy transaction without adding any value at all. It should be illegal, if I were to have knowledge of the price of

        • Holyeee Shiiittt, you're goint to admit to being a trader? I feel bad for your inbox, the haterade is going to be swift and strong.

          Having said that, HFT may provide you with the 'liquidity' to move trades personally, but the automation has the arbitrary consequence of grossly magnifying fuckups, and unless everyone cooperates and plays by the same rules, it creates the opportunity for Dark markets to flourish. As an Engineer, I the premise of HFT is great. But the sociologist in me is obliged to point out

      • by 0100010001010011 ( 652467 ) on Wednesday February 08, 2017 @12:12AM (#53823985)

        Trades should be taxed on a decay function of how long they're held.

        Hold it for 10 milliseconds? 99.9% tax.

        Hold it for 10 days? 25% tax.

        Hold it for 10 years? Nearly no tax.

  • Comment removed (Score:5, Interesting)

    by account_deleted ( 4530225 ) on Tuesday February 07, 2017 @09:02PM (#53823289)
    Comment removed based on user account deletion
    • by ShanghaiBill ( 739463 ) on Tuesday February 07, 2017 @09:22PM (#53823353)

      The occasional market "crash" attributed to automated electronic trading ...

      Some crashes have been attributed to automated trading, but later analysis has found that (so far) no crashes were caused primarily by automatic trading. In fact, the "flash crash" of 2010 was exacerbated by loss of liquidity as automatic traders pulled out because volatility exceeded parameters.

      Humans panic. Computers don't.

      • Comment removed based on user account deletion
        • Re: (Score:1, Offtopic)

          Regarding your signature.

          "Rev. Dr. Martin Luther King Jr. has shown us how to defeat men like Trump. Learn from Dr. King's example."

          I believe very strongly I learned a great deal more from MLK which taught me it's not necessary to defeat men like Trump. We should instead speak his language and try and make him see that it's important to represent us, not just try and make it into history books as the most famous president ever.

          Trump has thus far only performed in ways that would rile the rabble. He's adopti
      • Right. I've seen talks of a firm using AI and ML to trade on Forex and they definitely have a kill-switch for big events. The AI and ML works well on every-day trading but not one-in-four year events like elections.
      • the "flash crash" of 2010 was exacerbated by loss of liquidity as automatic traders pulled out because volatility exceeded parameters.

        Humans panic. Computers don't.

        Boy. That sure looks like what happens when humans panic. If the result is the same, what's the difference?

        • automatic traders pulled out

          Boy. That sure looks like what happens when humans panic. If the result is the same, what's the difference?

          Sorry, I worded that poorly. By "pull out", I meant that they stopped trading. I didn't mean that they sold off their holdings, as panicking human investors tend to do.

    • As I used to think of it, not making money off the stocks but off of the changes in stock prices. A guaranteed winner. Genius!

      That's the dream of every hedge fund, right? It works for a while, but if everyone tries it, then the market tanks while the world cheers.
      For example, a lot of people were betting on inflation in 2008 by buying gold. Imagine politicians were doing the same thing. Suddenly it is against their own personal economic interest to stop inflation. That's the sort of thing that can ruin an economy.

    • Exactly. You can't beat the market consistantly, and by removing emotion and focusing on small arbitrage opportunities and quickly making trades you can profit. Automation will also make it harder for humans to do just that sine the computer does it in real time instead of waiting to see what happens and trying to take advantage of that. Investers will buy into funds that auto trade to make money ; the question ia how long will the arbitrage opportunities remain as more computers try to take advantage of th
      • by swb ( 14022 ) on Wednesday February 08, 2017 @07:44AM (#53824939)

        I'd be more impressed if they were putting their AIs to work on macro economics and equity fundamentals analysis and coming up with 3-5 year buy and hold strategies that aligned a company's fundamentals with macro economics to figure out growth patterns.

        It seems like a racing team that's given all the money to the guys that get the car down the first straightaway .01 seconds faster than anyone else and forgotten about racing the rest of the track.

  • According to https://www.theguardian.com/business/2009/nov/18/goldman-sachs-blankfein-sorry [theguardian.com],

    "The world's most powerful investment bank is a great vampire squid wrapped around the face of humanity, relentlessly jamming its blood funnel into anything that smells like money,"

    .

    Who knows what sophisticated and perfectly-executed levels of depravity might be perpetrated by Golden Sox' robot traders? Hookers and blow may well be involved but not in a fun Benderesque sense.

  • by Frosty Piss ( 770223 ) * on Tuesday February 07, 2017 @09:07PM (#53823303)

    Sooooo.... Russians or Indians?

    • by Anonymous Coward

      Americans and some Russians at first, then as documentation practices improved, 90% of them were replaced with Indians.

    • by Nonesuch ( 90847 )
      In my experience, Russians.

      Sergey Aleynikov wasn't the first, nor the last.

  • I bet those engineers don't get performance bonuses or commissions.

    • I bet those engineers don't get performance bonuses or commissions.

      Commissions, no. Bonuses, yes. I know some techies that work in finance, and the compensation is VERY good. I am not sure it equals the value of a human soul, but still very good.

  • So tell me again (Score:5, Informative)

    by rsilvergun ( 571051 ) on Tuesday February 07, 2017 @09:46PM (#53823443)
    why we tolerate these people? I just realized I can't afford a house because of how the mathematics of mortgages work. I never bothered to do the math since I never thought I could buy one. After 10 years of paying down debt and saving I thought I was ready. Not so much. The way mortgage math works out you're paying almost all interest for the first 15 years of a 30 year loan ( stretched to 30 years since these bastards took 20% [usatoday.com] from me). Then I need extra insurance since the 2008 crash & a couple family illnesses (thanks private medical system) wiped out my savings. And I need home owners. And I have to pay HOA fees because we cut so much funding outside of rich neighborhoods there's no money to cut weeds and fix roads. It all kept adding up until I realized it'd be more than I could afford what with a kid in college and the real reason it costs $100k to go to college [fivethirtyeight.com].

    Not just all the cost, but all the _risk_ is on the home owner. The banks make sure they get their interest up front. And they take my tax dollars to guarantee the loans and hold the entire f'n country hostage if we don't pay.

    Every last one of us except 1% is getting screwed by this. Why the hell do we tolerate it? Why don't we force the banks profits _down_ and our standard of living _up_? Why is the free market so much more God Damned important that we'd throw our lives away chasing Any Rand's ghost? Fuck.
    • by Anonymous Coward

      so the math says you cant get a house but you never did the math...enjoy paying rent to landlord/parents or living with parents? 20% down payment will clear that pmi problem. also, living in your means will get you a house you can afford unless parents can kick in. ive known a few dinks with 6 figures each tbat bitch about not getting "decent" houses in high income townships with "enough acres"

    • by Okian Warrior ( 537106 ) on Wednesday February 08, 2017 @12:05AM (#53823955) Homepage Journal

      why we tolerate these people? I just realized I can't afford a house because of how the mathematics of mortgages work.

      Such it up you clueless millennial whiner. You understand nothing, nothing at all.
      Want to pay more principal early on in your loan? Just [...]

      Many people will say your problems are due to your own personal choices.

      They are not.

      Certainly there's a certain group of people who make bad choices and ruin their lives, or who can't seem to get ahead.

      But there's another group of people, who we used to call the "middle class", who make intelligent choices but who are on the brink of poverty, or falling into poverty, or generally having a tough time getting ahead.

      We see articles here about the rising cost of education, and the answer is always "some people don't need higher education". We see articles about how few jobs there are, and the answer is always "move to where the jobs are". We see articles about outsourcing, and the opinions are "you lose your job, but the population benefits overall due to lowered costs".

      We are gutting the middle class in this country, have been for about 20 years, and the overall sentiment is "expect less out of life". Don't expect to own a house, don't expect to send your kids to college, don't expect to live as long, don't expect to get paid more, don't expect to be able to pay your medical bills...

      ...and on and on.

      You're ahead of the curve by actually doing the calculations and trying to predict your finances - a lot of people up to 2009 didn't do that, and thought that they could have the same opportunities as people had in the 1980's.

      There's lots of people who think everything's fine and will try to pin this back on you, but it's most likely not anything you did.

      Don't listen to them.

      Things are bad right now [gallup.com], and whether they will get better remains to be seen.

      • by AmiMoJo ( 196126 )

        All the things that give people stability in life and thus access to cheaper loans are getting more expensive. Healthcare, for example, because if a lender knows that the state will offer you free/cheap healthcare you are less of a risk. Education, because higher levels of education usually tally with high levels of income and better careers prospects, lower chance of being laid off etc.

        Combine that with older people who already have houses continually voting for policies that make their assets rise in valu

      • by ranton ( 36917 )

        But there's another group of people, who we used to call the "middle class", who aren't necessarily lazy but still usually choose easy options in life who are on the brink of poverty, or falling into poverty, or generally having a tough time getting ahead.

        FTFY. People making intelligent choices are quickly moving into the upper middle class (2/3 of people leaving the middle class are getting wealthier not poorer) because of those intelligent choices. What is being lost is the ability to keep your head down and coast through life but still make a comfortable living.

    • by Kjella ( 173770 )

      why we tolerate these people? I just realized I can't afford a house because of how the mathematics of mortgages work. I never bothered to do the math since I never thought I could buy one. After 10 years of paying down debt and saving I thought I was ready. Not so much. The way mortgage math works out you're paying almost all interest for the first 15 years of a 30 year loan (...) Not just all the cost, but all the _risk_ is on the home owner. The banks make sure they get their interest up front.

      Not sure why you think this is some special mortgage math or evil in any way. Think of it as the big brother of credit card debt, the rest of the loan that you don't repay this month you push to next month and pay interest. The interest is at all times proportional to the amount of debt you push in front of you. Changing that is like asking to change the rocket equation, you get a lot more delta-v from the last galleon of fuel when the rocket is empty than the first galleon when the rocket is full and that'

    • It sure can be a frustrating thing. You know financially you're much better off owning (landlords make money because renting costs more than buying), but getting the down payment together and everything can be pretty difficult. I studied mortgages and such extensively when I bought my houses (without a huge down payment) - maybe I can help, if you'd like to discuss it.

      > Then I need extra insurance since the 2008 crash & a couple family illnesses (thanks private medical system) wiped out my savings.

      • I forgot to include another good tip that will get you $3,000 closer to 10% down. In your offer on the house, make the top line offer $3,000 more, with the seller kicking you back $3,000 to cover the cost of appraisal and such.

        Technically, the seller isn't supposed to pay any of your down payment, but they can hand you money to cover expenses like appraisal.

        Depending in the mortgage company, the 1.5% refund from your agent may or may not be allowed to go *directly* toward the down payment. If it's not allo

    • I can't afford a house because of how the mathematics of mortgages work

      That's like saying I can't fill a bathtub by pissing it once because of the mathematics of how volume works.

    • you're paying almost all interest for the first 15 years of a 30 year loan

      That's the way any long loan works. It's almost all interest up front, and turns to almost all principal at the end. The good thing is that, by paying extra principal early on, you can reduce the effective term of the mortgage. In any case, this is not of interest if the idea is to buy a house and keep it, rather than buy and sell it.

      Then I need extra insurance since the 2008 crash & a couple family illnesses (thanks private

    • by idji ( 984038 )
      And that is why we have him who sits in the White House - people did something about it.
  • It's not really a role for an "engineer". A coder skilled in mathematics or mathematician skilled in coding is a better fit. They are just calling them "engineers" because it sounds impressive and not because the IEEE or any other professional body would recognize them as engineers.
    Yes, yes, I'm perfectly aware that there are programmers who fit the description of engineer in every way, but I doubt these ones are.
  • Goldman Sachs has also filed over 2900 applications for H1B visas in the past three years. I suspect this isn't for traders.
  • by jaminJay ( 1198469 ) on Tuesday February 07, 2017 @10:15PM (#53823543) Homepage
    Alternative title: "Goldman Sachs 600 Traders"
  • by account_deleted ( 4530225 ) on Tuesday February 07, 2017 @10:38PM (#53823625)
    Comment removed based on user account deletion
    • Thats due to the Dodd-Frank rules. Prior to them UBS was able to gamble on the markets with their clients money for their own benefit. Thats what that trading floor was for. They are not allowed to do it any more.

      That is what is terrifying about the roll back of those laws by Trump. It brings the gambling by the banks back into the system.

  • It's You vs Goldman. Always.
  • Engineers are the easiest job to automate. The job itself is a function of automation. Like a snake eating its tail.
    • It's not as easy as you think. Somebody has to supervise the robots so that when they inevitably fall off the track, they are shutdown and repaired rather continue running and destroy everything.
  • Unless you count sucking the lifeblood out of the real economy and depriving small traders of the margins to which they would be entitled in a fair stock market.

    Think about it. What does Goldman Sachs or any other big investment bank provide to economy in terms of actual goods and services? Are their multi-billion dollar annual profits really commensurate with the actual value of the services that they provide? Why does everyone out in the real economy, producing the real value struggle under perpetual d

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