Algorithms suitable for FPGA in quant development?

View CommentsWritten on May 14th, 2011 by caustic
Categories: Quant Development
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Algorithms suitable for FPGA in quant development? I'm looking for some algorithms suitable for FPGA implementation to build some examples that demonstrate the approach. I'm thinking something that processes either live feed data or a large historical database. Any suggestions? I've already done monto-carlo   -- would love to see a comparison of black scholes algos running on cuda and an fpga  

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This entry was posted on Saturday, May 14th, 2011 at 1:58 pm and is filed under Quant Development. You can subscribe to any comments to this entry via RSS 2.0. You can leave a response, or trackback from your own site.

  • Clebson Derivan

    Hi,

    I am developing using FPGA also, I would like to contact you to exchange experiencies.

    Best regards,
    Clebson Derivan

  • Anonymous

    Type your reply…

  • Anonymous

    You can reply via http://quantlabs.net/labs/about/contact-us
    Thanks for the interest

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