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Youtube video of FPGA Accelerators at JP Morgan Chase for HFT aka high frequency trading

Youtube video of FPGA Accelerators at JP Morgan Chase for HFT aka high frequency trading

See used throughout industry

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This was mentioned https://www.maxeler.com/products/software/
Other highlights:
Use maxcomliler in java with python to throw out useless
c++ code with object orientation and templates. Slows down the processing. Duh.
It take .5-3 years to implement a model into production because no one follows coding standards.
All support both windows and gcc compilers but now support native python to. Some groups wants excel support as well. The different classes and inherited templates morphed into weeds to slow down the execution. This was the result of many years of coding models.
Code design efficiency Is key to save on power consumption and get speed on execution. Super pipelining and ultra parrelllelism is critical.
In video 1:05:48 lists all tools including maxcompiler, python API,triton lib, etc
Proteus is used for risk management http://rm-inv.enisa.europa.eu/tools/t_proteus.html
They can run their entir enterprise book in 12 seconds with 40 node fpga system as opposed to 8 hours.
Jpm was som impressed they bought 20% of maxeler that must mean they want to control who the technology goes to including the banks of competition.
They are using fpga for decision tree for fx trading and hft.

It does look like jpm does use Xilinx fpga hardware

http://www.xilinx.com/publications/archives/xcell/issue74/FPGAs-speed-computation-complex-credit-derivatives.pdf

Code samples and ppt at

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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs

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