Matlab 2014 Simulink with C FPGA source code generation for HFT

Rrefer for details at

Matlab 2014 Simulink with C FPGA source code generation for HFT

All the magic happens behind this curtan as Quant Elite Member

Matlab 2014 Simulink with C FPGA source code generation for HFT

Rrefer for details at

Matlab 2014 Simulink with C FPGA source code generation for HFT

All the magic happens behind this curtan as Quant Elite Member

Examples of Java Virtual Machine JVM for FPGA uses for potential HFT including open source options

Discussion on how to embed C onto FPGA boards with options

An interesting topic for our elite quants

Here it is as promised, the first in a series of these videos on FPGA hardware for trading purposes with HFT in mind.

Research paper in R: Here is why GotoBLAS2 may be the fastest C multi threading library over ATLAS, MKL, GPU, FPGA, and others.

I was just referred to this which shows GotoBLAS2 could be the fastest C multi threading library out there.

http://www.tacc.utexas.edu/tacc-projects/gotoblas2

These claims come from a vignette where there is an R package around these:

http://cran.r-project.org/web/packages/gcbd/index.html

I just extracted out of this from this research paper:

http://cran.r-project.org/web/packages/gcbd/vignettes/gcbd.pdf

.

Between the multithreaded

BLAS implementations, Goto is seen to have a slight advantage over MKL

and Atlas. GPU computing is showing promise but requires relatively large matrices to

outperform multi-threaded BLAS.

—

A second key aspect is the di_erence between static and shared linking. In static linking,

object code is taken from the underlying library and copied into the resulting executable.

This has several key implications. First, the executable becomes larger due to the copy of

the binary code. Second, it makes it marginally faster as the library code is present and no

additional look-up and subsequent redirection has to be performed…. Shared library builds, on the other

hand, result in smaller binaries that may run marginally slower|but which can make use of

di_erent libraries without a rebuild.

—

Shared library builds, on the other

hand, result in smaller binaries that may run marginally slower|but which can make use of

di_erent libraries without a rebuild.

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