Quant Development: Design and Implementation of a High Performance Financial Monte-Carlo Simulation Engine on an FPGA Supercomputer

(Last Updated On: January 30, 2012)
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Quant Development: Design and Implementation of a High Performance Financial Monte-Carlo Simulation Engine on an FPGA Supercomputer

http://www.see.ed.ac.uk/~s0787821/fpt08.pdf

 

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FPGA’s are handy for high performance implementation of other not-very-obvious computationally intensive algorithms — for example, sophisticated scheduling (such as using time/utility functions and utility accrual-based optimality criteria — Google Scholar is your friend, or go to my web site).

 

 

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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