FPGA options for ultra low latency HFT with stunningly convincing Youtube video with Algo Logic with some technical papers
These highly useful tips came from a very forthcoming Youtube subscriber so many thanks to them for presenting this. The mentioned YOutube video below is one of the best reasons you should go with FPGA if you are very serious about ultra low latency in your HFT solution.
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Hang on, I got the paper:
http://algo-logic.com/~jwlockwd/publications/Low_Latency_Library_for_HFT-Algo-Logic-4831a009.pdf
This is some interesting information.
The guy in the youtube video is also the author of this paper. He runs a company called “Algo-Logic”, which is similar to Cheetah Solutions. They provide an end-to-end FPGA solution with an included proprietary development platform in addition to the hardware and support.
He also has some technical papers on the subject:
http://nft-64.algo-logic.com/~jwlockwd/publications/asic94.pdf
Description of a high-speed parsing engine:
http://www.arl.wustl.edu/projects/fpx/references/Content_Routing-HotI-2006.pdf.
Hardware clustering algorithms:
http://www.arl.wustl.edu/projects/fpx/references/FPL2006-Clustering_in_FPGAs.pdf
Semantic data:
http://www.algo-logic.com/~jwlockwd/publications/HardwareSemantic-Aero_2006-10_0802.pdf
Sounds more interesting and cutting edge than developing a fix connector with no performance guarantees for a buggy tradelink, if you ask me.
Also, I found out that TT is not the only company that offers integrated market data over fix+execution to retail traders. CTS T4 also has a fix api with both market data and execution.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
