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

(Last Updated On: April 15, 2013)

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

See used throughout industry

Thanks to someone through Linked In who sent this

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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

Click to access FPGAs-speed-computation-complex-credit-derivatives.pdf

Code samples and ppt at

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!

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