More HFT talk on Erlang RDMA networking for ultra lowest latency

(Last Updated On: April 5, 2016)

Update talking info since the last few days for further HFT analysis

Some history:

https://quantlabs.net/blog/2014/12/c-secret-vendor-and-open-source-libraries-potentially-used-for-hft-environments-thanks-to-this-barclays-bank-presentation-video/

https://quantlabs.net/blog/2014/12/erlang-from-barclays-bank-go-big-video-with-weaknesses-including-potential-rdma-open-source-solution/

Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution
Pros and cons are covered in the video below. The questions is, does this:

Adventures in HPC: RDMA and Erlang

Provide a solution or workaround satisfactorily?

https://github.com/MrStaticVoid/rdma_dist

Also, Goldman Sachs is confirmed using Erlang in their HFT environment

http://en.wikipedia.org/wiki/Erlang_%28programming_language%29

Learn more if Erlang can be used in an HFT environment

The video

http://www.informatix-sol.com/cloud.html

It’s getting increasing difficult to utilize these with conventional programming languages such as Java, C# or C++. The threading and mutex’s soon become a nightmare to code and to debug. We are finding that the concurrency of Erlang is a good fit for Cloud and we now use this by choice.

Click to access ScaleErlang2.pdf

https://nativecoding.wordpress.com/high-performance-gamefinance-tech-resources/

Netmap is commonly used in HFT as well as packet filtering applications. I believe Verisign is running some of the root DNS servers with netmap as well, getting millions of connections per second.

HFT user userland based IP stack

https://news.ycombinator.com/item?id=9726185

Example libraries?

https://software.intel.com/en-us/blogs/2015/06/12/user-space-networking-fuels-nfv-performance

https://github.com/pkelsey/libuinet (from above Intel list)

http://www.eecs.berkeley.edu/~sangjin/2013/01/14/NUSE.html

Netmap setup

http://ytliu.info/blog/2014/05/28/netmap-setup

Intel DPDK

Click to access dpdk-packet-processing-ia-overview-presentation.pdf

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caustic

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