Tag Archives: FPGA

FPGA software HFT resources and video demos

FPGA software HFT resources and video demos

This video is the closest you will get to know about FPGA for HFT

https://news.ycombinator.com/item?id=10181042

http://www.argondesign.com/case-studies/2013/sep/18/high-performance-trading/

https://www.ibm.com/developerworks/community/blogs/fe313521-2e95-46f2-817d-44a4f27eba32/entry/Linux_Redis_Labs_NoSQL_Database_Exploitaton_of_POWER8_CAPI?lang=en

http://www.ptakassociates.com/app/download/7241880002/Redis+Labs+and+CAPI+go+Mainstream.pdf

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FPGA Based Accelerators for Financial Applications Book

FPGA Based Accelerators for Financial Applications Book

I am still looking at Matlab’s Simulink as an option to rapidly deploy this

Book description:

This book covers the latest approaches and results from reconfigurable computing architectures employed in the finance domain. So-called field-programmable gate arrays (FPGAs) have already shown to outperform standard CPU- and GPU-based computing architectures by far, saving up to 99% of energy depending on the compute tasks. Renowned authors from financial mathematics, computer architecture and finance business introduce the readers into today’s challenges in finance IT, illustrate the most advanced approaches and use cases and present currently known methodologies for integrating FPGAs in finance systems together with latest results. The complete algorithm-to-hardware flow is covered holistically, so this book serves as a hands-on guide for IT managers, researchers and quants/programmers who think about integrating FPGAs into their current IT systems.

https://www.amazon.com/FPGA-Based-Accelerators-Financial-Applications/dp/3319154060/ref=sr_1_16?s=books&ie=UTF8&qid=1472685788&sr=1-16&keywords=professional%20automated%20trading

From Sholom B to thanks to him

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Think FPGA HFT trade in 1us latency ? Think lower!

Think FPGAs trade in 1us latency ? Think lower!

These articles are from a highly talented HFT C++ senior developer. Rare treat indeed

https://www.linkedin.com/pulse/think-fpgas-trade-1us-latency-lower-yoav-karmon

https://www.linkedin.com/pulse/agile-fpga-development-flow-yoav-karmon?trk=mp-reader-card

https://www.linkedin.com/pulse/agile-fpga-development-flow-part-ii-yoav-karmon

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Will C++ Fastflow be as fast as GPU or FPGA hardware?

Will C++ Fastflow be as fast as GPU or FPGA hardware?

This is the closest I could get for a comparison

http://paraphrase-ict.eu/paperList/hpcc2012

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FPGA CUDA goes cloud? HFT anyone

FPGA CUDA goes cloud? HFT anyone

From Mr FPGA. Do you see the future here?

Bitfusion’s New Cloud Adaptor Lets Developers Use GPUs And FPGAs In The Cloud

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OpenCL at SC15 focus on FPGA

OpenCL at SC15 focus on FPGA

These includ:

Microsoft | Booth: #1319. Microsoft Bing is accelerated using Altera and OpenCL. Ask them for some great technical details.

IBM | Booth: #522. Now Altera joined Intel, IBM’s OpenPower has been left with NVidia for accelerators. OpenCL could revive the initiative. (redis is part of this!)

NEC | Booth: #313. The NEC group has accelerated PostgreSQL with OpenCL.

 

https://www.linkedin.com/pulse/opencl-sc15-booths-go-vincent-hindriksen

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Is 100% Redis fast than GPU/FPGA cluster for HFT?

Is 100% Redis fast than GPU/FPGA cluster for HFT?

I am looking for any expert opinion in this field for potential high frequency trading use the performance of a FPGA vs 100% Redis. All according to something similar to this link:

IBM Accelerates Power8 Clusters With GPUs, FPGAs, And Flash

[11:58:45 AM] Bryan Downing: there is this http://www.enterprisetech.com/2014/10/02/ibm-accelerates-power8-clusters-gpus-fpgas-flash/
[11:58:52 AM] Bryan Downing: the closest i could find
[11:59:02 AM] Bryan Downing: fpga is complicated but redis is easy to setup and maintain
[11:59:18 AM] Bryan Downing: it is free to so i think the performance could be adequate for 100% redis

Question is: could this FPGA/GPU cluster faster if you choose to be 100% Redis? Or at least is there the potential?

Please let me know by getting in touch via my contact form lower right. Thanks

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Mr FPGA is experimenting with for ULL HFT

Mr FPGA is experimenting with for ULL HFT

This is the most up to date from him

Latest Mr FPGA is experimenting with

http://www.xilinx.com/products/boards-and-kits/ek-z7-zc702-g.html

Interesting approach with tthe FreeRTOS which I never heard of. These are definite advances

http://www.xilinx.com/products/design-tools/software-zone/sdsoc.html

http://www.freertos.org/

If you are interested in hearing him on some of his private presentations, join this

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Open Source OpenCL best FPGA HFT deployment

Open Source OpenCL best FPGA HFT deployment

I got this from an FPGA follower

I thought you might be interested in this journal from Xilinx.

My view on this is simple. I need to develop trading ideas rapidly. I will never have time to hand code the monstrosity of something like OpenCL. Unless there is an intelligent simplified layer built on top of it, I still won’t use it due to it usually being highly constricted. I look at Python as an example on how there are so many options to do something. Same with Java. R unifies everything nice with RStudio but it still has its problems. This why I use my Simulink for rapid trading idea implementation. I will NOT have time to wait it out for some dude to fix a problem in his open source library. Plus we are not even talking about the complex multi threading component within OpenCL.. Maybe I am missing something but I still find Simulink with code generation is the best option I got for potential FPGA deployment.

I could always be wrong based on something I don’t know but this consideration is a long way off!

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Is this proof investment banks and hedge fund use Matlab Simulink FPGA for high frequency trading HFT needs

Is this proof Goldman Sachs Citibank JP Morgan uses Matlab Simulink FPGA for high frequency trading HFT needs

Someone ask me about my view of how I use the term high-frequency trading. It seems to be a hyped up marketing term that is kind of trendy to people in to learning about one subset of algorithmic-based trading. To be honest, the only path is through the Matlab system ecosystem which includes Simulink. As we all like to see credibility of actual investment banks using it, there is a video out there of a MathWorks document to educate the power and who uses it.

Please see this video here

How I handle an HFT naysayer

As said, it seems that I have a special way of handling these kind of queries and challenges.

Please visit here to see how I handled the latest one

As you know the last week, I’ve posted many models for my Quant elite members. Here’s the latest list of what I posted:

Simulink call put parity options trading model with C or C++ code
Matlab Simulink future trading model on basis
Initial Equations for Options and Futures trading
Raw Equations for Options and Futures trading

If you want immediate access to this among dozens of other postings, go here
Click here for all the benefits that you get

Thanks for reading

Bryan

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