Tag Archives: High Performance Financial

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

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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