Tag Archives: speed up

C++ HFT speed up tips and Compiler Explorer

 

This CPPCON focuses on improving your C++ coding skills. This also has lots of trading sponsors like JPMorgan, Bloomberg, and capital company

 

https://www.linkedin.com/pulse/what-ive-learned-after-coding-hft-low-latency-systems-ariel/

Compiler Explorer utility

Improve for HFT efficiency ready tips

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Live webinars on Parallel Computing and Data Analytics with MATLAB

Live webinars on Parallel Computing and Data Analytics with MATLAB

Parallel Computing with MATLAB
Friday, January 9
9:00 a.m. or 2:00 p.m. US EST
2:00 p.m. or 7:00 p.m. GMT
Learn how to speed up your applications with multicore processors and GPUs, and how to continue scaling your speed up with a computer cluster.
»Sign Up
Data Analytics with MATLAB
Friday, January 30
9:00 a.m. or 2:00 p.m. US EST
2:00 p.m. or 7:00 p.m. GMT
Learn how Data Analytics can help you turn large volumes of complex data into actionable information.
»Sign Up

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Vitesse: Using LLVM To Speed Up Databases like my PostGres SQL

Vitesse: Using LLVM To Speed Up Databases like my PostGres SQL

This was sent in by Skype user so thanks to him for sending

Vitesse: Using LLVM To Speed Up Databases

I call my solution SQL Server 2014 which is fast and professional for future use.

http://www.phoronix.com/scan.php?page=news_item&px=MTgxNzI

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Can you speed up or parallelize your DotNet code in C# with Matlab code through the Builder NE toolbox?

Can you speed up or parallelize your DotNet code in C# with Matlab code through the Builder NE toolbox?

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This just came in through a Youtube message:

Hello Bryan,

 

 I see you have some examples of how to use Matlab Builder NE.

 

 I’d like to ask you if the algorithm computation costs are largely increased when using a solution like this?

 

 I haven’t yet used I couldn’t get the software so far.

 

 The algorithm I’m interested in using with .NET can be a bit complex since it is a clustering algorithm.

 

 http://www.psi.toronto.edu/affinitypropagation/software/apclusterSparse.m

Sent to: Bryan Downing

 

Yes, using the Builder NE can be inefficient but since Matlab 2012a, you can now parallelize with Matlab’s workers ( from the Distributed Computing ) in your C# code. That may be a way to speed it up but I cannot say as I have not confirmed this. I have seen documentation on this in the Builder NE toolbox user guide PDF. In other words, parfor now is supported in the Builder NE.

 

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Matlab webinar coming on Simulunk application speed up with conversion to FPGA

Matlab webinar coming on Simulunk application speed up with conversion to FPGA

From a user on my Youtube channel

Also, the ‘speeding up simulink applications’ webinar is coming out on april 18th.

Basically everything you were asking for with regards to the matlab>simulink>fpga solution?

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How QuickFIX and FPGA can speed up quant research and greatly improve quant analysis even further!!

How QuickFIX and FPGA can speed up quant research and greatly improve quant analysis even further!!

November 17, 2010 – FOR IMMEDIATE RELEASE – New York-based boutique financial technology firm Wall Street FPGA announced today the ability to significantly accelerate trading software. Speed makes trading strategies more profitable and helps identify new trading opportunities.

Using Field Programmable Gate Array (FPGA) technology, Wall Street FPGA accelerates the industry standard Financial Information eXchange (FIX) protocol.  “We have a working prototype where we significantly accelerate QuickFIX, the open source FIX Engine, using an FPGA,” said John Stratoudakis, Founder and Director of Research at Wall Street FPGA.

The prototype creates a scenario where a broker/dealer wishes to quickly cancel open/unexecuted orders from a trading venue such an exchange.  Two PCs, each running QuickFIX, are directly connected to each other.

  1. The broker/dealer PC sends several trade orders to the exchange PC where the orders remain open and do not execute.
  2. The network card of the broker/dealer PC has a customized FPGA which retains open order info.
  3. Upon receipt of a trigger, the FPGA generates FIX Order Cancel messages and sends them to the exchange PC.

Ordinarily, the QuickFIX software on the broker/dealer PC would generate the FIX Order Cancel messages and then send them to the network card for transmission. Using the Wall Street FPGA groundbreaking prototype, generating the FIX Order Cancel messages within the FPGA based network card dramatically accelerates parts of the QuickFIX software.

The Order Cancel System protects client’s money during uncertain market conditions in the form of a personal circuit breaker. For example, a single day drop of 100 points of the Dow Jones Industrial Average could trigger an order cancel, safely and quickly exiting a volatile market. The prototype could be expanded for use by Market Makers wherein open/unexecuted orders are canceled & replaced to adjust to rapidly changing market conditions.

The prototype shows the exceptional ability of Wall Street FPGA to quickly develop and deliver hardware accelerated, low latency trading solutions that adhere to industry standard communication protocols such as FIX.

Speed up your quant research and improve your quant analysis

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