How HPC is Driving the Industry Forward

  HPC when being used for High Frequency Trading is focused on maximizing performance, increasing operational efficiency and accelerating innovation through the deployment of high-speed processors, networks, applications and low latency messaging platforms. From automating the data center to leveraging cloud storage models, key CTOs and Heads of IT are exploring the latest technologies and solutions powering high-performance …

FPGAs are leading the new technology advances of high frequency trading

FPGAs – Field Programmable Gate Arrays – are leading the new technology advances of high frequency trading. FPGA technology allows engineers to program in the field after manufacture. Therefore, computer users can now specifically tailor microprocessors to meet their own individual needs. JP Morgan Chase benefited greatly from deploying FPGA-based supercomputer. Its application-led, High Performance …

Q&A with Louie De Luna, Director of Marketing at ALDEC

Leading EDA since 1984, Aldec offers RTL Design and Mixed-Language Simulation (VHDL, Verilog, SystemVerilog/UVM) with Python Support, FPGA-based Hardware-Assisted Verification, SoC and ASIC Prototyping, Porting Services of HFT Algorithms to Aldec FPGA boards, Emulation, Design Rule checking, Clock Domain Crossing, VIP Transactors, Requirements Lifecycle Management, Embedded Development Kits, and High-Performance Computing/Acceleration. Read the full Q&A with Louie De …

Guest Blog: ALGORITHMS, SOFTWARE ENGINEERING & HPC by NAG

World Tier 1 Banks and Major Hedge Funds use NAG for a reason. NAG software is trusted, reliable and fast. Embedding NAG software within financial applications, provides analysts and software engineers more time to focus on other work areas, ultimately improving productivity and time management. Read about our latest innovations for financial engineering here. NAG …

Open Source Finance – Game Changer for banks, trading firms, and hedge funds?

Dirk Eddelbuettel has about twenty years of quantitative finance experience covering high-frequency trading, quantitative asset allocation, risk management and other topics. He has been a Debian Linux developer maintaining numerous quantitative packages including R, QuantLib and GSL; is the author / coauthor of over two dozen R packages on CRAN including Rcpp, RInside, and RQuantLib; …