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> How and why are FPGAs used in trading?

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Total Posts: 48

Joined: Jan 2009

Posted: 2010-04-21 14:22
It seems these guys implemented a matching engine using FPGAs. http://www.automatedtrader.net/headlines/37740/algo-technologies-unveils-algo-m2-exchangemtf-matching-engine Based on the roundtrip times of 16 microseconds they are reporting, I would expect the gateway + IP stack is also implemented using FPGAs. Nice job.

Total Posts: 9

Joined: May 2006

Posted: 2010-06-11 12:48
This presentation also has a couple of comments + ideas on fpgas. Attached File: fpga_qmf_20081217.pdf

Total Posts: 2

Joined: May 2012

Posted: 2012-05-04 06:22
Check out this article on FPGAs: http://www.low-latency.com/article/101-introduction-fpgas And our website http://www.wallstreetfpga.com/ where we have papers on FIX on an FPGA, Option Pricing, and QuantLib Why FPGAs are fast? http://research.microsoft.com/apps/pubs/default.aspx?id=70636
http://www.wallstreetfpga.com

Total Posts: 4

Joined: May 2012

Posted: 2012-05-16 15:15
Could stock exchanges who disseminates the data feed decrease the latency if they used FPGA instead of serial processing? Would it make sense at all, advantages or disadvantages?

Total Posts: 2

Joined: May 2012

Posted: 2012-05-16 23:46
Do you mean for making many copies of data for distribution over multiple network paths? If so, then yes. FPGAs can benefit custom re-configurable network hardware.
http://www.wallstreetfpga.com

Total Posts: 11

Joined: Apr 2010

Posted: 2012-07-04 23:17
If people are actually interested in this, there were 3 thalesians seminars on this topic. I attended the latest one, and watched the second one. No idea if the third one is any good. Latest one: Raj Joshi of Eigen Systems Maxeler Technologies Thalesians Talk The third one I haven't yet watched...

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