I feel the need for speed: Exploiting latest generation FPGAs in providing new capabilities for high frequency trading

Mark Klaisoongnoen*, Nick Brown, Oliver Brown

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Whilst FPGAs have been successfully applied to high frequency trading for a number of years, even the high bandwidth and low latency provided by such hardware architectures limits the work that can be performed on streaming data. As such high frequency trading data transformations are currently fairly simple and basic. However new FPGA hardware and algorithmic techniques promise to be a game changer here, enabling more advanced and more complex activities to be undertaken within the same latency constraints. In this extende abstract we describe the on-going project to explore and exploit these opportunities.
Original languageEnglish
Title of host publicationProceedings of the 11th International Symposium on Highly Efficient Accelerators and Reconfigurable Technologies (HEART '21)
PublisherAssociation for Computing Machinery (ACM)
Number of pages2
ISBN (Electronic)978-1-4503-8549-7
DOIs
Publication statusPublished - 21 Jun 2021
Event11th International Symposium on Highly Efficient Accelerators and Reconfigurable Technologies - Virtual
Duration: 21 Jun 202123 Jun 2021
https://heart2021.uni-paderborn.de/cfp/

Conference

Conference11th International Symposium on Highly Efficient Accelerators and Reconfigurable Technologies
Abbreviated titleHEART 2021
Period21/06/2123/06/21
Internet address

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