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I took a tour of a high frequency trading firm once and they had a decent-sized division dedicated to their hardware customization for the machines they would p
by hellofunk 9y ago
I took a tour of a high frequency trading firm once and they had a decent-sized division dedicated to their hardware customization for the machines they would place directly into the exchanges, which had chips they programmed directly. And of course it was all C++. Most of the staff who worked there were very specialized in low-latency C++ even if they didn't work directly in the hardware division as well.
- godelmachine 9y agoThey designed their chips themselves? As in, design the RTL and get it fabricated from a foundary - all by themselves? Did they hire RTL / Digital Design Engineers? Just out of curiosity, may I ask the name of the HFT firm?
- tcbawo 9y agoI would be shocked to hear that they fabricated a chip. The cost and loss of flexibility vs an FPGA makes it unlikely. Very little is so static that the power and latency savings pays for itself. I wouldn't be surprised if these firms fabricated their own crypto ASICs though.
- godelmachine 9y agoThat's a good point. Since speed is one of the driving force in this business, software level cryptography won't be able to keep pace with such high speed transactions. Security has to be provided at the hardware level.
- hellofunk 9y agoNo, they did not design the actual chips, not did I suggest they did. But they did design the boxes that hold the chips and I was surprised by the amount of effort they dedicated to hardware matters.
- godelmachine 9y agoWould you kindly shed more light on what do you mean by "box"?