3 ms·
While not related to high frequency trading, per se, the Google research on the gap between nanosecond and millisecond latencies (AKA "attack of the killer micr
by Rafuino 7y ago
While not related to high frequency trading, per se, the Google research on the gap between nanosecond and millisecond latencies (AKA "attack of the killer microseconds") springs to mind with this article. Typically the hardware bottleneck in HFT, I assume, is network latency, which leads to colocating trading servers near the exchanges themselves...so how do you improve on that? Smart NICs/FPGAs? Better non-volatile storage (there's hardware on the market today that's getting us to read latencies in the single digits on PCIe bus at least)...? ASICs for HFT specifically? This is obviously a marketing piece put out to attract quants to Goldman Sachs given the lack of detail, but I naturally wonder where that $100M is going to be invested.
https://cacm.acm.org/magazines/2017/4/215032-attack-of-the-killer-microseconds/fulltext https://cacm.acm.org/magazines/2017/4/215032-attack-of-the-k...
- pjc50 7y agoIt's certainly possible to do it in FPGA, I was involved in this project a few years ago: http://www.argondesign.com/news/2014/jun/23/ultra-low-latency-hft-options-trading-system/ http://www.argondesign.com/news/2014/jun/23/ultra-low-latenc... Although it limits the complexity of the model and makes it harder to iterate on the development of the model.