5 ms·

Why is this interesting?

JonnieCache 16y ago
See this article for an explanation of HFT: http://arstechnica.com/tech-policy/news/2010/08/the-sorcerers-apprentice-but-with-money-another-look-at-hft.ars http://arstechnica.com/tech-policy/news/2010/08/the-sorcerer...
profquail 16y ago
It looks like you got a few downvotes because people assumed you're being snarky (maybe you are?) -- but I think that most people (even hackers) who work outside of the financial sector are going to wonder why this is on the front page. In short though, it's a 1U blade server with a full-size FPGA in it; implementing your algorithms in hardware makes them extremely fast (thus the mention of the C-to-HDL compiler), which is obviously of critical importance in high-frequency trading.
- ortatherox 16y ago
  Thanks, I came to ask that question also. So is there any reason that this can't be done using OpenCL instead?
  - chollida1 16y ago
    We've tried using OpenCL for pricing, the biggest bottle neck is getting data into and out of video card memory. It's just too slow to move it from main to video memory and back. Also OpenCL works best when working on large pieces of data at once, with High frequency trading often you want to work on very small pieces, 50 bytes, and process them as fast as possible. Batching up the data and working on it in a SIMD type fashion just takes too long:(
    - dman 16y ago
      APU's should fix some of that.
- shn21 16y ago
  How one donwvotes? I do not see a downvote link?
  - JonnieCache 16y ago
    You need 500 karma to downvote.
- metachris 16y ago
  Furthermore HFT is really interesting for a lot of folks because of (1) high technical sophistication, really hard to do (for each of the servers, network, algorithms, historical data, machine learning, etc) (2) done behind closed doors (always interesting to get a peek) (3) technically 'exploits' the financial system in a way that provides certain companies with immense profits
- philwise 16y ago
  I used to work in the FPGA industry, and we had quite a few people looking at trying to do hardware acceleration of stuff currently done on CPUs. In short, it is hard. There are plenty of suppliers who offer stuff in the market, for example replacing one half of a dual CPU system with an FPGA and in general some variant of 'pick a fast interconnect and stick an FPGA at the end' I can't see why this offers anything more to the discussion over a product announcement.

See this article for an explanation of HFT: http://arstechnica.com/tech-policy/news/2010/08/the-sorcerers-apprentice-but-with-money-another-look-at-hft.ars http://arstechnica.com/tech-policy/news/2010/08/the-sorcerer...

profquail 16y ago

It looks like you got a few downvotes because people assumed you're being snarky (maybe you are?) -- but I think that most people (even hackers) who work outside of the financial sector are going to wonder why this is on the front page. In short though, it's a 1U blade server with a full-size FPGA in it; implementing your algorithms in hardware makes them extremely fast (thus the mention of the C-to-HDL compiler), which is obviously of critical importance in high-frequency trading.

ortatherox 16y ago
Thanks, I came to ask that question also. So is there any reason that this can't be done using OpenCL instead?
- chollida1 16y ago
  We've tried using OpenCL for pricing, the biggest bottle neck is getting data into and out of video card memory. It's just too slow to move it from main to video memory and back. Also OpenCL works best when working on large pieces of data at once, with High frequency trading often you want to work on very small pieces, 50 bytes, and process them as fast as possible. Batching up the data and working on it in a SIMD type fashion just takes too long:(
  - dman 16y ago
    APU's should fix some of that.
shn21 16y ago
How one donwvotes? I do not see a downvote link?
- JonnieCache 16y ago
  You need 500 karma to downvote.
metachris 16y ago
Furthermore HFT is really interesting for a lot of folks because of (1) high technical sophistication, really hard to do (for each of the servers, network, algorithms, historical data, machine learning, etc) (2) done behind closed doors (always interesting to get a peek) (3) technically 'exploits' the financial system in a way that provides certain companies with immense profits
philwise 16y ago
I used to work in the FPGA industry, and we had quite a few people looking at trying to do hardware acceleration of stuff currently done on CPUs. In short, it is hard. There are plenty of suppliers who offer stuff in the market, for example replacing one half of a dual CPU system with an FPGA and in general some variant of 'pick a fast interconnect and stick an FPGA at the end' I can't see why this offers anything more to the discussion over a product announcement.