3 ms·
I thought HFT was now based on FPGAs and ASIC circuits ... how could this compete in terms of latency/processing ?
by guiomie 14y ago
I thought HFT was now based on FPGAs and ASIC circuits ... how could this compete in terms of latency/processing ?
- zygomega 14y agoBy putting it on FPGAs maybe. Stage one is to get a robust process for measuring and researching latency - I'm in Australia and US data is bouncing into my mac via a lousy connection and a tcp port in 250 millsecs on average. There's a long way to go. I suspect that if you can keep within a bulls roar of the low-latency crowd the big gains will be on the algorithm processing side. Algorithms still add up a few million numbers every time they recalculate a moving average - there's better ways to do it.
- consz 14y agoFPGAs and ASICs are rare -- at least the HFT firm I work for, they're basically non-existant.