Itroduction to NecsTrade
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Transcript of Itroduction to NecsTrade
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INTRODUCTION
Mathematical Functionalities
f(x)
t(x)
q(x)r(x)
Big Data Algorithms
Finantial Algorithms
Numerical Analisys Kernels
g(x) h(x)
s(x) p(x)Finantial Algorithms
Big Data Algorithms
Different areas share online mathematical functionalities and/or online numerical kernels
Online -‐> perfect to be ported into hardware Shared -‐> perfect to let them easily replicable
THE IDEA
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*referring to the performance per watt ratio
Optimized* IPs libraryOptimized* financial
algorithmsGoal
Create an open source optimized IP core library for the most common mathematical functionalities and numerical analysis kernels used in financial
analysis
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APPLICATION DOMAIN
A collection of optimize IPs, each of them maintain the same performance despite the kind of workload processed, could be used in different financial areas, from analysis till trading, where the latency between taking a decision and actuating it is essential. [1]
[1] “A Low-‐Latency Library in FPGA Hardware for High-‐Frequency Trading (HFT)”, DOI: 10.1109/HOTI.2012.15 Conference: Proceedings of the 2012 IEEE 20th Annual Symposium on High-‐Performance Interconnects
CONTACTSannamaria DOT nestorov AT mail DOT polimi DOT it
marco1 DOT arnaboldi AT mail DOT polimi DOT it
mtt DOT fnt AT gmail DOT com
Anna Maria Nestorov
Marco Arnaboldi
Matteo Fontana
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@NecsTrade
https://www.facebook.com/NecstTrade