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Questions tagged [hardware]

Numerical computations widely used in quantitative finance can be harassing for standard servers and CPUs. Hence it is natural to consider to use dedicated hardware. The names that come often that for are "FPGA" and "GPU".

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What are good resources on Operating Systems and Networking as they relate to high frequency trading? [closed]

I am submitting applications to entry level Quantitative Developer positions. I come from the mathematical finance side but can code in C++ with simple concurrency. Many of the job postings I see ...
user61490's user avatar
2 votes
0 answers

tick/book data vs bar data, worth the infrastructure investment?

For reference, I am talking on behalf of a small group of math/stats graduate students as well as software engineers (we are 6 total), we know each other for years and decided to make a small (private)...
Curtis's user avatar
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3 votes
1 answer

Inherent Limitations with Respect to HFT Hardware

I am attempting to compile some aspects of high frequency trading that pose issues to all players in the field i.e., things that cause problems regardless of how much money the firm has to spend on ...
Theodore's user avatar
  • 1,172
1 vote
2 answers

Using OpenCL video cards to offload Quant Finance calculations, what features should I look for?

I'm benchmarking some software and am looking for cards that are better at parallel multiplication vs parallel addition. Is there any prior work that may have this information? What GPU features ...
makerofthings7's user avatar
13 votes
4 answers

Reference request: Survey article on GPU in Finance

I would like to get and idea of how people use GPUs in finance. I can find some specific papers or books on the subject. GPUs in binomial model, finite difference, monte carlo,... But I couldn't ...
user avatar
11 votes
3 answers

Limit order book size

I am trying to write a highly optimised limit order book and I wondered what sort of size I can expect for: Range of limit prices Number of orders at each limit price I am developing custom hardware ...
Jonathan Evans's user avatar
12 votes
4 answers

What kind of specialized hardware is used in trading?

What kind of computer hardware, in additional to the 'conventional' fare, is actually used in trading? And what languages is it typically programmed in? I'm interested in ASICs, FPGAs, that sort of ...
Dmitri Nesteruk's user avatar
1 vote
3 answers

Ultra-High Frequency Trading Help

I am putting together an Ultra-High Frequency desk and need to answer the following questions for ordering some rack servers to process about 2 GB of data per second. If anyone has worked at a HFT ...
user avatar
14 votes
2 answers

What are some computational bottlenecks that quants face? [closed]

What are the current computational (non-network) bottlenecks now in a quant's workflow? What computational tasks would be revolutionary with a 10-100x improvement in performance using general purpose ...
Chad Brewbaker's user avatar