This book covers the latest approaches and results from reconfigurable computing architectures employed in the finance domain. So-called field-programmable gate arrays (FPGAs) have already shown to outperform standard CPU- and GPU-based computing architectures by far, saving up to 99% of energy depending on the compute tasks. Renowned authors from financial mathematics, computer architecture and finance business introduce the readers into todayas challenges in finance IT, illustrate the most advanced approaches and use cases and present currently known methodologies for integrating FPGAs in finance systems together with latest results. The complete algorithm-to-hardware flow is covered holistically, so this book serves as a hands-on guide for IT managers, researchers and quants/programmers who think about integrating FPGAs into their current IT systems.market data via UDP, then decodes the FAST market data messages at line rate, before finally re-constructing the full ... The output of the kernel is trade decisions, and individual orders are transmitted through a FIX session over TCP/IP to theanbsp;...
|Title||:||FPGA Based Accelerators for Financial Applications|
|Author||:||Christian de Schryver|
|Publisher||:||Springer - 2015-07-30|