Remember me

Register  |   Lost password?

The Trading Mesh

sanjay shah's Blog

Implementing Algo Strategies on FPGAs – Part 2

September 19, 2014 Comments (0)           

This article originally appeared on Quant FORUM at http://tabbforum.com/microsites/quantforum/articles/implementing-algo-strategies-on-fpgas-part-2
In part 1, I examined which strategies could - and should – be implemented on FPGAs, which are now even larger than the largest CPUs. With thousands of embedded simple Arithmetic Logic Units, they provide a vast concurrent resource for algo strategies. However, I also pointed out that programming FPGAs is still largely a domain of...

Implementing Algo Strategies on FPGAs – Part 1

August 14, 2014 Comments (0)           

This article originally appeared on Quant FORUM at http://tabbforum.com/microsites/quantforum/articles/implementing-algo-strategies-on-fpgas-part-1
Is it worth implementing algo strategies on FPGAs? The answer is that it depends on the strategies.
Today’s state-of-the-art CPUs, such as Intel’s Xeon Phi, have more than 5 billion transistors. In comparison, the largest FPGAs today have about 6.8 billion transistors. Ever since FPGAs first appeared in the 1980s, they have been...