硬件上的高频交易策略编码
到目前为止,硬件加速和嵌入式编程主要用于解析数据馈送和/或将订单路由到交换。是否尝试过编写更简单的高频交易策略,例如硬件中的股票做市?他们成功了吗?哪些公司在这样做以及使用什么样的编程模型?
Hardware accelaration and embedded programming has mostly been used so far to parse datafeed and/or to route orders to exchange. Have there been attempts to write simpler HFT strategies such as equity market-making in hardware? Have they been successful? Which companies are doing this and what kind of programming model is used?
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FPGA 已被用来完成此任务。您可以快速且相对便宜地加速各种算法,例如神经网络。如果您可以用 C 语言完成此操作,那么您可能可以在 FGPA 上更快且并行地完成此操作。
请参阅 AutomatedTrader 的文章 - FPGA - 并行完美?
FPGAs have been used to do this. You quickly and relatively cheaply accelerate all sorts of algorithms, such as neural networks. If you can do it in C, you can probably do it faster and in parallel on an FGPA.
See AutomatedTrader's article - FPGA's - Parallel Perfection?
此外还有诸如 CUDA、AMD Stream,Tilera。 Exegy 使用 Tilera< /a> 用于应用程序加速。
Also there are offerings like CUDA, AMD Stream, Tilera. Exegy uses Tilera for application acceleration.