Our current focus is on numerical computing for (ultra low latency) High Frequency Trading, where the investor’s trading server is colocated in one or more exchanges (or other trading venues). The cycle of processing market data, executing and then affecting orders is being squeezed to (sub)-microsecond latency.
The HFT server computes a an array of financial and statistical indicators from raw market data, to support decision making regarding trade orders scheduling, routing, and execution. At the exchange and other independent publishers sides, thousands of both real-time and daily indices are computed and casted to traders, brokerages, and data vendors for direct decision support usage or for dissemination to other interested entities.
Current FPGA solutions for HFT
- SilAx-p preprocessor for HFT and exchange platforms
- SilAx-i index calculation engine for index publishers
Common characteristics of SilAx solutions
- Real time at tick rate
- Data driven
- Data intense
- Numerical computation centric
- Floating point precision aware
- Seamless integration and simple usability
- Arbitrarily high generation frequency of indicators and indices
- Sub-microsecond deterministic computation latency