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| fpga high frequency trading: Learning FPGAs Justin Rajewski, 2017-08-16 Learn how to design digital circuits with FPGAs (field-programmable gate arrays), the devices that reconfigure themselves to become the very hardware circuits you set out to program. With this practical guide, author Justin Rajewski shows you hands-on how to create FPGA projects, whether you’re a programmer, engineer, product designer, or maker. You’ll quickly go from the basics to designing your own processor. Designing digital circuits used to be a long and costly endeavor that only big companies could pursue. FPGAs make the process much easier, and now they’re affordable enough even for hobbyists. If you’re familiar with electricity and basic electrical components, this book starts simply and progresses through increasingly complex projects. Set up your environment by installing Xilinx ISE and the author’s Mojo IDE Learn how hardware designs are broken into modules, comparable to functions in a software program Create digital hardware designs and learn the basics on how they’ll be implemented by the FPGA Build your projects with Lucid, a beginner-friendly hardware description language, based on Verilog, with syntax similar to C/C++ and Java |
| fpga high frequency trading: High-Frequency Trading Irene Aldridge, 2009-12-22 A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors. |
| fpga high frequency trading: Field-Programmable Gate Array Technology Stephen M. Trimberger, 2012-12-06 Many different kinds of FPGAs exist, with different programming technologies, different architectures and different software. Field-Programmable Gate Array Technology describes the major FPGA architectures available today, covering the three programming technologies that are in use and the major architectures built on those programming technologies. The reader is introduced to concepts relevant to the entire field of FPGAs using popular devices as examples. Field-Programmable Gate Array Technology includes discussions of FPGA integrated circuit manufacturing, circuit design and logic design. It describes the way logic and interconnect are implemented in various kinds of FPGAs. It covers particular problems with design for FPGAs and future possibilities for new architectures and software. This book compares CAD for FPGAs with CAD for traditional gate arrays. It describes algorithms for placement, routing and optimization of FPGAs. Field-Programmable Gate Array Technology describes all aspects of FPGA design and development. For this reason, it covers a significant amount of material. Each section is clearly explained to readers who are assumed to have general technical expertise in digital design and design tools. Potential developers of FPGAs will benefit primarily from the FPGA architecture and software discussion. Electronics systems designers and ASIC users will find a background to different types of FPGAs and applications of their use. |
| fpga high frequency trading: Data Processing on FPGAs Jens Teubner, Louis Woods, 2022-05-31 Roughly a decade ago, power consumption and heat dissipation concerns forced the semiconductor industry to radically change its course, shifting from sequential to parallel computing. Unfortunately, improving performance of applications has now become much more difficult than in the good old days of frequency scaling. This is also affecting databases and data processing applications in general, and has led to the popularity of so-called data appliances—specialized data processing engines, where software and hardware are sold together in a closed box. Field-programmable gate arrays (FPGAs) increasingly play an important role in such systems. FPGAs are attractive because the performance gains of specialized hardware can be significant, while power consumption is much less than that of commodity processors. On the other hand, FPGAs are way more flexible than hard-wired circuits (ASICs) and can be integrated into complex systems in many different ways, e.g., directly in the network for a high-frequency trading application. This book gives an introduction to FPGA technology targeted at a database audience. In the first few chapters, we explain in detail the inner workings of FPGAs. Then we discuss techniques and design patterns that help mapping algorithms to FPGA hardware so that the inherent parallelism of these devices can be leveraged in an optimal way. Finally, the book will illustrate a number of concrete examples that exploit different advantages of FPGAs for data processing. Table of Contents: Preface / Introduction / A Primer in Hardware Design / FPGAs / FPGA Programming Models / Data Stream Processing / Accelerated DB Operators / Secure Data Processing / Conclusions / Bibliography / Authors' Biographies / Index |
| fpga high frequency trading: FPGA-based Implementation of Signal Processing Systems Roger Woods, John McAllister, Gaye Lightbody, Ying Yi, 2017-05-01 An important working resource for engineers and researchers involved in the design, development, and implementation of signal processing systems The last decade has seen a rapid expansion of the use of field programmable gate arrays (FPGAs) for a wide range of applications beyond traditional digital signal processing (DSP) systems. Written by a team of experts working at the leading edge of FPGA research and development, this second edition of FPGA-based Implementation of Signal Processing Systems has been extensively updated and revised to reflect the latest iterations of FPGA theory, applications, and technology. Written from a system-level perspective, it features expert discussions of contemporary methods and tools used in the design, optimization and implementation of DSP systems using programmable FPGA hardware. And it provides a wealth of practical insights—along with illustrative case studies and timely real-world examples—of critical concern to engineers working in the design and development of DSP systems for radio, telecommunications, audio-visual, and security applications, as well as bioinformatics, Big Data applications, and more. Inside you will find up-to-date coverage of: FPGA solutions for Big Data Applications, especially as they apply to huge data sets The use of ARM processors in FPGAs and the transfer of FPGAs towards heterogeneous computing platforms The evolution of High Level Synthesis tools—including new sections on Xilinx's HLS Vivado tool flow and Altera's OpenCL approach Developments in Graphical Processing Units (GPUs), which are rapidly replacing more traditional DSP systems FPGA-based Implementation of Signal Processing Systems, 2nd Edition is an indispensable guide for engineers and researchers involved in the design and development of both traditional and cutting-edge data and signal processing systems. Senior-level electrical and computer engineering graduates studying signal processing or digital signal processing also will find this volume of great interest. |
| fpga high frequency trading: Architects of Electronic Trading Stephanie Hammer, 2013-06-24 Insights that can help you improve your technology edge Featuring contributions from technology visionaries at leading alternative investors, hedge funds, trading firms, exchanges, and vendors, this book covers current trends in trading technology. The book features interviews with the leaders responsible for the technology that is shaping today's electronic financial markets. You'll hear the views of CIOs, CTOs, and other technology leaders on emerging technologies, innovation in the financial sector, and how technology is enhancing markets in ways other than just speed. Their perspectives on harnessing technology to enhance computing power, reduce time to market, bolster risk management, and much more offer valuable lessons for readers. Includes a wealth of practical insights on how to improve your technology edge Features interviews with leading technology professionals in the financial industry across an array of asset classes and markets Serves as a topical guide to the latest developments, enhancements and applications of technology to tackle trading and risk management challenges Includes insights from top technology professionals on evaluating and adopting technology solutions Looks at the effects of technology on finance professionals and their businesses as well as the global finance industry generally |
| fpga high frequency trading: Inside the Black Box Rishi K. Narang, 2013-03-25 New edition of book that demystifies quant and algo trading In this updated edition of his bestselling book, Rishi K Narang offers in a straightforward, nontechnical style—supplemented by real-world examples and informative anecdotes—a reliable resource takes you on a detailed tour through the black box. He skillfully sheds light upon the work that quants do, lifting the veil of mystery around quantitative trading and allowing anyone interested in doing so to understand quants and their strategies. This new edition includes information on High Frequency Trading. Offers an update on the bestselling book for explaining in non-mathematical terms what quant and algo trading are and how they work Provides key information for investors to evaluate the best hedge fund investments Explains how quant strategies fit into a portfolio, why they are valuable, and how to evaluate a quant manager This new edition of Inside the Black Box explains quant investing without the jargon and goes a long way toward educating investment professionals. |
| fpga high frequency trading: Flash Boys: A Wall Street Revolt Michael Lewis, 2014-03-31 Argues that post-crisis Wall Street continues to be controlled by large banks and explains how a small, diverse group of Wall Street men have banded together to reform the financial markets. |
| fpga high frequency trading: Algorithmic and High-Frequency Trading Álvaro Cartea, Sebastian Jaimungal, José Penalva, 2015-08-06 The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you. |
| fpga high frequency trading: Developing High-Frequency Trading Systems Sebastien Donadio, Sourav Ghosh, Romain Rossier, 2022-06-17 Use your programming skills to create and optimize high-frequency trading systems in no time with Java, C++, and Python Key Features Learn how to build high-frequency trading systems with ultra-low latency Understand the critical components of a trading system Optimize your systems with high-level programming techniques Book DescriptionThe world of trading markets is complex, but it can be made easier with technology. Sure, you know how to code, but where do you start? What programming language do you use? How do you solve the problem of latency? This book answers all these questions. It will help you navigate the world of algorithmic trading and show you how to build a high-frequency trading (HFT) system from complex technological components, supported by accurate data. Starting off with an introduction to HFT, exchanges, and the critical components of a trading system, this book quickly moves on to the nitty-gritty of optimizing hardware and your operating system for low-latency trading, such as bypassing the kernel, memory allocation, and the danger of context switching. Monitoring your system’s performance is vital, so you’ll also focus on logging and statistics. As you move beyond the traditional HFT programming languages, such as C++ and Java, you’ll learn how to use Python to achieve high levels of performance. And what book on trading is complete without diving into cryptocurrency? This guide delivers on that front as well, teaching how to perform high-frequency crypto trading with confidence. By the end of this trading book, you’ll be ready to take on the markets with HFT systems.What you will learn Understand the architecture of high-frequency trading systems Boost system performance to achieve the lowest possible latency Leverage the power of Python programming, C++, and Java to build your trading systems Bypass your kernel and optimize your operating system Use static analysis to improve code development Use C++ templates and Java multithreading for ultra-low latency Apply your knowledge to cryptocurrency trading Who this book is for This book is for software engineers, quantitative developers or researchers, and DevOps engineers who want to understand the technical side of high-frequency trading systems and the optimizations that are needed to achieve ultra-low latency systems. Prior experience working with C++ and Java will help you grasp the topics covered in this book more easily. |
| fpga high frequency trading: Software-Defined Radio for Engineers Alexander M. Wyglinski, Robin Getz, Travis Collins, Di Pu, 2018-04-30 Based on the popular Artech House classic, Digital Communication Systems Engineering with Software-Defined Radio, this book provides a practical approach to quickly learning the software-defined radio (SDR) concepts needed for work in the field. This up-to-date volume guides readers on how to quickly prototype wireless designs using SDR for real-world testing and experimentation. This book explores advanced wireless communication techniques such as OFDM, LTE, WLA, and hardware targeting. Readers will gain an understanding of the core concepts behind wireless hardware, such as the radio frequency front-end, analog-to-digital and digital-to-analog converters, as well as various processing technologies. Moreover, this volume includes chapters on timing estimation, matched filtering, frame synchronization message decoding, and source coding. The orthogonal frequency division multiplexing is explained and details about HDL code generation and deployment are provided. The book concludes with coverage of the WLAN toolbox with OFDM beacon reception and the LTE toolbox with downlink reception. Multiple case studies are provided throughout the book. Both MATLAB and Simulink source code are included to assist readers with their projects in the field. |
| fpga high frequency trading: Empirical Market Microstructure Joel Hasbrouck, 2007-01-04 The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises. |
| fpga high frequency trading: The Speed Traders: An Insider’s Look at the New High-Frequency Trading Phenomenon That is Transforming the Investing World Edgar Perez, 2011-04-22 The secrets of high-frequency trading revealed! “Edgar’s book is fantastic . . . I recommend it highly.” —Bart Chilton, Commissioner, United States Commodity Futures Trading Commission (CFTC) “I have interviewed the most successful high-frequency traders in New York and Chicago, but I have learned so much more by reading Perez’s book. He covers the most relevant topics we need to know today and tomorrow.” —Mark Abeshouse, Chairman, Augustus Capital “Alternating between an annotated timeline of the development of high-frequency trading and interviews with top high-frequency traders, Perez illuminates the world of speed. All in all, an enlightening book.” —Brenda Jubin, contributor to Seeking Alpha “This is a comprehensive and compelling summary of the trading industry in general, as well as high-frequency trading. If you are interested in this field or of knowing a critical component of all future markets—read this book.” —Paul Dowding, Managing Director, Meridian Equity Partners “Very timely, covers the 2010 Flash Crash and the current high-frequency trading environment.” —Patrick Sweeney, Vice President, JP Morgan Chase “There is a new day in trading and speed is the key. Edgar Perez is the poster child.” —Eugene Steele, Managing Partner, Trading Rooms World Wide About the Book: High-frequency traders have been called many things—from masters of the universe and market pioneers to exploiters, computer geeks, and even predators. Everyone in the business of investing has an opinion of speed traders, but how many really understand how they operate? The shadow people of the investing world, today’s high-frequency traders have decidedly kept a low profile—until now. In The Speed Traders, Edgar Perez, founder of the prestigious business networking community Golden Networking, opens the door to the secretive world of high-frequency trading (HFT). Inside, prominent figures of HFT drop their guard and speak with unprecedented candidness about their trade. Perez begins with an overview of computerized trading, which formally began on February 8, 1971, when NASDAQ launched the world’s first electronic market with 2,500 over-the-counter stocks and which has evolved into the present-day practice of making multiple trades in a matter of microseconds. He then picks the brains of today’s top players. Manoj Narang (Tradeworx), Peter van Kleef (Lakeview Arbitrage), and Aaron Lebovitz (Infinium Capital Management) are just a few of the luminaries who decided to break their silence and speak openly to Perez. Virtually all of the expertise available from the world of speed trading is packed into these pages. You’ll get insight from HFT’s most influential trailblazers on the important issues, including: The basics of launching an HFT platform The important role speed traders play in providing market liquidity The real story behind the “flash crash” of May 2010 Emerging global HFT markets M&A and consolidation among the world’s biggest exchanges The Speed Traders is the most comprehensive, revealing work available on the most important development in trading in generations. High-frequency trading will no doubt play an ever larger role as computer technology advances and the global exchanges embrace fast electronic access. Essential reading for regulators and investors alike, The Speed Traders explains everything there is to know about how today’s high-frequency traders make millions—one cent at a time. |
| fpga high frequency trading: A Primer for Financial Engineering Ali N. Akansu, Mustafa U. Torun, 2015-03-25 This book bridges the fields of finance, mathematical finance and engineering, and is suitable for engineers and computer scientists who are looking to apply engineering principles to financial markets. The book builds from the fundamentals, with the help of simple examples, clearly explaining the concepts to the level needed by an engineer, while showing their practical significance. Topics covered include an in depth examination of market microstructure and trading, a detailed explanation of High Frequency Trading and the 2010 Flash Crash, risk analysis and management, popular trading strategies and their characteristics, and High Performance DSP and Financial Computing. The book has many examples to explain financial concepts, and the presentation is enhanced with the visual representation of relevant market data. It provides relevant MATLAB codes for readers to further their study. Please visit the companion website on http://booksite.elsevier.com/9780128015612/ - Provides engineering perspective to financial problems - In depth coverage of market microstructure - Detailed explanation of High Frequency Trading and 2010 Flash Crash - Explores risk analysis and management - Covers high performance DSP & financial computing |
| fpga high frequency trading: The Design Warrior's Guide to FPGAs Clive Maxfield, 2004-06-16 Field Programmable Gate Arrays (FPGAs) are devices that provide a fast, low-cost way for embedded system designers to customize products and deliver new versions with upgraded features, because they can handle very complicated functions, and be reconfigured an infinite number of times. In addition to introducing the various architectural features available in the latest generation of FPGAs, The Design Warrior's Guide to FPGAs also covers different design tools and flows.This book covers information ranging from schematic-driven entry, through traditional HDL/RTL-based simulation and logic synthesis, all the way up to the current state-of-the-art in pure C/C++ design capture and synthesis technology. Also discussed are specialist areas such as mixed hardward/software and DSP-based design flows, along with innovative new devices such as field programmable node arrays (FPNAs). Clive Max Maxfield is a bestselling author and engineer with a large following in the electronic design automation (EDA)and embedded systems industry. In this comprehensive book, he covers all the issues of interest to designers working with, or contemplating a move to, FPGAs in their product designs. While other books cover fragments of FPGA technology or applications this is the first to focus exclusively and comprehensively on FPGA use for embedded systems. - First book to focus exclusively and comprehensively on FPGA use in embedded designs - World-renowned best-selling author - Will help engineers get familiar and succeed with this new technology by providing much-needed advice on choosing the right FPGA for any design project |
| fpga high frequency trading: Professional Automated Trading Eugene A. Durenard, 2013-10-04 An insider's view of how to develop and operate an automated proprietary trading network Reflecting author Eugene Durenard's extensive experience in this field, Professional Automated Trading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture. Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale. Discusses several classical strategies and covers the design of efficient simulation engines for back and forward testing Provides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture Addresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms Introduces a series of novel concepts from artificial life and modern control theory that enhance robustness of the systematic decision making—focusing on various aspects of adaptation and dynamic optimal model choice Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in a better position to excel at it. |
| fpga high frequency trading: Financial Signal Processing and Machine Learning Ali N. Akansu, Sanjeev R. Kulkarni, Dmitry M. Malioutov, 2016-04-21 The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: Highlights signal processing and machine learning as key approaches to quantitative finance. Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems. Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques. Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community. |
| fpga high frequency trading: Volatility Trading, + website Euan Sinclair, 2008-06-23 In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. With an accessible, straightforward approach. He guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. In addition, Sinclair explains the often-overlooked psychological aspects of trading, revealing both how behavioral psychology can create market conditions traders can take advantage of-and how it can lead them astray. Psychological biases, he asserts, are probably the drivers behind most sources of edge available to a volatility trader. Your goal, Sinclair explains, must be clearly defined and easily expressed-if you cannot explain it in one sentence, you probably aren't completely clear about what it is. The same applies to your statistical edge. If you do not know exactly what your edge is, you shouldn't trade. He shows how, in addition to the numerical evaluation of a potential trade, you should be able to identify and evaluate the reason why implied volatility is priced where it is, that is, why an edge exists. This means it is also necessary to be on top of recent news stories, sector trends, and behavioral psychology. Finally, Sinclair underscores why trades need to be sized correctly, which means that each trade is evaluated according to its projected return and risk in the overall context of your goals. As the author concludes, while we also need to pay attention to seemingly mundane things like having good execution software, a comfortable office, and getting enough sleep, it is knowledge that is the ultimate source of edge. So, all else being equal, the trader with the greater knowledge will be the more successful. This book, and its companion CD-ROM, will provide that knowledge. The CD-ROM includes spreadsheets designed to help you forecast volatility and evaluate trades together with simulation engines. |
| fpga high frequency trading: Market Microstructure In Practice (Second Edition) Charles-albert Lehalle, Sophie Laruelle, 2018-01-18 This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the'Flash Crash' of 2010 are also analyzed in depth.Using a quantitative viewpoint, this book explains how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical Appendix details the quantitative tools and indicators used through the book, allowing the reader to go further independently.This book is written by practitioners and theoretical experts and covers practical aspects (like the optimal infrastructure needed to trade electronically in modern markets) and abstract analyses (like the use on entropy measurements to understand the progress of market fragmentation).As market microstructure is a recent academic field, students will benefit from the book's overview of the current state of microstructure and will use the Appendix to understand important methodologies. Policy makers and regulators will use this book to access theoretical analyses on real cases. For readers who are practitioners, this book delivers data analysis and basic processes like the designs of Smart Order Routing and trade scheduling algorithms.In this second edition, the authors have added a large section on orderbook dynamics, showing how liquidity can predict future price moves, and how High Frequency Traders can profit from it. The section on market impact has also been updated to show how buying or selling pressure moves prices not only for a few hours, but even for days, and how prices relax (or not) after a period of intense pressure.Further, this edition includes pages on Dark Pools, Circuit Breakers and added information outside of Equity Trading, because MiFID 2 is likely to push fixed income markets towards more electronification. The authors explore what is to be expected from this change in microstructure. The appendix has also been augmented to include the propagator models (for intraday price impact), a simple version of Kyle's model (1985) for daily market impact, and a more sophisticated optimal trading framework, to support the design of trading algorithms. |
| fpga high frequency trading: Airborne Electronic Hardware Design Assurance Randall Fulton, Roy Vandermolen, 2014-12-15 Written by a Federal Aviation Administration (FAA) consultant designated engineering representative (DER) and an electronics hardware design engineer who together taught the DO-254 class at the Radio Technical Commission for Aeronautics, Inc. (RTCA) in Washington, District of Columbia, USA, Airborne Electronic Hardware Design Assurance: A Practitioner's Guide to RTCA/DO-254 is a testimony to the lessons learned and wisdom gained from many years of first-hand experience in the design, verification, and approval of airborne electronic hardware. This practical guide to the use of RTCA/DO-254 in the development of airborne electronic hardware for safety critical airborne applications: Describes how to optimize engineering processes and practices to harmonize with DO-254 Addresses the single most problematic aspect of engineering and compliance to DO-254—poorly written requirements Includes a tutorial on how to write requirements that will minimize the cost and effort of electronic design and verification Discusses the common pitfalls encountered by practitioners of DO-254, along with how those pitfalls occur and what can be done about them Settles the ongoing debate and misconceptions about the true definition of a derived requirement Promotes embracing DO-254 as the best means to achieve compliance to it, as well as the best path to high-quality electronic hardware Airborne Electronic Hardware Design Assurance: A Practitioner's Guide to RTCA/DO-254 offers real-world insight into RTCA/DO-254 and how its objectives can be satisfied. It provides engineers with valuable information that can be applied to any project to make compliance to DO-254 as easy and problem-free as possible. |
| fpga high frequency trading: Dark Pools Scott Patterson, 2012-06-12 A news-breaking account of the global stock market's subterranean battles, Dark Pools portrays the rise of the bots--artificially intelligent systems that execute trades in milliseconds and use the cover of darkness to out-maneuver the humans who've created them. In the beginning was Josh Levine, an idealistic programming genius who dreamed of wresting control of the market from the big exchanges that, again and again, gave the giant institutions an advantage over the little guy. Levine created a computerized trading hub named Island where small traders swapped stocks, and over time his invention morphed into a global electronic stock market that sent trillions in capital through a vast jungle of fiber-optic cables. By then, the market that Levine had sought to fix had turned upside down, birthing secretive exchanges called dark pools and a new species of trading machines that could think, and that seemed, ominously, to be slipping the control of their human masters. Dark Pools is the fascinating story of how global markets have been hijacked by trading robots--many so self-directed that humans can't predict what they'll do next. |
| fpga high frequency trading: The Accidental HFT Firm Matt Hurd, 2019-04-30 |
| fpga high frequency trading: Handbook of Algorithms for Physical Design Automation Charles J. Alpert, Dinesh P. Mehta, Sachin S. Sapatnekar, 2008-11-12 The physical design flow of any project depends upon the size of the design, the technology, the number of designers, the clock frequency, and the time to do the design. As technology advances and design-styles change, physical design flows are constantly reinvented as traditional phases are removed and new ones are added to accommodate changes in technology. Handbook of Algorithms for Physical Design Automation provides a detailed overview of VLSI physical design automation, emphasizing state-of-the-art techniques, trends and improvements that have emerged during the previous decade. After a brief introduction to the modern physical design problem, basic algorithmic techniques, and partitioning, the book discusses significant advances in floorplanning representations and describes recent formulations of the floorplanning problem. The text also addresses issues of placement, net layout and optimization, routing multiple signal nets, manufacturability, physical synthesis, special nets, and designing for specialized technologies. It includes a personal perspective from Ralph Otten as he looks back on the major technical milestones in the history of physical design automation. Although several books on this topic are currently available, most are either too broad or out of date. Alternatively, proceedings and journal articles are valuable resources for researchers in this area, but the material is widely dispersed in the literature. This handbook pulls together a broad variety of perspectives on the most challenging problems in the field, and focuses on emerging problems and research results. |
| fpga high frequency trading: Computers Without Machine Code Bernard A Hodson, 2011-02-17 The author discusses many of the considerations needing solution during the exciting development of the computer. It goes beyond that, however, showing how today's computers are obsolescent, outlining a different approach based on the initial ideas of Allan Turing, a British scientist. The author also believes that modern software is based on the wrong premise, showing how a different approach will get rid of the horrendously sized and flawed operating systems. The ideas put forward will need an industry re-orientation, but have been proven to work in a wide spectrum of applications. Known as GENETIX the concept had its origins at the beginning of the computer age, but is poised to become the computing engine of the future, with a remarkably simple approach to application development, using a COMPUTER WITHOUT MACHINE CODE. |
| fpga high frequency trading: FPGA Prototyping by VHDL Examples Pong P. Chu, 2011-09-20 This book uses a learn by doing approach to introduce the concepts and techniques of VHDL and FPGA to designers through a series of hands-on experiments. FPGA Prototyping by VHDL Examples provides a collection of clear, easy-to-follow templates for quick code development; a large number of practical examples to illustrate and reinforce the concepts and design techniques; realistic projects that can be implemented and tested on a Xilinx prototyping board; and a thorough exploration of the Xilinx PicoBlaze soft-core microcontroller. |
| fpga high frequency trading: High-Frequency Trading Irene Aldridge, 2013-04-01 A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors. |
| fpga high frequency trading: Distributed Computing and Artificial Intelligence, 17th International Conference Yucheng Dong, Enrique Herrera-Viedma, Kenji Matsui, Shigeru Omatsu, Alfonso González Briones, Sara Rodríguez González, 2020-08-06 This book brings together past experience, current work and promising future trends associated with distributed computing, artificial intelligence and their application in order to provide efficient solutions to real problems. DCAI 2020 is a forum to present applications of innovative techniques for studying and solving complex problems in artificial intelligence and computing areas. This year’s technical program will present both high quality and diversity, with contributions in well-established and evolving areas of research. Specifically, 83 papers were submitted to main track and special sessions, by authors from 26 different countries representing a truly “wide area network” of research activity. The DCAI’20 technical program has selected 35 papers and, as in past editions, it will be special issues in ranked journals. This symposium is organized by the University of L'Aquila (Italy). We would like to thank all the contributing authors, the members of the Program Committee and the sponsors (IBM, Armundia Group, EurAI, AEPIA, APPIA, CINI, OIT, UGR, HU, SCU, USAL, AIR Institute and UNIVAQ). |
| fpga high frequency trading: Algorithmic Trading and Quantitative Strategies Raja Velu, 2020-08-12 Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts with the often overlooked context of why and how we trade via a detailed introduction to market structure and quantitative microstructure models. The authors then present the necessary quantitative toolbox including more advanced machine learning models needed to successfully operate in the field. They next discuss the subject of quantitative trading, alpha generation, active portfolio management and more recent topics like news and sentiment analytics. The last main topic of execution algorithms is covered in detail with emphasis on the state of the field and critical topics including the elusive concept of market impact. The book concludes with a discussion on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings. A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem. |
| fpga high frequency trading: FPGAs for Software Programmers Dirk Koch, Frank Hannig, Daniel Ziener, 2016-06-17 This book makes powerful Field Programmable Gate Array (FPGA) and reconfigurable technology accessible to software engineers by covering different state-of-the-art high-level synthesis approaches (e.g., OpenCL and several C-to-gates compilers). It introduces FPGA technology, its programming model, and how various applications can be implemented on FPGAs without going through low-level hardware design phases. Readers will get a realistic sense for problems that are suited for FPGAs and how to implement them from a software designer’s point of view. The authors demonstrate that FPGAs and their programming model reflect the needs of stream processing problems much better than traditional CPU or GPU architectures, making them well-suited for a wide variety of systems, from embedded systems performing sensor processing to large setups for Big Data number crunching. This book serves as an invaluable tool for software designers and FPGA design engineers who are interested in high design productivity through behavioural synthesis, domain-specific compilation, and FPGA overlays. Introduces FPGA technology to software developers by giving an overview of FPGA programming models and design tools, as well as various application examples; Provides a holistic analysis of the topic and enables developers to tackle the architectural needs for Big Data processing with FPGAs; Explains the reasons for the energy efficiency and performance benefits of FPGA processing; Provides a user-oriented approach and a sense for where and how to apply FPGA technology. |
| fpga high frequency trading: VLSI Physical Design: From Graph Partitioning to Timing Closure Andrew B. Kahng, Jens Lienig, Igor L. Markov, Jin Hu, 2011-01-27 Design and optimization of integrated circuits are essential to the creation of new semiconductor chips, and physical optimizations are becoming more prominent as a result of semiconductor scaling. Modern chip design has become so complex that it is largely performed by specialized software, which is frequently updated to address advances in semiconductor technologies and increased problem complexities. A user of such software needs a high-level understanding of the underlying mathematical models and algorithms. On the other hand, a developer of such software must have a keen understanding of computer science aspects, including algorithmic performance bottlenecks and how various algorithms operate and interact. VLSI Physical Design: From Graph Partitioning to Timing Closure introduces and compares algorithms that are used during the physical design phase of integrated-circuit design, wherein a geometric chip layout is produced starting from an abstract circuit design. The emphasis is on essential and fundamental techniques, ranging from hypergraph partitioning and circuit placement to timing closure. |
| fpga high frequency trading: The Bean Angel Abusleme, 2011 The International Linear Collider (ILC), a next generation particle accelerator, will smash electron and positron bunches at up to 500 GeV (1000 GeV after a planned upgrade). The 31-km long collider's experiments will help scientists to understand the fundamental constituents of matter. Located at the ILC detector's forward region, the BeamCal is a highly segmented (> 90,000 channels) calorimeter that will serve three main purposes: ensure hermeticity of the detector for low polar angles, reduce the backscattering from pairs into the detector center, and provide a low-latency signal for beam diagnostics. The BeamCal specifications in terms of radiation tolerance, noise suppression, signal charge, pulse rate and occupancy pose unique challenges for the front-end and readout electronics design. Designed for the 180-nm TSMC mixed-signal technology, The Bean -- BeamCal Instrumentation IC -- is a 32-channel front-end and readout ASIC that will address the BeamCal instrumentation requirements. By employing a charge-sensitive amplifier and a switched-capacitor reset circuit, the Bean will process the input charge signals at the ILC pulse rate. Each channel will have a 10-bit successive approximation register analog-to-digital converter and digital memory for readout purposes. The Bean will also feature a fast feedback adder, capable of providing an 8-bit, low-latency output for beam diagnostics purposes. This work presents the design and characterization of The Bean prototype, a 3-channel ASIC that proves the principle of operation described. |
| fpga high frequency trading: Smart Technologies for Energy, Environment and Sustainable Development Mohan Lal Kolhe, Pawan Kumar Labhasetwar, H. M. Suryawanshi, 2019-07-02 This book comprises select proceedings of the International Conference on Smart Technologies for Energy, Environment, and Sustainable Development (ICSTEESD 2018). The chapters are broadly divided into three focus areas, viz. energy, environment, and sustainable development, and discusses the relevance and applications of smart technologies in these fields. A wide variety of topics such as renewable energy, energy conservation and management, energy policy and planning, environmental management, marine environment, green building, smart cities, smart transportation are covered in this book. Researchers and professionals from varied engineering backgrounds contribute chapters with an aim to provide economically viable solutions to sustainable development challenges. The book will prove useful for academics, professionals, and policy makers interested in sustainable development. |
| fpga high frequency trading: Principles and Structures of FPGAs Hideharu Amano, 2018-09-03 This comprehensive textbook on the field programmable gate array (FPGA) covers its history, fundamental knowledge, architectures, device technologies, computer-aided design technologies, design tools, examples of application, and future trends. Programmable logic devices represented by FPGAs have been rapidly developed in recent years and have become key electronic devices used in most IT products. This book provides both complete introductions suitable for students and beginners, and high-level techniques useful for engineers and researchers in this field. Differently developed from usual integrated circuits, the FPGA has unique structures, design methodologies, and application techniques. Allowing programming by users, the device can dramatically reduce the rising cost of development in advanced semiconductor chips. The FPGA is now driving the most advanced semiconductor processes and is an all-in-one platform combining memory, CPUs, and various peripheral interfaces. This book introduces the FPGA from various aspects for readers of different levels. Novice learners can acquire a fundamental knowledge of the FPGA, including its history, from Chapter 1; the first half of Chapter 2; and Chapter 4. Professionals who are already familiar with the device will gain a deeper understanding of the structures and design methodologies from Chapters 3 and 5. Chapters 6–8 also provide advanced techniques and cutting-edge applications and trends useful for professionals. Although the first parts are mainly suitable for students, the advanced sections of the book will be valuable for professionals in acquiring an in-depth understanding of the FPGA to maximize the performance of the device. |
| fpga high frequency trading: Automate This Christopher Steiner, 2012-08-30 The rousing story of the last gasp of human agency and how today’s best and brightest minds are endeavoring to put an end to it. It used to be that to diagnose an illness, interpret legal documents, analyze foreign policy, or write a newspaper article you needed a human being with specific skills—and maybe an advanced degree or two. These days, high-level tasks are increasingly being handled by algorithms that can do precise work not only with speed but also with nuance. These “bots” started with human programming and logic, but now their reach extends beyond what their creators ever expected. In this fascinating, frightening book, Christopher Steiner tells the story of how algorithms took over—and shows why the “bot revolution” is about to spill into every aspect of our lives, often silently, without our knowledge. The May 2010 “Flash Crash” exposed Wall Street’s reliance on trading bots to the tune of a 998-point market drop and $1 trillion in vanished market value. But that was just the beginning. In Automate This, we meet bots that are driving cars, penning haiku, and writing music mistaken for Bach’s. They listen in on our customer service calls and figure out what Iran would do in the event of a nuclear standoff. There are algorithms that can pick out the most cohesive crew of astronauts for a space mission or identify the next Jeremy Lin. Some can even ingest statistics from baseball games and spit out pitch-perfect sports journalism indistinguishable from that produced by humans. The interaction of man and machine can make our lives easier. But what will the world look like when algorithms control our hospitals, our roads, our culture, and our national security? What happens to businesses when we automate judgment and eliminate human instinct? And what role will be left for doctors, lawyers, writers, truck drivers, and many others? Who knows—maybe there’s a bot learning to do your job this minute. |
| fpga high frequency trading: Introduction to Financial Technology Roy S. Freedman, 2006-04-24 The financial technology environment is a dynamic, high-pressured, fast-paced world in which developing fast and efficient buy-and-sell order processing systems and order executing (clearing and settling) systems is of primary importance. The orders involved come from an ever-changing network of people (traders, brokers, market makers) and technology. To prepare people to succeed in this environment, seasoned financial technology veteran Roy Freedman presents both the technology and the finance side in this comprehensive overview of this dynamic area. He covers the broad range of topics involved in this industry--including auction theory, databases, networked computer clusters, back-office operations, derivative securities, regulation, compliance, bootstrap statistics, optimization, and risk management—in order to present an in-depth treatment of the current state-of-the-art in financial technology. Each chapter concludes with a list of exercises; a list of references; a list of websites for further information; and case studies. - With amazing clarity, Freedman explains both the technology side and the finance side of financial technology - Accessible to both finance professionals needing to upgrade their technology knowledge and technology specialists needing to upgrade their finance knowledge |
| fpga high frequency trading: All About High-Frequency Trading Michael Durbin, 2010-07-16 A DETAILED PRIMER ON TODAY'S MOST SOPHISTICATED AND CONTROVERSIAL TRADING TECHNIQUE Unfair . . . brilliant . . . illegal . . . inevitable. High-frequency trading has been described in many different ways, but one thing is for sure--it has transformed investing as we know it. All About High-Frequency Trading examines the practice of deploying advanced computer algorithms to read and interpret market activity, make trades, and pull in huge profi ts—all within milliseconds. Whatever your level of investing expertise, you'll gain valuable insight from All About High-Frequency Trading's sober, objective explanations of: The markets in which high-frequency traders operate How high-frequency traders profi t from mispriced securities Statistical and algorithmic strategies used by high-frequency traders Technology and techniques for building a high-frequency trading system The ongoing debate over the benefi ts, risks, and ever-evolving future of high-frequency trading |
| fpga high frequency trading: High-Frequency Trading Irene Aldridge, 2013-04-22 A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors. |
| fpga high frequency trading: Designing Video Game Hardware in Verilog Steven Hugg, 2018-12-15 This book attempts to capture the spirit of the ''Bronze Age'' of video games, when video games were designed as circuits, not as software. We'll delve into these circuits as they morph from Pong into programmable personal computers and game consoles. Instead of wire-wrap and breadboards, we'll use modern tools to approximate these old designs in a simulated environment from the comfort of our keyboards. At the end of this adventure, you should be well-equipped to begin exploring the world of FPGAs, and maybe even design your own game console. You'll use the 8bitworkshop.com IDE to write Verilog programs that represent digital circuits, and see your code run instantly in the browser. |
| fpga high frequency trading: An Introduction to High-Frequency Finance Ramazan Gençay, Michel Dacorogna, Ulrich A. Muller, Olivier Pictet, Richard Olsen, 2001-05-29 Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets. |
| fpga high frequency trading: Architecture of Computing Systems – ARCS 2019 Martin Schoeberl, Christian Hochberger, Sascha Uhrig, Jürgen Brehm, Thilo Pionteck, 2019-05-13 This book constitutes the proceedings of the 32nd International Conference on Architecture of Computing Systems, ARCS 2019, held in Copenhagen, Denmark, in May 2019. The 24 full papers presented in this volume were carefully reviewed and selected from 40 submissions. ARCS has always been a conference attracting leading-edge research outcomes in Computer Architecture and Operating Systems, including a wide spectrum of topics ranging from embedded and real-time systems all the way to large-scale and parallel systems. The selected papers are organized in the following topical sections: Dependable systems; real-time systems; special applications; architecture; memory hierarchy; FPGA; energy awareness; NoC/SoC. The chapter 'MEMPower: Data-Aware GPU Memory Power Model' is open access under a CC BY 4.0 license at link.springer.com. |
Field-programmable gate array - Wikipedia
A field-programmable gate array (FPGA) is a type of configurable integrated circuit that can be repeatedly programmed after manufacturing. FPGAs are a subset of logic devices referred to …
What is a field programmable gate array (FPGA)? - IBM
May 8, 2024 · An FPGA uses its transistors to deliver high efficiency and high performance but with tremendous flexibility. The upfront NRE charges to develop an FPGA can be extremely …
How Does an FPGA Work? - SparkFun Learn
With an FPGA you can change it whenever you need to without penalty. Because of their flexibility and low-cost compared to the alternatives, FPGAs open the doors to adding custom digital …
FPGA | Field Programmable Gate Array | Introduction, Structure
Mar 28, 2024 · An introduction to Field Programmable Gate Array or FPGA. You will learn about Programmable Logic Devices, Structure and components of FPGA.
FPGAs 101: A Beginner’s Guide | DigiKey - Digi-Key Electronics
Jul 17, 2018 · This is a brief introduction to my favorite electronic device: the Field Programmable Gate Array (FPGA). When I talk to people about FPGAs, I hear a lot of statements like, “I don’t …
What is FPGA? FPGA Basics, Applications and Uses - Arrow.com
May 9, 2024 · This guide will show how to use a field-programmable gate array (FPGA) which is made of internal hardware blocks for a customizable application.
What is an FPGA? Definition, Types, Programming, and More
In this article, you’ll gain a foundational understanding of what an FPGA is, learn about the different types of FPGAs, explore the benefits and challenges of using FPGAs, get a high-level …
FPGAs - AMD
AMD offers a comprehensive multi-node portfolio of FPGAs, providing advanced features, high-performance, and high value for any FPGA design.
FPGA Full Form - GeeksforGeeks
Aug 9, 2024 · FPGA stands for Field Programmable Gate Array which is an IC that can be programmed to perform a customized operation for a specific application. They have …
What is an FPGA? | Uses, Applications & Advantages
Jan 3, 2025 · A field-programmable gate array (FPGA) is an integrated circuit designed to be configured by a customer or a designer after manufacturing – hence the term field …
Field-programmable gate array - Wikipedia
A field-programmable gate array (FPGA) is a type of configurable integrated circuit that can be repeatedly …
What is a field programmable gate array (FPGA)? - IBM
May 8, 2024 · An FPGA uses its transistors to deliver high efficiency and high performance but with …
How Does an FPGA Work? - SparkFun Learn
With an FPGA you can change it whenever you need to without penalty. Because of their flexibility and low …
FPGA | Field Programmable Gate Array | Introduction, St…
Mar 28, 2024 · An introduction to Field Programmable Gate Array or FPGA. You will learn about Programmable Logic …
FPGAs 101: A Beginner’s Guide | DigiKey - Digi-Key El…
Jul 17, 2018 · This is a brief introduction to my favorite electronic device: the Field Programmable Gate Array …
