Two make a trend
November 13, 2009
Remember last summer, when we pointed out the role Stratix FPGAs were playing in a new Xtreme Data platform intended for high-frequency trading? Don’t look now, but Chip Design magazine has just found another example of FPGAs in near-real-time financial analysis. Pico Computing and ET International are claiming a 100x speed-up in Value-at-Risk computations, through parallelizing the algorithms in FPGAs. (While the story does not identify the FPGA, most Pico PCI Express cards are based on Virtex family members.)
In this case, ETi and Pico Computing claim they are lessening risk by using more accurate risk assessment than those based on Black-Scholes equations. Perhaps, but I seem to recall the SEC was going to implement a wholesale ban on hardware-assisted real-time trading in all its instantiations. Looks like the horse has left that barn.
Posted by Loring Wirbel on November 13, 2009 |
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April 16, 2010
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November 16, 2009
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November 15, 2009
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