New York, NY -- (SBWIRE) -- 09/20/2011 -- There is some confusion regarding FPGA when its application depends heavily on the algorithm and the scale of the problem. For most things, experts say, CPUs and GPUs provide the right balance of development and processing efficiencies. These new technologies will be discussed at Golden Networking’s High-Frequency Trading Leaders Forum 2011 (http://www.HFTLeadersForum.com), Chicago, October 3-5, Sao Paulo, October 24-26, Singapore, November 13-15 and Hong Kong, December, 12-14, forums that will provide the most up-to-date overview of cutting-edge developments and insights to build a competitive advantage in high-frequency and quantitative trading.

For an example of an ideal application of FPGAs in trading, let’s assume that there is a multi-gigabit-rate data feed containing multiplexed timestamps, quotes and order book updates for 100K+ instruments. This could be a live or historical stream. Quants could use a single FPGA connected to very wide DDR2/3 memory to implement single-cycle table update operations, perhaps to maintain an order book or demultiplex the stream into a 100K element vectors (price and/or price-derived quantities) that updates at 10s to 1000s of Hz. The FPGA can now use these vectors to perform basic time series arithmetic, sparse matrix multiplication (for a stat arb strategy) followed by data reduction and output to a host CPU for further processing. Demultiplexing, table operations and sparse matrix multiplication on this scale requires significant time processing conditional logic and might be very cost-innefficient on CPUs or GPUs for this size of a problem. GPUs prefer SIMD algorithms and choke under heavy conditional logic.

High-Frequency Trading Leaders Forum 2011, "How Speed Traders Leverage Cutting-Edge Strategies in the Post-Flash Crash World" will bring hundreds of attendees in Chicago, Sao Paulo, Singapore and Hong Kong key insights to build a competitive advantage in High-Frequency Trading. High-Frequency Trading Leaders Forum 2011 is produced by Golden Networking (http://www.goldennetworking.net), the premier networking community for business executives, entrepreneurs and investors. Panelists, speakers and sponsors are invited to contact Golden Networking by sending an email to info@goldennetworking.net.