HFT Trading & FPGAs & DSPs

[Transatlantic]

Hi,

Does anyone have any insight into the kinds of algo's being implemented at the hardware level now by many of the banks and hfs? Specifically, in the HFT space there seems to be a growing movement towards the use of DSPs [fast multiply accumulate] as well as some FPGAs.

So I'm thinking:

Kalman Filters
FIR Filters
FFTs?

Thoughts?

Transatlantic

 

[Martinghoul]

I would say most of the applications are in 'brute force' methods, such as Monte Carlo/neural nets, rather than DSP techniques. Moreover, it's not all FPGAs out there, with GPUs like Nvidia offering stiff competition.

You might want to look here:
http://www.nuclearphynance.com/Show Post.aspx?PostIDKey=132939