FPGA-based Low Latency Trading
Summary
This project involves the development of low-latency trading systems using FPGA hardware.
Supervisor(s)
Associate Professor Philip Leong, Associate Professor Craig Jin, Dr Alistair McEwan
Research Location
Electrical and Information Engineering
Program Type
PHD
Synopsis
A field programmable gate array (FPGA) is an array of logic gates in which the functionality and interconnection can be configured by downloading a bitstream into its memory. They combine the programmability of microprocessors with the speed and flexibility of application specific integrated circuits (ASICs). FPGAs can be used to accelerate problems in areas as diverse as signal processing, networking, scientific computing and financial engineering, this field of research being known as reconfigurable computing. Low latency is a focus of many trading systems on Wall Street and their systems use traditional PC technology and have latencies measured in milliseconds. In this research, we will develop trading algorithms suited for direct hardware implementation on an FPGA as well as design prototype reconfigurable hardware which combines a network interface controller (NIC) and trading logic on the same device. This should result in an order of magnitude reduction in latency.
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Keywords
FPGA, reconfigurable computing, financial engineering, networking, computer architecture
Opportunity ID
The opportunity ID for this research opportunity is: 1058
Other opportunities with Associate Professor Philip Leong
- other research opportunities available at Faculty of Engineering and Information Technologies
- Floating Point FPGA Architectures
- Placement-aware Hardware Description Languages
- Scalable vision machines
- Modelling Parkinson's disease using control models
- Mapping 2D Images to 3D Shape
- New technique for studying human brain activity
- Next Generation Audio Coding
- Spherical multi-modal scene analysis
- Statistical models of ear shape and ear acoustics
- Medical diagnostics for neonates in the developing world
- Electrical Impedance Tomography for stroke, biophysical monitoring and medical device design
- Impedance tomography for cardiac imaging: high speed tomography
- Novel Electrodes for rapid electrophysiological recording
- Binaural signal processing algorithms for hearing aids
Other opportunities with Associate Professor Craig Jin
- Pattern analysis techniques for sound synthesis
- Interpolation of binaural impulse responses for virtual auditory displays
- Sound field recording and recreation
- Beamforming with acoustic vector sensors - Multiple acoustic source localisation using acoustic vector sensor arrays
- Speech separation and localisation using particle filtering
- Mapping 2D Images to 3D Shape
- New technique for studying human brain activity
- Next Generation Audio Coding
- Spherical multi-modal scene analysis
- Statistical models of ear shape and ear acoustics
- Binaural signal processing algorithms for hearing aids
- Electrical Impedance Tomography for stroke, biophysical monitoring and medical device design
- Impedance tomography for cardiac imaging: high speed tomography
- Medical diagnostics for neonates in the developing world
- Floating Point FPGA Architectures
- Placement-aware Hardware Description Languages
- Scalable vision machines
- Modelling Parkinson's disease using control models
- Novel Electrodes for rapid electrophysiological recording
Other opportunities with Dr Alistair McEwan
- Medical diagnostics for neonates in the developing world
- Electrical Impedance Tomography for stroke, biophysical monitoring and medical device design
- Impedance tomography for cardiac imaging: high speed tomography
- Novel Electrodes for rapid electrophysiological recording
- Mapping 2D Images to 3D Shape
- New technique for studying human brain activity
- Next Generation Audio Coding
- Spherical multi-modal scene analysis
- Statistical models of ear shape and ear acoustics
- Floating Point FPGA Architectures
- Placement-aware Hardware Description Languages
- Scalable vision machines
- Modelling Parkinson's disease using control models
- Binaural signal processing algorithms for hearing aids