Ultra-Low Latency
Trading Infrastructure Technology
- In a trading system, everything unmeasured between input and output hurts performance.
- What is the ultimate latency cost of responding to market data via the CPU?
- How do you beat one microsecond latency? …FPGA-based latency optimization.
- One of the common pain points in algorithmic trading is the slow and arduous process of turning a fresh trading insight into a live, profitable strategy.
- The edge derived from ultra-low latency trading is getting order messages to market faster, increasing the number of orders executed or getting market making orders out of the way before being picked off. One way to do this is by carefully managing cache memory.
- Breaking up a trading application into multiple processes allows us to find more of the program memory in the fastest cache. The cost is sending data between these processes. Understanding the hardware perspective of how this works is crucial to minimising this cost.
Latency Limits of Software - The PCIe Bus
Using an FPGA to Shatter the PCIe bus Latency Floor
Why Cache Misses Matter In Ultra-Low Latency Trading