Exploring algorithmic trading in reconfigurable hardware

@article{Wray2010ExploringAT,
  title={Exploring algorithmic trading in reconfigurable hardware},
  author={Stephen Wray and Wayne Luk and Peter R. Pietzuch},
  journal={ASAP 2010 - 21st IEEE International Conference on Application-specific Systems, Architectures and Processors},
  year={2010},
  pages={325-328}
}
This paper describes an algorithmic trading engine based on reconfigurable hardware, derived from a software implementation. Our approach exploits parallelism and reconfigurability of field-programmable gate array (FPGA) technology. FPGAs offer many benefits over software solutions, including a reduction in latency, while increasing overall throughput and computational density. All of which are important attributes to a successful algorithmic trading engine. Experiments show that the peak… CONTINUE READING

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