I hear that some Hedge Funds and Institutional Investors are going beyond HFT trading by doing Parallel programming of heterogeneous systems using power of CPU, GPU and FPGA for ultimate ultra low latency trading system. This system enqables them to complete the trading process in couple of micro seconds, till date its the fast system developed by the traders. The more faster the system gets, it can generate more trades in a day thus generating more revenue for the company, I guess thats the reason we see market wide fluctuation now a days. While SEC and FINRA are working hard investigating suspicious market activity and demading secret high-frequency trading computer codes from HFT trading firms, Hedge Funds, Institutional Investors and other HFT trading firms worldwide are busy developing robust trading system that does not care about company’s fundamentals, it just does trade exclusively on down ticks and up ticks. The Novel System is designed to make a penny of profit but with several millions of trades per terminal and 100′s of such HFT Algos/Codes systems worldwide… It’s your Guess!
Posts Tagged ‘electronic trading systems’
Tags: algo trading, Algorithmic trading, algorithmic trading or automated trading, Business, c++, Core Java, CUDA, electronic trading systems, Field-programmable gate array, GPU, GPU (CUDA) supercomputing technologie, GPU programming, Graphics processing unit, Hedge fund, high performance computing (HPC), Java trading System, low latency, s, Stock trading system, Supercomputer, Technology, ultra low latency, Ultra low latency connectivity, Ultra low latency trading, Wall Street
First it was FPGA technology now its time for (GPU programming / high performance computing HPC) Graphical Processing Unit supercomputing technologies. GPU supercomputing is perfect for Trading Systems for its ability to speed up many types of financial calculations. GPU (CUDA) supercomputing technologies has made significant inroads into financial analytics and risk arena what looks like a silent revolution on Wall Street. Only Institutional Banks / Hedge Funds with financial capability and technology knowhow are currently using GPU (CUDA) supercomputing technologies for real-time financial trading and risk.
The power of high speed GPU programming gives traders ability to trades almost in real-time, thus it pays to be there first and ahead of the trading game. For more info on GPU/CUDA computing please visit Nvidia’s developer zone
Will FPGA & GPU technologies live the hype in finance? So, what can GPUs do now and in future as a trading technology? And where do we go from here?
Tags: Java, electronic trading systems, Core Java, EJB, C# or C++, Electronic Trading, Capital market, Connectivity, equity and capital markets research, Regulatory Compliance Reporting, OTC Derivatives, Supporting Central Trading and Clearing, SecondMarket, SharesPost, Secondary market, Xpert Financial, Structured product, Alternative investment, Marketplace, Public company, second market, NYPPEX, Shares Post, GATE Technologies, Java trading System, Java trading software, .net trading System, .net trading software, Private Stock Placement, Structured Products, Bankruptcy Claims, Foreclosure, Environmental Credits, Credit Card Debt, Public Equity, wetland mitigation credits, habitat credits, carbon credits, water quality credits, transferable development rights, fisheries catch shares and water rights transfers and leases
Secondary liquidity is critical to driving a fast moving enterprise’s growth. There are many Secondary Private Markets or Marketplace for Alternative Investments that provide liquidity if needed by offering secondary placement, to name a few are GATE Technologies, SecondMarket, SharesPost, Xpert Financial, MissionMarkets, NYPPEX etc. These so called Secondary Private Markets or Second Markets suffer from lack of a centralized marketplace or electronic access, making it difficult for participants to buy or sell alternative assets from Central location or well structured. With plenty of Alternative Asset Classes (Private Stock Placement, Structured Products, Bankruptcy Claims, Foreclosure, Environmental Credits, Credit Card Debt, Public Equity) and lack of electronic market data and content to pre trade and post trade analytics it will be difficult for buyer or seller to judge the products strength or weakness. If you visit their websites most of these market places are registered with or member of FINRA, MSRB and SIPC.
Will these Secondary Marketplace (Second Markets) succeed or end up as a wholesale auction site for Alternative Assets Class like ebay is for goods? Which company do you think has edge over the other and why? Do you think any of them can successfully navigate and aggregate transaction data and work more as a neutral interdealer broker in this space like iCAP has done with the debt and equity markets and BondDesk has done with odd lot fixed income.
VitalVest has been instrumental providing technology consulting, suggesting technology and building custom .Net and Java trading System for Second Markets. If you require any help please feel free to consult us.
Tags: C# or C++, Core Java, EJB, electronic trading systems, institutional day trader, Java, Java Beans, JDBC, Languages, Programming, Programming language, RMI, Spring
Which is the best trading system development programming language Java, C++ or C# . Do you think Java is better than C# for data handing?? On the other hand, C# would be a much better choice than Java for the GUI. If you want to be able to run the application on multiple platforms then Java is a better choice than C# there also I guess.
The managers are looking into it and I have recommended Java.