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The Trading Mesh

Xcelerit's Blog

Derivative Pricing on Altera’s OpenCL-enabled FPGAs

April 10, 2013 Comments (0)           

By Paul Sutton at the Xcelerit Blog
FPGAs are programmable hardware devices, traditionally used in the signal processing domain for real-time number-crunching where high performance and low power consumption are paramount. For financial services, their deterministic high performance and low latency makes FPGAs a perfect fit for high-frequency trading – and that’s where FPGAs are typically used in banks and hedge funds. However, the complexity to develop in VHDL or...