Solution using Lightfleet Datagram Protocol gives lowest tail latencies to date at highest throughput
33% faster in warm runs of baseline Greeks than the fastest non-Intel based solution
System sets 6 new response-time records (11 compared to other 2-socket systems)
4-socket system sets speed records for the baseline workload
Mean half-round trip latency through aggregation and layer 1 of just 0.06 microseconds.
The Fall 2015 STAC Summits were a huge success. User attendance surged by 30% and feedback was quite positive (vendor attendance was up 14%, maintaining the high user-to-vendor ratio at these events).
STAC Summits bring together industry leaders from top financial and technology firms to discuss ways to meet important engineering challenges in finance using innovative technologies.
The Fall round focused on Deep Learning, MiFID II time sync, blockchain performance, strategy back-testing, data bottlenecks in risk management, low-latency FPGA solutions, heterogeneous computing, Python performance, the Julia language, enterprise market data distribution, and much <more>
Some people learn their word-of-the-day from calendars and web sites; I am lucky enough to interact with financial services technologists who bring their own colorful language. As an example, the response I got from one when I asked about SQL-on-Hadoop: chimera.
Our recent research on “big data” use cases uncovered many large financial services firms using Hadoop and