Global STAC Live, Fall 2021

STAC Summits


Join us at this worldwide, online event for live panels, briefings, demos, and exhibits that address the most important technical challenges in analytics technology, low-latency infrastructure, and command & control. Interact directly with speakers, exhibitors, and your peers – all without leaving your home or office.


Agenda Sessions and Topics

(More details will follow shortly.)

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November 1
2021-11-01 12:00:00
Exhibit hall and breakout sessions
2021-11-01 12:00:00
20 minute breakout sessions will begin at 2021-11-01 12:05:00. (See the Day 1 Breakouts tab)

 

Day 1 welcome remarks
2021-11-01 12:30:00

Is matching marching to the cloud?
2021-11-01 12:40:00

At last fall's Global STAC Live, Nikolai Larbalestier presented Nasdaq's view that exchanges will move to the cloud. The debate it prompted was immediate and intense, with reactions ranging from “the shift is imminent” to “it will never happen”. A year later, the discussion continues, with many questions still left to answer. Market data distribution is moving to the cloud already but will order entry and matching follow? Are some markets more suited for the cloud than others? What are the technical hurdles, and are they real, perceived, or both? If exchanges move, will customers follow? Join our panelists as they debate the future of trading in the cloud. To kick off, one of the panelists will provide a short presentation:

      "Making AI real in capital markets."
         Ulku Rowe, Technical Director, Financial Services, Google
Break
2021-11-01 13:20:00

 

Squeezing every drop from a cloud: Lessons in full-stack optimization
2021-11-01 13:30:00

Financial firms are moving mission-critical workloads to the public cloud. While high-performance requirements remain the same, cloud infrastructures—and the performance optimization challenges they present—are undergoing significant change. Doshi has extensive experience dealing with these challenges. He and his team at Intel recently helped a capital markets firm discover and remedy performance bottlenecks that resulted from a move to the cloud. He'll walk you through the investigation, point out where it differed from similar on-prem work, describe the results, and summarize the lessons learned. Along the way, he'll highlight the tools Intel leveraged to find and solve the problems they encountered.

Break and breakout sessions
2021-11-01 13:55:00
20 minute breakout sessions will begin at 2021-11-01 14:00:00. (See the Day 1 Breakouts tab)

 

STAC Low Latency Update
2021-11-01 14:20:00

Peter will present the latest in fast data at STAC, including an update on the FPGA Special Interest Group.

Hacking the packet in ASIC with eFPGA
2021-11-01 14:30:00

Engineers who need to stay at the front of today’s latency race must make a critical architectural decision: FPGA or ASIC? ASICs can speed up network IO, but the R&D process is complicated and the risk is high. FPGAs pair the efficiency of hardware with programmability, but new FPGA architectures have some engineers questioning FPGA’s future for ultra-low latency. So which should you choose? Dean thinks both. In his view, the answer is an ASIC with an embedded FPGA (eFPGA) block, an approach that combines the benefits of ASIC and FPGA. After giving a brief overview of eFPGA, Dean will offer a view on what logic should be baked into hardware and what should remain programmable by the trading firm. He’ll also discuss available IP and ASIC design resources. If you’re interested in obtaining the speed of ASIC while maintaining an ability to "hack the packet" and bring your special sauce to hardware, you won’t want to miss this talk.

Innovation Roundup
2021-11-01 14:55:00
      "Beyond nanoseconds — more accurate, and more flexible FPGA switching"
          Dave Snowdon, Director of Engineering, Arista Networks
      "The Real Numbers Don't Lie"
          Alex Stein, Global Head Business Development, Liquid-Markets-Holdings Inc.
      "Down the White Rabbit hole: Sub-nanosecond long distance links and integrations in FPGA devices"
          Franciso Girela, Americas Tech Responsible, Seven Solutions
      "AccuCore HCF™ delivers low-latency optical transmission"
          Daryl Innis, Director, OFS Fitel, LLC.

 

Break
2021-11-01 15:15:00

 

Best practices in design for FPGA or ASIC
2021-11-01 15:25:00

For years, achieving ultra-low latency in trading has required hardware acceleration, traditionally via FPGA and increasingly via ASIC. But Adam is quick to remind us that hardware acceleration is necessary but not sufficient. It’s possible to end-up with slow logic in hardware so knowing how to build fast logic is key. Moreover, getting the right result under all conditions is just as important as getting the result quickly. Which is all to say: design matters. In this talk, Adam will cover methods that help you identify latency bottlenecks in your logic design, whether targeting FPGA or ASIC. He'll include ways to reduce states, resets, and reliance on centralized resources while identifying and avoiding race conditions. Along the way, he'll explore how to verify boot sequences, ensure data consistency, and verify logic against the complex conditions that arise in hardware design.

Break and breakout sessions
2021-11-01 15:50:00
20 minute breakout sessions will begin at 2021-11-01 15:55:00. (See the Day 1 Breakouts tab)

 

STAC Time Series Update
2021-11-01 16:15:00

Peter will present the latest benchmark results from software/hardware stacks for historical time series analytics.

Innovation Roundup
2021-11-01 16:25:00
      "Lenovo ThinkSystem SR650 & SR650 V2 STAC-M3 Antuco Suite Performance Leadership"
          Joe Jakubowski, Principal Engineer and Performance Architect, Lenovo
      "KX Insights"
          Andrew Gardiner, Vice President, KX
      "Virtualizing capital markets…can it be done?"
          Sean O'Dowd, Financial Services Solutions & Strategy Managing Director, Nutanix, Inc.
      "Shakti: simplifying the future of multiplatform computing for high performance database analytics"
          Fintan Quill, Head of Sales Engineering, Shakti Software

 

Break
2021-11-01 16:45:00

 

Automating the delivery of insight
2021-11-01 16:50:00

Morningstar is a data-driven company, and data is the fuel for the insights they deliver to customers. Nearly every group within the company has quantitative analysts, data scientists, and machine learning engineers. The central Core Analytics Platform team provides them with the tools and services they need to deliver their research as quickly as possible. In this talk, Jin will describe how the team used open source technologies and cloud services to create two innovations to scale the delivery of insights: Analytics Lab, a data science platform tightly integrated with the Morningstar Data Lake, and Starflow, a framework for packaging up a model/engine for self-service deployment.

Day 1 close
2021-11-01 17:15:00

Exhibit hall and breakout sessions
2021-11-01 17:20:00
20 minute breakout sessions will begin at 2021-11-01 17:25:00. (See the Day 1 Breakouts tab)

 

 

Global STAC Live Sponsors

Global STAC Live Exhibitors

Add to calendar:     Google    Outlook    ical
November 2
2021-11-02 12:00:00
Exhibit hall and breakout sessions
2021-11-02 12:00:00
20 minute breakout sessions will begin at 2021-11-02 12:05:00. (See the Day 2 Breakouts tab)

 

Day 2 welcome remarks
2021-11-01 12:30:00

Facebook's open-source time appliance
2021-11-02 12:35:00

To deal with huge data growth, Facebook has been moving to a tightly coupled distributed data infrastructure. But preserving event order across highly dispersed nodes requires a time synchronization solution that is both highly accurate and highly scalable. So Facebook created Time Card, a PCIe card with a multiband GNSS receiver, an onboard miniature atomic clock, and a time engine implemented in FPGA. Then they open-sourced it within the Open Compute Project in an effort to drive costs low enough to allow deployment in massive numbers. Join us as Ahmad explains Time Card and how Facebook uses it to enable faster performance from distributed databases as well as more advanced management of global infrastructure.

Accuracy as a commodity: How Time Card will benefit applications
2021-11-02 12:50:00

As just described by Ahmad Byagowi of Facebook, Time Card brings highly accurate and scalable time sync to Facebook's global infrastructure. But Facebook open-sourced Time Card on the premise that other industries could benefit. What about financial services? One use case is trade execution, where inexpensive atomic clocks in every node could be very advantageous. But in Intel’s opinion, that’s not where it ends. David will argue that changing the economics of time sync will benefit databases, AI/ML, and other architectures that rely on understanding or controlling a sequence of events—from market data analytics and pricing algorithms to risk management and fraud detection. Dan will go on to explain how application developers can integrate the precise time functionality of Intel’s time cards into their mission-critical operations. If you care about big workloads or fast workloads, you'll want to attend this talk.

Break
2021-11-02 13:05:00

 

Alerts ain’t enough: Turning system-insight into action
2021-11-02 13:15:00

As any firm that’s been burned by a production glitch knows, managing operational risk is just as critical as managing market, credit, or liquidity risk. They all threaten the firm’s capital. As a first line of defense, operations staff need system visibility that is immediate, accurate, precise, and comprehensive. However, when markets move in milli-, micro-, or nanoseconds, providing visibility to humans is not enough. Today’s trading demands automated actions in response to problems. Yet many questions stand in the way. How do we best correlate events across systems? How do we automate root-cause analysis? How far can trading algorithms take their use of realtime IT telemetry input? Our panel of operations experts will tackle these questions and others on how to break down the walls between the conservative world of IT and the risk-taking world of trading. Join us to add your questions to the mix. To kick off, some of the panelists will provide a short presentation:

      "Is Time Synchronization in the Cloud a Real Challenge for Financial Companies’ Digital Transformation?"
         Areg Alimian, Sr. Director of Product Management, Keysight Technologies, Inc.
      "Future-Proof Transition to Cloud with a Unified Observability Strategy"
          Andy Idsinga, Cloud Engineering Manager & Sr. Cloud Architect, cPacket Networks
      "Hi-fidelity trading analytics delivered 'as a service'. The trend towards outsourced and evergreen deployments."
         Gareth Mason, Senior Innovation and Engineering Lead, Options Technology
Break and breakout sessions
2021-11-02 14:00:00
20 minute breakout sessions will begin at 2021-11-02 14:05:00. (See the Day 2 Breakouts tab)

 

STAC Big Compute Update
2021-11-02 14:25:00

Peter will present the latest benchmark results for big compute stacks and announce STAC's Inference Benchmark.

Innovation Roundup
2021-11-02 14:35:00
      "AMD EPYC for Confidential Computing"
          Raghu Nambiar, Corporate Vice President, Datacenter Ecosystems and Solutions, AMD
      "Building an Accelerated Infrastructure for STAC-A2 with Red Hat OpenShift and NVIDIA DGX A100"
          Sebastian Jug, Performance Engineer, Red Hat

 

Making a new ML forecasting approach practical
2021-11-02 14:45:00

Using ML to predict prices requires firms to confront a fundamental tension: finding smarter models tends to require more complex modeling techniques, while more complex techniques tend to require substantially more compute (which translates into higher training cost, longer time-to-market, or both). In this talk, Stefan will explain how his team resolved this tension in a recent case. According to Stefan, the team developed a novel multi-horizon forecasting model for limit order books that significantly outperformed existing methods but was quite computationally expensive. After some research, the team overcame the compute bottleneck by moving from traditional hardware to Graphcore's Intelligence Processing Unit. Come to his talk to hear (and ask questions) about the model, the technical implementation, and the numbers.

Break
2021-11-02 15:10:00

 

The trader of the future—revisited
2021-11-02 15:20:00

Last fall at STAC, John argued that the future belongs to the trader who leverages the Python ecosystem, including ML/AI tools, to create smarter strategies faster. Part of this was using NLP to provide better contextual intelligence to trading and investing. That was so last year. This fall, John will discuss some of the latest advanced methods the NLP community has developed to use massive compute to create new kinds of natural language understanding (NLU). In particular, he will focus on how financial firms can use NLU to generate synthetic data that can be put to profitable use (and no, he doesn’t mean Reddit posts).

Break and breakout sessions
2021-11-02 15:45:00
20 minute breakout sessions will begin at 2021-11-02 15:50:00. (See the Day 2 Breakouts tab)

 

Solving ML's data problem
2021-11-02 16:10:00

Machine learning research continues to grab headlines with increasingly powerful achievements. But practitioners know that making ML work on the ground is a very different story. In particular, they sing a constant refrain: "I don't have an ML problem; I have a data problem." Good data pipelines are absolutely essential for ML projects to succeed. But they aren’t easy. Data scientists must leverage new techniques—sometimes themselves even including ML—to ensure data is appropriately cleaned, enriched, and otherwise ready for feature engineering. At the same time, data engineers must ensure constant availability and minimize costs even while data sizes and data demand continue to expand. Join in as our panel of experts discuss how to solve these challenges. To kick off, some of the panelists will provide a short presentation:

      "DDN Parallel Storage for Faster Financial Analytics"
          James Coomer, Sr. Vice President Products, DDN Storage
      "Develop your models faster, more accurately and for less cost by leveraging deep learning and large datasets"
          Bob Gaines, Managing Director Financial Services, SambaNova
Time series as a first-class citizen in Python
2021-11-02 16:50:00

Python's data science ecosystem has been an indisputable boon to quantitative analysts. However, the most common data type that quants deal with—time series—has been a second-class citizen in the Python world. Compatibility issues between time series libraries slow research, while popular ML libraries, such as scikit-learn, focus on non-temporal data. Stepping up to solve these problems is sktime, an open source unified framework for machine learning with time series. As a key contributor to sktime, Markus will walk us through its critical features, such as time series transformation, classification, and forecasting. He'll cover recent updates to the algorithms and pipeline tools that make this possible, as well as how sktime interfaces with existing libraries, such as scikit-learn, statsmodels, and fbprophet. Come to learn more about sktime and ask Markus your questions.

Day 2 close
2021-11-01 17:15:00

Exhibit hall and breakout sessions
2021-11-02 17:20:00
20 minute breakout sessions will begin at 2021-11-02 17:25:00. (See the Day 2 Breakouts tab)

 

 

Global STAC Live Sponsors

Global STAC Live Exhibitors

   
Breakout Sessions
Monday, November 1

The following sessions occur during one or more of the long breaks in the main agenda, as indicated.
NOTE:

  • Breakout sessions are exclusively for attendees from user firms and business-application vendors.
  • Registration for breakout sessions must occur before 6pm EDT on October 29th and is subject to space limitations.
  • Session sponsors provided the titles and descriptions for their sessions.

Beginning of Day
2021-11-01 12:05:00
"Demo: Developing custom FPGA applications with the 7130 FDK." (Arista)
While FPGA applications can be challenging to develop, the Arista 7130 makes them easy to deploy, configure, and monitor. Arista's APIs and frameworks accelerate development and simplify application management. This session will showcase a detailed view on how to design and develop your own networking application using the 7130 FDK with Darrin Machay, Systems Engineer.
"Deep Dive: Low latency versus zero packet loss – design considerations." (Napatech)
Design trade-offs when building low latency NICs versus FPGA-based packet capture NICs with Peter Sanders, VP Field Applications Engineering.
"Deep dive on extracting performance with Optane and Kx.” (Intel)
Time series analytics requires optimized hardware, software, and queries. Come learn how kdb+ with sharded data in Optane memory gives you significant performance improvements vs. traditional storage with Ferenc Bodon, Cloud Solutions Architect, Kx.

 

Mid-Morning
2021-11-01 14:00:00
"Presentation with Q&A: How to improve model accuracy while reducing the time and cost of building and maintaining advanced ML/DL models." (SambaNova)
Many financial services firms are using models that are a few years old and declining in accuracy. Worse, the team that built them is often no longer around. How can financial services institutions evolve to larger, more complex models (deep learning) that yield higher accuracy? Discuss this question and more with Bob Gaines, Managing Director Financial Services, and Pavel Anni, Systems Architect.
"FPGAs enable anomaly detection and microburst analysis of market data in high-speed networks." (cPacket Networks)
We will discuss using FPGAs for anomaly detection, latency characterization, and microburst analysis of market data across multiple feeds with different protocols over the same 100G link. Learn how to detect gaps, reorders, and duplicates in market data in real time, while monitoring latency and microbursts to track network performance and plan network capacity with Stephen Fischer, Director FPGA Engineering.
"RoundTable: Where is virtualization & HCI in capital markets today?” (Nutanix)
A roundtable discussion to share opinions about where virtualization is currently, its applicability in capital markets, and what’s needed as we advance. We will be sharing best practices based on our virtual and hyperconverged workload platform.

 

Late Morning
2021-11-01 15:55:00
"Technical deep dive: How to leverage SambaNova’s Dataflow Acceleration Architecture to reduce latency and simulation costs with machine learning (deep learning) parallelization." (SambaNova)
As data continues to grow exponentially, models are becoming ever more complex. How can organizations reduce latency by leveraging Dataflow technology? SambaNova’s AI acceleration architecture and full stack makes it faster to deploy and migrate jobs from x86 and GPU. Explore this topic with Sumti Jairath, Chief Architect.
"Technical presentation: What you need to know to easily build an ASIC with Embedded FPGA." (Achronix)
Learn more about Achronix and how to easily develop an ASIC with eFPGA technology.
"Product Demo: How to ride a White Rabbit? Step-by-step through sub-nanosecond time synchronization." (Seven Solutions)
A product demo showing how White Rabbit time synchronization devices and the HATI core work and their features. Monitoring and management tools will be discussed with Francisco Girela Lopez, Americas Tech Responsible.
"Unlocking the full potential of FPGA using C/C++." (Xilinx)
At Xilinx, we’re continuously improving our tools to make the full potential of FPGAs accessible to all developers. The Vitis flow and the Vitis HLS compiler make it easier than ever to program Xilinx devices using popular programming languages such as C/C++ and using practices familiar to software developers. We invite you to discover more about Vitis HLS, learn the key rules to write efficient C/C++ code for FPGAs, and how to get started with your Vitis HLS-based applications with Thomas Bollaert, Senior Director, Software Programmability and Compute Acceleration.

 

End of Day
2021-11-01 17:25:00
“Deliver blazing-fast Python data science and AI Performance on CPUs with minimal code changes” (Intel)
This session, focusing on machine learning, is an introduction to Intel® oneAPI AI Analytics Toolkit (AI Kit), a domain-specific toolkit built on Intel® oneAPI cross-architecture performance libraries. The toolkit accelerates end-to-end data science and AI workflows in the Python ecosystem while helping you leverage increasingly diversified hardware environments. Explore this topic with Rachel Oberman, AI technical consulting engineer, and Robert Chesebrough, Technical Evangelist in the Intel Developer Academy.

 

 

Global STAC Live Sponsors

Global STAC Live Exhibitors

   
Breakout Sessions
Tuesday, November 2

The following sessions occur during one or more of the long breaks in the main agenda, as indicated.
NOTE:

  • Breakout sessions are exclusively for attendees from user firms and business-application vendors.
  • Registration for breakout sessions must occur before 6pm EDT on October 29th and is subject to space limitations.
  • Session sponsors provided the titles and descriptions for their sessions.

Beginning of Day
2021-11-02 12:05:00
"Presentation with Q&A: How to improve model accuracy while reducing the time and cost of building and maintaining advanced ML/DL models." (SambaNova)
Many financial services firms are using models that are a few years old and declining in accuracy. Worse, the team that built them is often no longer around. How can financial services institutions evolve to larger, more complex models (deep learning) that yield higher accuracy? Discuss this question and more with Bob Gaines, Managing Director Financial Services, and Pavel Anni, Systems Architect.
"7130 in Action: Weird and wonderful ways to use the Arista 7130 low-latency FPGA-based platforms." (Arista)
In this session Arista will explore some familiar and some not so common (but equally impressive) use cases of the Arista 7130 hardware platform. This includes simulating a (low latency) hub, using the 7130 devices as a combination of a tap and an aggregator and many more with Joris Claassen, Systems Engineer.

 

Mid-Morning
2021-11-02 14:05:00
"The benefits of detecting and visualizing microbursts in real time on your production network." (cPacket Networks)
You will learn why implementing cPacket’s visibility fabric -- capable of detecting and visualizing microbursts in your network -- gives you the ability to assure that capacity and performance are meeting the needs and expectations of your end-users. You will also learn how to easily and cost-effectively scale a visibility or monitoring fabric with Iain Kenney, Sr. Director Product Management.
"Product Demo: How to ride a White Rabbit? Step-by-step through sub-nanosecond time synchronization." (Seven Solutions)
A product demo showing how White Rabbit time synchronization devices and the HATI core work and their features. Monitoring and management tools will be discussed with Francisco Girela Lopez, Americas Tech Responsible.
"Deep dive on extracting performance with Optane and Kx” (Intel)
Time series analytics requires optimized hardware, software, and queries. Come learn how kdb+ with sharded data in Optane memory gives you significant performance improvements vs. traditional storage with Ferenc Bodon, Cloud Solutions Architect, Kx.
"RoundTable: Where is virtualization & HCI in capital markets today?” (Nutanix)
A roundtable discussion to share opinions about where virtualization is currently, its applicability in capital markets, and what’s needed as we advance. We will be sharing best practices based on our virtual and hyperconverged workload platform.
"Unlocking the full potential of FPGA using C/C++." (Xilinx)
At Xilinx, we’re continuously improving our tools to make the full potential of FPGAs accessible to all developers. The Vitis flow and the Vitis HLS compiler make it easier than ever to program Xilinx devices using popular programming languages such as C/C++ and using practices familiar to software developers. We invite you to discover more about Vitis HLS, learn the key rules to write efficient C/C++ code for FPGAs, and how to get started with your Vitis HLS-based applications with Thomas Bollaert, Senior Director, Software Programmability and Compute Acceleration.

 

Late Morning
2021-11-02 15:50:00
"Technical deep dive: How to leverage SambaNova’s Dataflow Acceleration Architecture to reduce latency and simulation costs with machine learning (deep learning) parallelization." (SambaNova)
As data continues to grow exponentially, models are becoming ever more complex. How can organizations reduce latency by leveraging Dataflow technology? SambaNova’s AI acceleration architecture and full stack makes it faster to deploy and migrate jobs from x86 and GPU. Explore this topic with Sumti Jairath, Chief Architect.
"Technical presentation: What you need to know to easily build an ASIC with Embedded FPGA." (Achronix)
Learn more about Achronix and how to easily develop an ASIC with eFPGA technology.
"Packet capture as the market moves to 100G and beyond." (Napatech)
What are the issues encountered when moving from 10/40G to 100G? How to capture and accurately replay the recorded market data? Explore these questions with Brendan J. Cullen, Sales Director.

 

End of Day
2021-11-02 17:25:00
“Leverage Intel deep learning optimizations with Intel® oneAPI AI Analytics Toolkit” (Intel)
We will tour the Intel® oneAPI AI Analytics toolkit and enabled TensorFlow optimizations that accelerate key performance-intensive operations. The toolkit's ML and DL workload optimizations include Low Precision Optimizations, Intel Optimizations for Pytorch, and Tensorflow, which Intel and Google have optimized for performance on Intel Xeon processors. Come hear more with Preethi Venkatesh, Technical consulting engineer, and Robert Chesebrough, Technical Evangelist in the Intel Developer Academy.

 

 

Global STAC Live Sponsors

Global STAC Live Exhibitors

About STAC Events & Meetings

STAC events bring together CTOs and other industry leaders responsible for solution architecture, infrastructure engineering, application development, machine learning/deep learning engineering, data engineering, and operational intelligence to discuss important technical challenges in trading and investment.

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