Global STAC Live, Spring 2021

STAC Summits

STAC is going worldwide, online, and live again this spring!

Join us 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.

The following sessions are not necessarily in order.
More details will be announced shortly.
If you have suggestions for this agenda, please contact us.
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May 18
2021-05-19 12:00:00
Cloud deploys: How not to drown in a sea of choice
  • Panelists to be announced soon

While freedom to choose is generally a good thing, the dizzying array of choices a technologist faces when moving a workload to the cloud is often a significant impediment to migration. The choices start at a high level (private, public, or both? DIY, single-provider, multi-provider, or some combination?). Then comes the tooling (use cloud-specific tools or third party options that promise portability?). And beneath each of these choices are dozens of competing options at successive layers of the stack. What’s more, the choices don't end once a system goes live because use cases and cloud offerings continue to evolve. How do you maintain efficiency while optimizing for performance and price? It can be overwhelming, but our panel of experts will help you keep your head above water.

Research in realtime
  • Panelists to be announced soon

Exogenous shocks–everything from tweets to pandemics to Reddit posts–shift markets, disrupt profitable strategies, and alter risk profiles. Firms that adapt to changing market dynamics survive; those that do so the fastest thrive. In order for alpha generation, risk management, or surveillance to be agile, the supporting research platform must allow a firm to search for signals or anomalies across historical and live data extremely quickly and to test algorithm changes just as fast. But this is easier said than done. How are systems today bridging the divides between live, recently live, and historical data? How well can platforms combine batch processing and streaming analytics? What is the impact on research and production workflows? How does this change the role of the quant? Once a platform enables quants to see the full picture, can it also help them avoid problems like overfitting or bias? Our panel of experts will discuss these questions and more.

Moving beyond the false dichotomy of FPGA solutions
  • Mike Schonberg, Director Market Data Technology, Quincy Data

“Build versus buy” is the question many teams set out to answer when first applying FPGA to a workload, but the answer is rarely so simple. Since third-party products seldom meet 100% of a firm’s requirements—yet every delay in deployment means unrealized profit—firms must blend off-the-shelf components with custom logic. But how should a manager draw the line between them? And what does that decision process look like? Using Quincy Data's first FPGA product as a working example, Mike will walk through an evolution from purchasing off-the-shelf offerings to outsourcing custom-made solutions to hiring an FPGA dev team. Along the way, he'll cover how each approach is necessary, point out lessons learned, and explain how an in-house team allows Quincy to blend custom IP with purchased components to deliver a better product.

STAC Update: Time series stacks
  • Peter Nabicht, President, STAC

Peter will present the latest benchmark results from software/hardware stacks for historical time series analytics and provide an update on streaming analytics benchmarks.

Additional topics to be announced

Discussions in fast data, big data, and big compute.

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May 19
2021-05-19 12:00:00
Moving compute to the network
  • Panelists to be announced soon

The STAC community is no stranger to the yin and yang of trading algorithms: increasing sophistication and decreasing latency. That is, competitive pressures require ever more complex decisions in increasingly tight timeframes. One critical factor in this race is the expanding range of processors capable of fast computation, but equally important is how close that computation can get to the network. The goal is to have as little standing between the trading venue and the trading decision as the laws of physics will allow. What is the state of the art today? Which kinds of computations can get significantly closer to the wire and which cannot? What innovations will shift that balance? Specifically, what role will CPUs, GPUs, FPGAs, matrix processors, DPUs, NICs, and switches play in this game? As logic moves deeper in into the network, how can a firm oversee it without creating lots of overhead? Our panel of experts will debate. Bring your thoughts and questions to explore the possibilities.

Overcoming data gravity: How to liberate applications from the pull of data stores
  • Panelists to be announced soon

A decade’s worth of moving compute to the data has led to great focus on "data gravity": the tendency of a data store to attract a mass of applications that need to be near to it. The concept is often invoked as an obstacle to moving data stores, such as from on prem to the cloud. But the challenge is broader: applications today must respond to many forces that oppose data gravity, such as the need to run wherever price-performance for compute is best or where proximity to other resources (e.g., an exchange matching engine) is crucial. As the number of workflows increases throughout an enterprise’s data centers and outside its firewalls, and as those workflows become increasingly elastic, how can storage architects best supply high-performance access to a wide array of datasets with years of history? What role do fat pipes, data tiering, and smart movement of datasets have to play? Join our panelists as they discuss how to accelerate time to insight using state-of-the-art storage architectures.

STAC Update: Simulation stacks
  • Peter Nabicht, President, STAC

Peter will present the latest benchmark results from technology stacks for compute-intensive simulations.

Additional topics to be announced

Discussions in fast data, big data, and big compute.

Innovation Roundups
May 18 - 19

A series of short presentations by vendors including:
Algo-Logic, Arista Networks, Avelacom, Beeks Financial Cloud Group, Bigstream, CDW Corporation, Cisco Systems, DDN Storage, Dell Technologies, Google, Intel Corporation, KX, LDA Technologies, Lenovo, Liquid-Markets-Holdings, Microsoft, NEC Corp., Nvidia, Panasas, Seven Solutions, Vast Data, Weka, and Xilinx.

Breakout Sessions
May 18 - 19

When registering, end users can choose from the following breakout sessions, subject to space limitations:

Architecture walkthrough with benchmark results: Unleashing KX KDB+ performance with Intel® Optane™ Persistent Memory (Intel) – 2 timeslots
The publication of the most recent Kx / Intel M3 Benchmarks unleashes the performance of kx. Learn what you should be considering in your efforts to achieve these levels of performance with Steve Scargall, Persistent Memory Software Architect, Intel, and Glenn Wright, Systems Architect, KX.

The intersection of compute, memory and networking in solving real-time data transaction and analytics workloads on-prem and in the cloud (Intel) – 2 timeslots
Modern data infrastructure must simultaneously support a company’s transactional and analytical workloads. In this talk, David Cohen, Intel Principle Engineer, will address the question: “How can the freshness of the data included in these analytics be maintained as transaction volumes increase?"

Deep dive: Ultra-low latency measurements with high precision time stamping (Cisco) – 2 timeslots
Nemanja Kamenica will cover how a high precision timestamping device is used to measure latency of ultra-low latency platforms.

Deep dive: Ultra-low latency Layer 3 application with FPGA based application platform Cisco Nexus 3550-T (Cisco) – 2 timeslots
Faraz Taifehesmatian will cover the ultra-low latency layer 3 application with Cisco’s next generation FPGA based Nexus 3550-T Programmable Switch Platform

The role of Vector Processors in accelerating heavy financial workloads with easy programming (NEC Corp) – 2 timeslots
The role of Vector Processors in accelerating heavy financial workloads with easy programming.

Demo: Easy to use Vector Processor for Machine Learning based Fraud Detection (NEC Corp) – 2 timeslots
Demo: Easy to use Vector Processor for Machine Learning based Fraud Detection

Product Demonstration: Accelerate pipelines with a hybrid cloud storage platform optimized for data mobility (Weka) – 1 timeslot
Data is increasingly becoming distributed, generated from multiple sources and stored in multiple locations, while the need for datacenter agility and flexibility are driving the need to rethink data storage strategies. Weka’s Limitless Data Platform makes data available to the applications where and when it is need for faster, more accurate analytics regardless of where your data is stored—on-premises, the Cloud, or a hybrid of both. By optimizing the S3 connection to object storage, Shimon Ben David, CTO will show how Weka enables data mobility and accelerates FinServ data pipelines.

Roundtable: Accelerate business intelligence and analytics data orchestration for containerized workloads (Weka) – 1 timeslot
Shailesh Manjrekar, Head of AI, leads a round table on improving application scalability and performance with an integrated, secure, simple, and agile data platform for containerized workloads. Weka’s Limitless Data Platform delivers a persistent storage platform for K8s and containers, supporting both stateful and stateless applications, to better orchestrate data management across the edge, core, and cloud. The platform is cloud-native, offering agility, security, and speed-to-market with class-leading performance.

Live Demo: Standardized operations of Layer 1 & FPGA platforms using Arista EOS (Arista) — 1 timeslot
The demo will introduce the Arista EOS (Extensible Operating System) on the 7130 low-latency devices showcasing how a standardized operating system improves operational simplicity.

Live Demo: The Next Generation of Low Latency Switching (Arista) — 1 timeslot
This demo will showcase a variety of performance tests for SwitchApp, Arista's new 7130-based, 1/10/40G Layer 2 low-latency switching application. It also includes a survey of EOS (Extensible Operating System) configuration and management features.

Deep dive: Low latency versus zero packet loss – design considerations (Napatech) — 1 timeslot
Jerry Eschweiler will cover the design trade-offs when building low latency NICs versus FPGA-based packet capture NICs.

Packet capture as the market moves to 100G and beyond (Napatech) — 1 timeslot
What are the issues encountered when moving from 10/40G to 100G? How to capture and accurately replay the recorded market data? Join Emiliano Rodríguez to explore these questions and more.

Product Demo: How to ride a White Rabbit? A step-by-step through sub-nanosecond time synchronization. (Seven Solutions) — 2 timeslots
A product demo showing how White Rabbit time synchronization devices work and their features. The HATI core that can be integrated in FPGA based devices to achieve sub-nanosecond accuracy is presented. Join Francisco Girela Lopez to learn more.

Live Demo: Discover how Sigasi Studio helps you deal with the complexity of HDL code (Sigasi) — 1 timeslot
This demo with Bart Brosens will show you how Sigasi Studio can help you to create and explore complex VHLD, Verilog, SystemVerilog and mixed language projects.

Live Demo: Discover how the graphical features of Sigasi Studio help you with exploring and creating your HDL code (Sigasi) — 1 timeslot
This demo with Bart Brosens will focus on the graphical features of Sigasi Studio when creating and exploring complex VHLD, Verilog, SystemVerilog and mixed language projects.

Deep Dive: Accelerated Algorithmic Trading (Xilinx) — 2 timeslots
Xilinx will provide a deep dive into the architecture of the new Accelerated Algorithmic Trading (AAT) reference design. Attendees can gain insights into possible configurations and how to evaluate or adopt AAT without prior FPGA experience using the Vitis platform.

Sessions tbd (VAST Data)
Details coming soon!

Sessions tbd (Enyx)
Details coming soon!


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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