摘要:
An integrated order management engine is disclosed that reduces the latency associated with managing multiple orders to buy or sell a plurality of financial instruments. Also disclosed is an integrated trading platform that provides low latency communications between various platform components. Such an integrated trading platform may include a trading strategy offload engine.
摘要:
Systems and methods are disclosed herein that compute trading signals with low latency and high throughput using highly parallelized compute resources such as integrated circuits, reconfigurable logic devices, graphics processor units (GPUs), multi-core general purpose processors, and/or chip multi-processors (CMPs). The trading signals can be summarized over time durations to create derived summaries of the trading signals. These derived summaries can be communicated with one or more data consumers.
摘要:
Systems and methods are disclosed herein that compute trading signals with low latency and high throughput using highly parallelized compute resources such as integrated circuits, reconfigurable logic devices, graphics processor units (GPUs), multi-core general purpose processors, and/or chip multi-processors (CMPs). For example, a liquidity indicator that indicates a presence of a hidden order for a financial instrument can be generated based on processing of streaming financial market data that operates to detect the existence of hidden orders within the financial market data.
摘要:
Disclosed herein is a method and system for accelerating the generation of pattern indexes. In exemplary embodiments, regular expression pattern matching can be performed at high speeds on data to determine whether a pattern is present in the data. Pattern indexes can then be built based on the results of such regular expression pattern matching. Reconfigurable logic such a field programmable gate arrays (FPGAs) can be used to hardware accelerate these operations.
摘要:
Methods and systems for processing financial market data using reconfigurable logic are disclosed. Various functional operations to be performed on the financial market data can be implemented in firmware pipelines to accelerate the speed of processing. Also, a combination of software logic and firmware logic can be used to efficiently control and manage the high speed flow of financial market data to and from the reconfigurable logic.
摘要:
Methods and systems for processing financial market data using a reconfigurable logic device are disclosed. Various operations such as basket calculation and volume weighted average price (VWAP) operations can be performed on the financial market data using firmware logic deployed on the reconfigurable logic device to accelerate the speed of processing.
摘要:
A high speed technique for options pricing in the financial industry is disclosed that can provide both high throughput and low latency. Parallel/pipelined architectures are disclosed for computing an option's theoretical fair price. Preferably these parallel/pipelined architectures are deployed in hardware, and more preferably reconfigurable logic such as Field Programmable Gate Arrays (FPGAs) to accelerate the options pricing operations relative to conventional software-based options pricing operations.
摘要:
Disclosed herein is an improved architecture for regular expression pattern matching. Improvements to pattern matching deterministic finite automatons (DFAs) that are described by the inventors include a pipelining strategy that pushes state-dependent feedback to a final pipeline stage to thereby enhance parallelism and throughput, augmented state transitions that track whether a transition is indicative of a pattern match occurring thereby reducing the number of necessary states for the DFA, augmented state transition that track whether a transition is indicative of a restart to the matching process, compression of the DFA's transition table, alphabet encoding for input symbols to equivalence class identifiers, the use of an indirection table to allow for optimized transition table memory, and enhanced scalability to facilitate the ability of the improved DFA to process multiple input symbols per cycle.
摘要:
Disclosed herein is a method and system for integrating an enterprise's structured and unstructured data to provide users and enterprise applications with efficient and intelligent access to that data. Queries can be directed toward both an enterprise's structured and unstructured data using standardized database query formats such as SQL commands. A coprocessor can be used to hardware-accelerate data processing tasks (such as full-text searching) on unstructured data as necessary to handle a query. Furthermore, traditional relational database techniques can be used to access structured data stored by a relational database to determine which portions of the enterprise's unstructured data should be delivered to the coprocessor for hardware-accelerated data processing.
摘要:
A system and method for inspecting a data stream for data segments matching one or more patterns each having a predetermined allowable error, which includes filtering a data stream for a plurality of patterns of symbol combinations with a plurality of parallel filter mechanisms, detecting a plurality of potential pattern piece matches, identifying a plurality of potentially matching patterns, reducing the identified plurality of potentially matching patterns to a set of potentially matching patterns with a reduction stage, providing associated data and the reduced set of potentially matching patterns, each having an associated allowable error, to a verification stage, and verifying presence of a pattern match in the data stream from the plurality of patterns of symbol combinations and associated allowable errors with the verification stage.