FPGAs & autoquoting
September 23, 2006
NewYorkScot summarises the High Performance on Wall St conference. Nice one! I guess we won’t be putting our pricing engine on FPGA any time soon. While minimal latency pricing is critical for fixed income autoquoting systems, flexibility is top priority too. Those crazy traders want to twiddle their pricing models intraday. And they want new pricing models all the time too…
Coding the markets 