Efficient Event Processing through Reconfigurable Hardware for Algorithmic Trading

نویسندگان

  • Mohammad Sadoghi
  • Hans-Arno Jacobsen
  • Martin Labrecque
  • Warren Shum
  • Harsh Singh
چکیده

In this demo, we present fpga-ToPSS (Toronto Publish/Subscribe System Family), an efficient event processing platform for highfrequency and low-latency algorithmic trading. Our event processing platform is built over reconfigurable hardware—FPGAs—to achieve line-rate processing. Furthermore, our event processing engine supports Boolean expression matching with an expressive predicate language that models complex financial strategies to autonomously buy and sell stocks based on real-time financial data.

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عنوان ژورنال:
  • PVLDB

دوره 3  شماره 

صفحات  -

تاریخ انتشار 2010