Evolution of Trading

Faster, Smarter, Better!

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Three sources of alpha

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Information

Structuring

Prediction

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Information

 

 

 

Short term

Structuring

 

 

 

Medium term

Prediction

 

 

 

Long term

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three ways of making money in financial markets

Information
Speed
Short term		 These trades work most of the time. They make a little bit of money, when they do. They are consistently profitable but not very scalable.
Structuring
Stat-Arb
Lead/Lag
Medium term		 Works a fair bit of the time. Works particularly well when volatility and risk in the market is low. Reasonable scale, about 3% to 5% of annual alpha.
Prediction
View-based
Long term		 These trades are typically very few, but when they work, they are very big winners. This is traditionally what 

How to quickly derive information from data

  • Using FPGA to code up trading strategies
  • Low latency network interfaces
  • High performance application programming in C++
  • A low-latency communication network e.g. microwave

Now that we understood where it fits in, let's look at FPGA and why it is used in trading today ...

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Let's learn together

Our aim here at FinTech - DataScience - NY/JC meetups is for people to come together and share with others what they have learned, towards building a better future.

If you want to want to present at our meetups please email at community@qplum.co

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The evolution of trading and FPGA

By Gaurav Chakravorty

Source: Mitul Shah

The evolution of trading and FPGA

The evolution of trading, the three sources of returns in financial markets, and the state of the art in trading based on information processing. Olivier Baetz will talk about FPGA and its critical role in high speed trading infrastructure.

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