FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä

Ultranopeassa automatisoidussa kaupankäynnissä (HFT) aika on rahaa ja jo millisekunnin etu kilpailijoihin nähden voi tuottaa suurenkin voiton. Optimoinnin HFT-järjestelmän joka osissa nopeuttavat järjestelmää. FPGA-piirien käyttö voi nopeuttaa HFT-järjestelmää huomattavasti. Erityisesti FPGA-piiri s...

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Main Author: Leinonen, Jyri
Other Authors: Informaatioteknologian tiedekunta, Faculty of Information Technology, Informaatioteknologia, Information Technology, University of Jyväskylä, Jyväskylän yliopisto
Format: Bachelor's thesis
Language:fin
Published: 2012
Subjects:
Online Access: https://jyx.jyu.fi/handle/123456789/40846
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author Leinonen, Jyri
author2 Informaatioteknologian tiedekunta Faculty of Information Technology Informaatioteknologia Information Technology University of Jyväskylä Jyväskylän yliopisto
author_facet Leinonen, Jyri Informaatioteknologian tiedekunta Faculty of Information Technology Informaatioteknologia Information Technology University of Jyväskylä Jyväskylän yliopisto Leinonen, Jyri Informaatioteknologian tiedekunta Faculty of Information Technology Informaatioteknologia Information Technology University of Jyväskylä Jyväskylän yliopisto
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description Ultranopeassa automatisoidussa kaupankäynnissä (HFT) aika on rahaa ja jo millisekunnin etu kilpailijoihin nähden voi tuottaa suurenkin voiton. Optimoinnin HFT-järjestelmän joka osissa nopeuttavat järjestelmää. FPGA-piirien käyttö voi nopeuttaa HFT-järjestelmää huomattavasti. Erityisesti FPGA-piiri soveltuu markkinasyötteen käsittelyyn. FPGA-piireillä savutetaan 5-22 kertainen nopeus yleiskäyttöiseen suorittimeen nähden markkinasyötteen käsittelyssä In high-frequency trading (HFT) time is money. Even a one millisecond advance to other traders can bring huge wins to the HFT system. Optimazations in different parts of the HFT system can make system faster. Using FPGAs signifacantly decreases latency in the HFT system. FPGA is especially well fit in to decoding and handling market data. FPGAs are 5-22 times faster in decoding market data protocols than normal CPUs.
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spellingShingle Leinonen, Jyri FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä FPGA HFT High-frequency trading ultranopea automatisoitu kaupankäynti Tietotekniikka Mathematical Information Technology
title FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä
title_full FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä
title_fullStr FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä
title_full_unstemmed FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä
title_short FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä
title_sort fpga piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä
title_txtP FPGA-piirien hyödyntäminen ultranopeassa automatisoidussa kaupankäynnissä
topic FPGA HFT High-frequency trading ultranopea automatisoitu kaupankäynti Tietotekniikka Mathematical Information Technology
topic_facet FPGA HFT High-frequency trading Mathematical Information Technology Tietotekniikka ultranopea automatisoitu kaupankäynti
url https://jyx.jyu.fi/handle/123456789/40846 http://www.urn.fi/URN:NBN:fi:jyu-201302011145
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