Online Seminar | FPGA technology and its application within Finance
25 November 2020, 11:30 am–12:30 pm
Dr Marcus Perrett, financial technology expert, will explore the application of Field Programmable Gate Arrays within high-frequency trading environments and discuss the drivers for advancements in latency along with execution speeds in trading algorithms.
This event is free.
- All | UCL staff | UCL students
Robert Thompson – Institute of Communications and Connected Systems
FPGA technology and its application within Finance
Within some industries it is obvious or apparent where high-performance software and hardware-based systems, such as those built on Field Programmable Gate Array (FPGA) technology, are implemented; some examples are telecommunications and military. However, within financial markets, there is a longstanding technology challenge pertaining to trading speed and in particular the latency of orders to a given marketplace which is not well known or documented.
This talk explores the application of high-performance software and FPGA technology in use within finance, specifically focusing on servicing the High Frequency Trading or HFT community who are specifically sensitive to performance. Further, a brief discussion will be presented on why latency of orders and increased speed of execution in trading algorithms is desirable for High Frequency Traders.
This session will be chaired by: Izzat Darwazeh
Attending the seminar
The Seminar will be held on the Zoom platform. Details of how to access Zoom can be found on their website.
Please click this URL to join. Zoom Webinar
Webinar ID: 960 8456 5096
Password: Will be distributed to ICCS members, others are welcome to join and the password can be requested by email.
About the ICCS online seminar series
The ICCS seminar series is designed to bring together members of our community who are currently away from our home in Bloomsbury and distributed across the world. The Seminars are being curated to provide academic exploration and inspiration, offering insights into a range of topics surrounding communications and connected systems. Topics will either explore subjects close to the work of our academics or introduce wider concepts from experts in the global academic and industrial community.
If you wish to suggest a future topic or speaker please use the link below, speakers could be from academia, industry, within ICCS/UCL or from further a field.
The seminar will begin with a presentation aimed at a technical audience, but at a level that will be accessible to those from a range of engineering disciplines. Speakers have been asked to end their presentations with a technical challenge or delving deeper into the content to engage those more invested in the topic.
The seminar series is designed to offer a compact exploration of ranging topics and is therefore short in format. The presentation will run for 15 - 30 minutes, followed by 15 minutes of questions.
Suggest a topic or speaker
About the Speaker
Global Head of LSET Development at Instinet
Dr Marcus Perrett is a world renowned financial technology expert, specifically focused on trading systems within capital markets. Marcus completed his EngD at UCL in 2012 working on the advanced Spectrally Efficient Frequency Division Multiplexing (SEFDM) system under Profressor Izzat Darwazeh, while working as head of innovation for a global manufacturing company.
Marcus has since held a number of senior technology posts and was previously CTO of Fixnetix where he oversaw the product, platform and development of all Fixnetix offerings. He holds several patents within the financial technology area, including the first application of cache-coherent FPGA/CPU targeted for multi-asset ultra-low latency trading.
Before joining Instient, Marcus was CTO at Cobalt, and was responsible for the technology stack, driving innovation and expanding the product portfolio. Now at Instinet, Marcus leads firm-wide low-latency technology teams and products globally, which includes high performance software and FPGA-based trading systems, which service the latency sensitive trading community.