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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.
Event Information
Open to
- All | UCL staff | UCL students
Availability
- Yes
Cost
- Free
Organiser
-
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.
ICCS Chair
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 Speaker
Marcus Perrett
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.