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Online Seminar | FPGA technology and its application within Finance

25 November 2020, 11:30 am–12:30 pm

Image of Bank rendered digitally appearing out of a computer with many graphs etc.

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 | Ïã¸ÛÁùºÏ²Ê staff | Ïã¸ÛÁùºÏ²Ê 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 marketplaceÌýwhich 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,Ìýa brief discussionÌýwill be presented on why latency of orders and increased speed of execution inÌýtrading algorithms is desirable for High Frequency Traders.

ICCS Chair

This session will be chaired by: Izzat Darwazeh


Attending the seminarÌý

The Seminar will be held on the Zoom platform.

Please click this URL to join.
Webinar ID: 960 8456 5096
Password: Will be distributed to ICCS members, others are welcome to join andÌýthe password can be requested by email.

Request password

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, offeringÌýinsights into a range of topics surrounding communications and connected systems. Topics will either explore subjectsÌýclose to the work of our academics or introduce wider concepts from experts in the global academic and industrialÌýcommunity.

If you wish to suggest a future topic or speaker please use the link below, speakers could be from academia, industry, within ICCS/Ïã¸ÛÁùºÏ²Ê or from further a field.

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The seminar will begin with a presentationÌýaimed at a technical audience, but at a level that will be accessible to those from a range of engineering disciplines.ÌýSpeakers have been asked to end their presentations with a technical challengeÌýor delving deeper into the content to engage those more investedÌýin the topic.Ìý

The seminar series is designed to offer a compact exploration of ranging topics and is therefore short in format.ÌýThe presentation will run for 15 - 30 minutes, followed by 15 minutes of questions.
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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 Ïã¸ÛÁùºÏ²Ê 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.Ìý

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.Ìý

Before joining Instient, Marcus was CTO at Cobalt, and was responsible for the technology stack, driving innovation and expanding the product portfolio.ÌýNow 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.Ìý