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High Performance Technologies for Trading

High Performance Technologies for Trading The highly specialised realm of high frequency trading without doubt is a great driver for a range of high performance technologies that are becoming essential tools for Wall Street. More so than the now somewhat pedestrian algorithmic trading and analytics/pricing applications that are usually cited as the reason that HPC is hitting the financial markets, the world of high frequency pushes all of the barriers, all of the way.

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Very interesting white paper and perspectives. There are a couple of developments in low latency interconnects that will be interesting to your readers: The InfiniBand Trade Association last week announced a new specification for RDMA over Converged Ethernet (RoCE). This new specification makes it possible to run the InfiniBand RDMA transport service directly on top of a Layer 2 Ethernet fabric; no need for TCP or a network layer. By so doing, we are bringing much lower latency to Ethernet and introducing a solution directly addressing the points that Vikram Mehta made about the need for minimum hop layer 2 networks. It also reaps the efficiency benefits typical of 'stack bypass' solutions. You can learn more about RoCE at the IBTA's website www.infinibandta.org, or by contacting me directly. The IBTA also recently announced the release of a new minibook called Introduction to InfiniBand for End Users. This publication is aimed directly at end users like A-Team readers and explains exactly how RDMA architecture brings value in low latency environments. I served as author for the book and would welcome any comments or questions from your readers. The book can be downloaded for free from the IBTA's website. Paul Grun Chief Scientist, System Fabric Works, Inc. pgrun@systemfabricworks.com Chair, IBTA RoCE Task Group

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