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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.


Enhyper's Blog

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Why are you still using SVN?

May 7, 2015 Comments (0)

I've worked in several large organisations who hate change and seem to have no idea about the current advances in tooling. Most large organisations seem stuck in a time warp, reliant on SVN, CVS and even PCVS.  This makes these organisations unattractive as employers but that's another post. So I'll expand this list over time, but here's some simple reasons to move to gitBranching: SVN branching is complex. Merging branches is difficult if not impossible. Git was designed for easy...

PAPI - Performance API

May 14, 2012 Comments (0)

PAPI The Performance API (PAPI) project specifies a standard application programming interface (API) for accessing hardware performance counters available on most modern microprocessors. These counters exist as a small set of registers that count Events, occurrences of specific signals related to the processor's function. Monitoring these events facilitates correlation between the structure of source/object code and the efficiency of the mapping of that code to the underlying...

netmap - user space NIC ring buffer

March 21, 2012 Comments (0)

netmap looks promising but it's about to be blown away by the ability to inject packets into L3 cache in the next iteration of Intel chips which have DCA - direct cache access

John Nolan on FPGA and GPU

March 21, 2012 Comments (0)

A good overview of FPGA and GPU technology in this presentation http://www.infoq.com/interviews/nolan-hardware-acceleration


March 21, 2012 Comments (0)

The LEON3 is a synthesisable VHDL model of a 32-bit processor compliant with the SPARC V8 architecture. The model is highly configurable, and particularly suitable for system-on-a-chip (SOC) designs. The full source code is available under the GNU GPL license, allowing free and unlimited use for research and education. LEON3 is also available under a low-cost commercial license, allowing it to be used in any commercial application to a fraction of the cost of comparable IP cores. The LEON3...

Waters European Trading Architecture Summit 2011

March 21, 2012 Comments (0)

Some feedback from this event which I attended today. Event http://events.waterstechnology.com/etas Infrastructure Management: Reducing costs, Improving performance, Professor Roger Woods, Queens University, Belfast Prof Woods gave an impassioned talk about a tool that he has developed which takes c++, allows you to navigate the code and identify subsystems which you can target to run on hardware or emulation of hardware. He worked on the JP Morgan collaboration with Maxellor and...

HFT World 2011 and intro

March 21, 2012 Comments (0)

Finally my first post to the Enhyper blog, on a rainy Sunday afternoon. I've just returned from speaking at HFT World 2011 in Amsterdam. Turnout wasn't as large as I expected, however, there was some good discussion around what the future is likely to hold. I shared some of my views on embracing the end-to-end principle with Mike O'Hara from the High Frequency Trading Review, and I'll return to this post to set some of those views down in blog space a bit later. My background's in IP/telecoms...

Thomson Reuters Expert Session

March 21, 2012 Comments (0)

I was kindly invited to give an expert session by Thomson Reuters when I was between assignments. I gave an hour presentation which has been edited into four sessions: On the FX Business Model http://thomsonreuters.na4.acrobat.com/p72695781/ On FX and the OTC Market http://thomsonreuters.na4.acrobat.com/p97524929/ On High Frequency Trading http://thomsonreuters.na4.acrobat.com/p67792422/ On FX Strategies http://thomsonreuters.na4.acrobat.com/p10287782/ I'm now gainfully employed so back to...

Global Connectivity Vendor Selection

March 21, 2012 Comments (0)

TeleGeography produce a topological map of submarine cables which is of interest to hft firms. There are many aspects to consider when procuring global connectivity. Before you choose a suppler, perhaps some important questions to ask are: What are the fibre miles versus physical miles of long haul links How do you measure your quoted latencyWhat is your underlying network technology and how is it provisioned What network equipment do you use for your core network How many hardware queues on...

Cavium Octeon II

March 21, 2012 Comments (0)

Met with Barry, CTO of Tervela on Friday. He recommended taking a look at the Cavium Octeon II NPU card which has 32 cores, a C like interface and shiny new architecture.