Monday, August 28, 2006

More on the Application of FPGAs, ASICs, GPUs, etc... to Finance

After last week's post on FGPAs, I've talked with a number of people over the past week about high performance quant operations in hardware and have happened on a few more variations on the theme.

Accelogic was the first vendor that got me turned on to FPGAs.

Mark's post about pushing C code down into both FPGAs and ASICs points out Celoxica.

FPGA Journal and The Structured ASIC Association

Mike Roberts gave me a heads up on Altera who he knows from a previous life.

Chris Donnan alerted me to an interesting application of GPUs to the Folding at Home problem.

And last but not least, some more reading on the application of the FFT in Jump Diffusion.

I'm also guessing that this silicon should be on the agenda at the World Congress on Computational Finance.