HPC=Grid+Data+FPGA

I was kindly invited by Platform Computing to give a presentation at the their European Grid Conference PGC06 last October. I've just made this deck and others available on the Enhyper subversion share under decks. You can download the powerpoint presentation here HPC=Grid+Data+FPGA. The abstract for the pitch is below:

High Frequency Finance demands an infrastructure that can supply large quantities of computational resource plus the delivery of multidimensional, arbitrary precision data to applications at scalable rates, in a platform independent manner.

Statistical analysis techniques for pricing and risk measurement also require significant algorithmic performance. This is being delivered by multi-core processors, however, the quest for low-latency is driving the emergence of algorithms in silicon using Field Programmable Gate Array techniques.

The traditional approach to application and data engineering has been client/server glued together with delimited files and relational databases. These technologies are increasingly being surpassed by grid enabled; in-memory applications combined with FPGA based algorithms.

This was immediately after some friends at Celoxica had run a trial of BGM in one of the tier 1's - a trial that has since been emulated in academia by Wayne Luk et al as outlined in this paper entitled Reconfigurable Acceleration for Monte Carlo based Financial Simulation. The problem with academics is that, to quote Dr Duncan Shaw, "they have 98% of the time but only 2% of the data, whereas it's the reverse for the practitioner". There are better ways of skinning this particular cat which could have significantly improved the performance...