May 01, 2015, at 09:02 UTC
Having applied FPGAs in space3, and in finance to implement the World's Fastest Matching and Crossing Engine (i.e. Exchange), I believe that the next really exciting challenge is to employ this amazing technology to AI/ML.
This field also brings to life some core-aspects of my Ph.D. that was focused on using FPGAs to accelerate the heart of most AI algorithms, i.e. finding the vector (x) that minimises the error of systems of linear equations (Ax = b) subject to a certain constraints (x ≤ c).
Checkout Carlos Faham's page for little more insight into the kinds of problems we are solving.
October 14, 2014, at 12:00 UTC
Since this was mainly targeted at students, this presentation focused on a myriad of applications of FPGAs in this industry. These applications ranged from simple use-cases like kill-switches to all the way to complete Trading-Systems-on-a-Chip.
This talk also explained why, everything being equal, traders prefer to go to the fastest exchange.
March 20, 2014, at 22:05 UTC
Last week, I was in New York for the first conference exclusively dedicated to Python for Quants.
This was a phenomenal event that brought together some of the best quants and technologists in the field, including the masterminds behind Athena (JP Morgan) and the Quartz (BAML) platforms.
My talk lasted for a little less than an hour and was focused on giving a broad overview on Bitcoin. It started by describing common concerns, misconceptions, and media confusion. Then it went into detailing the key technologies that were combined to enable this remarkable innovation. This technical part was followed by a section describing a number key analytics and statistics. Finally, the focus was set on the wonderful new services that this crypto-currency is enabling.
July 26, 2012, at 23:51 UTC
For almost a year, I have been working for Morgan Stanley, and the work has been so captivating that I have not had any time to maintain any of my websites...
March 08, 2011, at 07:42 UTC
Life has changed quite drastically since joining J.P. Morgan Chase almost a year ago. Since then, I have been on a psychedelic trip involving all sorts of wonderful and weird things. These include Vanilla flavors; wicked Japanese Uridashis; traders clamoring across the room; going to work before dawn and returning after sunset; getting to wear cufflinks and not getting weird looks; knowing that it is Friday because one particular guy is wearing a flowery shirt; etc; and getting to hang out with some really extraordinary individuals.
Antonio Roldao © 1995-2018