Muse - Artificial Intelligence

May 01, 2015, at 09:02 UTC

After 5 years of working alongside some extraordinary individuals1 on some elite systems2, the time has come to step-up to the CTO role at an ambitious start-up.

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.

Field Programmable Gate Arrays in Finance

October 14, 2014, at 12:00 UTC

As part of a Morgan Stanley's recruitment effort, I was invited to give a talk about Field Programmable Gate Arrays in Finance at my alma mater - Imperial College London.

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.

Bitcoins Talk at Python for Quants

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.

Special thank you to the organisers, James Powell and Dr. Yves Hilpisch, for hosting this extraordinary event and for the invitation to give this talk.

First-class Business in a First-class Way!

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...

I work for J.P. Morgan Chase

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.

I have integrated the Analytics Strategies Group which is responsible for the Core functionalities of Athena:

"Athena is J.P. Morgan's cross-market risk management and trading system. It is currently used in our foreign exchange and commodities businesses, and is being rolled out more broadly across our fixed income businesses. Athena includes a globally replicated object-oriented database, a powerful dependency graph and a fully integrated stack across pricing, risk and trading tools. The code is a combination of Python, C++, and Java: C++ and Java for speed, and Python for flexibility and rapid but controlled releases. Athena is designed to pull developers close to the business to help increase revenues while improving operational processes and controls to reduce costs." - J.P. Morgan Chase.

Antonio Roldao © 1995-2018