Lunch Lecture: Optiver
Essentially all big challenges in modern software engineering require a high throughput of data: as much data as possible must be processed per second. Networking infrastructure, processor design, and computation specific devices are all designed with exactly this in mind. Such architectures gladly sacrifice some latency to improve their throughput. How then do you go about designing a system that needs to respond as quickly as possible to some infrequent event?
Some strategies employed by market makers like Optiver require an ever lower latency to effectively compete with other market makers. Realizing such a system in a world where all hardware and tools are designed with high throughput in mind presents unique technical challenges.
In this lunch lecture Pieter Staal will explore these challenges and how to solve them using three examples: processor's and caching, networking switches, and FPGAs.
Who, what, where, when...
- Committee for Lectures and Excursions
- Lunch Lecture: Optiver
- Tuesday 17 January 2023 from 12:45 until 13:30