The Deployment of oneAPI Based on FPGA in Financial Field
This paper introduces the financial acceleration application of FPGA developed with high-level language OpenCL. It includes how to understand and practice the development of FPGA in high-level language from the perspective of software personnel, and some financial acceleration products and practices developed by Guotai Junan Securities using OpenCL in recent years, including Monte Carlo European option pricing, Shanghai and Shenzhen stock market decoding, hardware option risk control, market decoding based on mirrored Ethernet frames, and so on.
Speaker(s)
Jingwei Zou - Quantitative Trading System Development Engineer at Guotai Junan Securities
Senior development engineer of Guotai Junan Securities Co., Ltd., master of Shanghai Jiaotong University, responsible for FPGA financial acceleration project and high-frequency quantitative trading system project, has rich practical experience in hardware acceleration, high-frequency trading, software and hardware optimization. With many years of FPGA development experience in OpenCL/oneAPI, he is responsible for financial acceleration projects such as market decoding, risk control, and derivatives pricing.
