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Re:Ask HN: Have you ever regretted working on a product? by lordnacho on Wednesday November 21, 2018 @05:26AM (#18501534)
I'd say AVX512 is maybe not so great, because it can cook your CPU to the point where it slows down the clock. AVX2 probably required. But above all test. Have a bunch of compilers, read about all the options, see what is fastest.

FPGA feed handlers are common, but now that can also be rented.

Whether you're using GPUs depends on what you're up to. A lot of the strategy testing requires a bunch of computing power but not speed. You then take your conclusions and implement something fast that doesn't necessarily use the GPU.

Realtime, but soft real time. It's not like a vehicle ABS system where you have to brake within x milliseconds or someone gets killed. I've seen places where they see the degradation over time and eventually decide it's time for the newest hardware, again.

Re:Ask HN: Have you ever regretted working on a product? by exikyut on Wednesday November 21, 2018 @06:26AM (#18501848)
Ah, I see. That reminds me of https://stackoverflow.com/questions/8389648/ (7 years ago, just normal AVX).

I also just found http://redd.it/8dhp7q asking about AVX512 slowdowns too.

TIL about FPGA feed handlers. (http://redd.it/56tw4n, one of the first hits for the term, was mildly interesting)

Hmm, good point about not needing speed. Yeah, 24 execution units each capable of 3 billion ops/sec is probably more performance than is needed :)

Interestingly, I would have imagine HFT as needing ABS-style hard realtime. But no, it neither needs that nor is simple enough to be encapsulated by that sort of embedded-style approach.