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.
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.