STAC Summit, 13 Nov 2019, London

STAC Summits

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STAC Summits bring together CTOs and other industry leaders responsible for solution architecture, infrastructure engineering, application development, machine learning/deep learning engineering, data engineering, and operational intelligence to discuss important technical challenges in trading and investment.

Come to hear leading ideas and exchange views with your peers.






Partial Agenda

We're in the process of finalizing some really great content for this event.
To see complete agendas from past STAC Summits, click here.

 

Big Compute Big Compute

Fast Compute Fast Compute

Big Data Big Data

Fast Data Fast Data

 


STAC Update: Big computeBig Compute   
 
  • Michel Debiche, Director of Analytics Research, STAC

Michel will discuss the latest research and activities in compute-intensive workloads such as deep learning and derivatives risk.

STAC Update: Big dataBig Data   
 
  • Michel Debiche, Director of Analytics Research, STAC

Michel will discuss the latest research and activities in data-intensive workloads such as tick analytics and backtesting.

Additional analytics technology sessions to be announcedBig Data   Big Compute   
 

 

 

Drinking from the firehose: streaming ingest benchmarksBig Data   Big Compute   
 
  • Peter Lankford, STAC
  • Edouard Alligand, QuasarDB

Most of the fast data that flows through a financial organization winds up as big data. That is, it's captured in a database somewhere for analysis, either immediately or later. But the process of ingesting high-volume streaming data and making it available through visualizations or query interfaces is challenging and getting more so. This session will examine empirical data from two examples in this problem domain. First, Peter will present a benchmarking project on a visualization system designed specifically for realtime streaming data. Then he and Edouard will present a prototype of database ingest tests using event-driven datastreams, which will be proposed for consideration by the STAC-M3 Working Group.

STAC Update: Fast DataFast Data
 
  • Peter Lankford, Founder & Director, STAC

Peter will discuss the latest research and activities in latency-sensitive workloads such as tick-to-trade processing.

How hard could it be? Understanding network traffic at the picosecond level Fast Data   
 
  • Dr Matthew Grosvenor, Senior Vice President Technology, Exablaze

The proliferation of double-digit nanosecond (FPGA based) trading systems is forcing firms to measure things at finer and finer accuracies. Several vendors now offer sub-nanosecond or “picosecond-scale” network measurement technologies. Firms that make use of such technologies need to consider what other changes, if any, they need to make to their measurement infrastructure as a result. Is it feasible to simply “drop in” picosecond scale network measurements, or are fundamental changes in thinking required? In this session, Matthew will offer theoretical and practical viewpoints on the implications of picosecond-scale network measurement techniques. To illustrate these, he will refer to Exablaze’s work with STAC to “upgrade” certain STAC benchmarks to accuracies better than a nanosecond.

Why accuracy-driven markets will transform tradingFast Data   Fast Compute   
 
  • Dr David Snowdon, Director of Engineering, Arista

As we've discussed many times at STAC, liquid markets have been in a positive-feedback loop between determinism and latency for the last several years. In an effort to improve fairness, exchanges and other trading venues have become more deterministic, increasing the likelihood that orders that arrive first are executed first. Reducing this uncertainty for trading firms has increased the return those firms can get from reducing their latencies by small increments. The more these firms reduce their tick-to-trade latencies, the larger the impact that small uncertainties in trading venue processing can have on fairness, hence the more pressure venues feel to improve determinism even further. According to Dave, some venues see a way out of this vicious cycle: much more accurately determining which orders arrived first. To the extent this is possible (and Dave will present evidence that it is), venue applications can use these arrival times to determine execution order, thus relaxing the need for deterministic infrastructure. But what will this imply for trading firms? Will this simply replace the determinism-latency cycle with an accuracy-latency cycle that is perhaps even more demanding? Come to hear Dave’s view and join in the discussion.

Additional trade-flow technology sessions to be announcedFast Data   Fast Compute   
 

 

 

~5:00pm Networking Reception

About STAC Events & Meetings

STAC meetings bring together industry leaders to focus on challenging areas of financial technology. They range from large in-person gatherings (STAC Summits) to webinars and working group teleconferences. 

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