LOW-LATENCY SUMMIT, OCTOBER 2013
BIOS IT is proud to introduce the latest in Supermicro’s range of HFT-optimised server solutions at this year’s Low Latency Summit: The Hyper-Speed Range, now powered by fastest Intel’s E5-2600 V2 series processors! Join us in at 1 America Square, London on October 8th to learn more!
In addition BIOS IT will be hosting an exclusive workshop for the Low Latency Summit delegates in partnership with Global Valuation, Mellanox and Supermicro:
TITLE: 'GPU accelerated Monte Carlo for portfolio valuation and simulation in partnership with BIOS IT, powered by Supermicro and Mellanox'
In this exclusive workshop, HPC experts from BIOS IT, Mellanox and Global Valuation will be discussing how in-memory software architectures for portfolio valuation and simulation are able to achieve several orders of magnitude greater performance than on traditional grid computing and middleware solutions. Delivered by BIOS IT and Global Valuation, the revolutionary Supermicro Hyperspeed architecture is based on large heterogeneous boards able to process entire global portfolios with millions of trades and thousands of counterparties with just a handful of nodes and superior performance.
START TIME: 14:30
- BIOS IT –High Frequency Trading and GPU platforms, by David Power, Head of HPC (10 minutes)
- Mellanox – High performance low latency networks and accelerated Monte Carlo Simulations with GPU Direct technology by Richard Hastie, Director, EMEA Financial Services (10 minutes)
- Global Valuation – Accelerating GPU based systems for Monte Carlo Simulations, by Claudio Albanese, CEO (30 minutes)
- Panel Discussion (10 minutes)
SPEAKER BIOGRAPHIES:
David Power
David Power heads up the High Performance Computing division at BIOS IT. He joined BIOS IT recently with over 10 years of experience deploying, tuning and developing on clusters. David conducted his research with the Bio-computing and Developmental Systems (BDS) group at the University of Limerick where his main interests included Distributed Genetic Algorithms (DGAs) and Grammatical Evolution (libGE). David specialises in developing industry leading HPC solutions as well as HPC deployments and integration, where he has been responsible for large scale complex technical projects encompassing a variety of HPC products and applications.
Richard Hastie
Richard is the EMEA Business Development Manager for Financial Services at Mellanox. Richard provides clients with industry-specific guidance/experience to help them identify opportunities where they can more effectively use information and information technology to generate intelligence and thus improve their business performance and create competitive advantage. For most of his career Richard has worked with strategic levels in “blue chip” enterprises to develop tailored solutions targeting specific customer needs or pain-points. Richard’s current focus is applying HPC principles to specialist areas such as MDD, HFT, Risk and other low-latency/compute-intensive FSI applications.
Claudio Albanese
In 2006 Claudio founded Global Valuation Limited (GVL), and introduced a novel approach to consistent portfolio processing based on cutting edge computer engineering and an innovative mathematical framework. He has been consulting on complex financial modelling issues and technology with a number of top financial institutions including Morgan Stanley, Credit Suisse, Merrill Lynch/Bank of America, Mitsubishi UFJ Securities and Bloomberg amongst others.
Start Date: Tuesday, 8 October 2013
End Date: Tuesday, 8 October 2013
Location: 1 America Square, London
Stand details: TBC