High-Performance Hardware-Accelerated Exchange Matching System
January 1, 2012Silfur Capital, LLC Engineering, 2011-12
Liaison(s): John Benediktsson ’01
Advisor(s): Ruye Wang
Students(s): James Parks (TL-S), Eric Zhang (TL-F), Chris Lauinger (S), Nash Witkin (S), Max Friefeld (F), Parker Martin (F)
The Silfur Capital team is tasked with the implementation of a hardware-based financial exchange matching engine. The team investigates the potential optimizations of financial exchanges, particularly in the area of latency and throughput, by utilizing the hardware design space. By creating a low-latency high-throughput exchange, the project aims to increase the efficiency of our financial markets in a cost-effective manner.