There are a number of videos on mathematics, data science, machine learning/artificial intelligence, software programming, and related hardware.
On this page we have put together a list of videos that we find particularly useful in our work. This list by its very nature incomplete and subjective, but we hope that our customers will find it as useful as we do.
Presenter: W. Gilbert Strang
University: MIT
Course: 18.06 Linear Algebra, Spring 2005
Lecture 1: The Geometry of Linear Equations
Abstract:
This is a basic subject on matrix theory and linear algebra. Emphasis is given to topics that will be useful in other disciplines, including systems of equations, vector spaces, determinants, eigenvalues, similarity, and positive definite matrices.
Resources:
View the complete course at: http://ocw.mit.edu/18-06S05
Presenter: Denis Auroux
University: MIT
Course: 18.02 Multivariable Calculus, Fall 2007
Lecture 1: Dot product
Abstract:
This course covers vector and multi-variable calculus. It is the second semester in the freshman calculus sequence. Topics include vectors and matrices, partial derivatives, double and triple integrals, and vector calculus in 2 and 3-space.
Resources:
View the complete course at: http://ocw.mit.edu/18-02F07
Presenter: Stephen Boyd
University: Stanford University
Course: EE 364A Convex Optimization I
Lecture 1: Convex Optimization I
Abstract:
Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in engineering. Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems. Optimality conditions, duality theory, theorems of alternative, and applications. Interior-point methods. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering.
Resources:
Complete playlist for the course: http://www.youtube.com/view_play_list?p=3940DD956CDF0622
Course website: http://www.stanford.edu/class/ee364
Presenter: Carl Cook, Ph.D.
Company: Optiver
Conference: CppCon 2017
Abstract:
Automated trading involves submitting electronic orders rapidly when opportunities arise. But it’s harder than it seems: either your system is the fastest and you make the trade, or you get nothing.
This is a considerable challenge for any C++ developer—the critical path is only a fraction of the total codebase, it is invoked infrequently and unpredictably, yet must execute quickly and without delay. Unfortunately we can’t rely on the help of compilers, operating systems and standard hardware, as they typically aim for maximum throughput and fairness across all processes.
This talk describes how successful low latency trading systems can be developed in C++, demonstrating common coding techniques used to reduce execution times. While automated trading is used as the motivation for this talk, the topics discussed are equally valid to other domains such as game development and soft real-time processing.
Resources:
Presentation slides, PDFs, source code, and other presenter materials are available at: https://github.com/CppCon/CppCon2017
Presenter: Nimrod Sapir
Company: qSpark
Conference: Core C++ 2019
Abstract:
When developing a high frequency environment, every transaction is a race against the clock and against other players in the market. Therefore, your critical flow can never be “fast enough” as long as someone else may be faster. In this lecture I will cover some of the techniques qSpark’s trading infrastructure uses to survive in the HFT jungle, and will discuss in detail one of our main techniques: using dummy operations to warm up the instruction cache for critical operations while avoiding branch mid-predictions.
Resources:
Slides can be found at http://bit.ly/cpp19le
Presenter: John Lockwood
Company: Algo-Logic
Conference: Hot Interconnects 2012 conference in Santa Clara
Abstract:
In this video, John Lockwood from Algo-Logic presents: A Low-Latency Library in FPGA Hardware for High-Frequency Trading (HFT). Recorded at the Hot Interconnects 2012 conference in Santa Clara.
Current High-Frequency Trading (HFT) platforms are typically implemented in software on computers with high-performance network adapters. The high and unpredictable latency of these systems has led the trading world to explore alternative “hybrid” architectures with hardware acceleration. In this paper, we describe how FPGAs are being used in electronic trading to approach the goal of zero latency. We present an FPGA IP library which implements networking, I/O, memory interfaces and financial protocol parsers. The library provides pre-built infrastructure which accelerates the development and verification of new financial applications. We have developed an example financial application using the IP library on a custom 1U FPGA appliance. The application sustains 10Gb/s Ethernet line rate with a fixed end-to-end latency of 1μ—up to two orders of magnitude lower than comparable software implementations.
Resources:
Learn more at: http://hoti.org/
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