Mike Wong from Integration Systems (formerly iSys Capital Technologies) introduced the computational challenges in the financial sector, in particular in trading context. He introduced important characteristics such as latency, lag, and jitter and the relevance associated with each of them for computer systems applied in financial markets. Mike managed to smuggle a number of references to computer games into the presentation.
The seminar is part of the seminar series of the Centre for Doctoral Training in Next Generation Computational Modelling and was well attended by CDT students and visitors from a number of different faculties at the University of Southampton. Questions were raised and answered throughout the talk, resulting in a lively discussion about challenges and opportunities for high performance computing and simulation in the financial sector.
Posted by Hans Fangohr