Speaker: Graeme Burnett
Title: Future state trading architecture
An epose of the software, hardware and networking techniques used in the world of high frequency trading. Particular emphasis will be on networking using software switches such as Xorp and Snabb and the use lf LuaJIT. A detailed example of multicast connectivity to the CME exchange will be discussed.
Graeme is a hands-on CTO with a history of delivering global, multi-venue, cross-asset trading platforms and is a pioneer in high frequency trading engineering techniques. His current interests lie in news analytics using temporal entity cubes, playing with Lua and converting data to HDF5. Previously, he was responsible for the development of a leading “trade ideas” product.
Graeme is a Senior Member of the Institute of Electrical and Electronic Engineers (SMIEEE), a member of the Association of Computing Machinery (ACM), the IEEE Communications Society (Comsoc.) He is a visiting lecturer and external examiner at the University of Glasgow.
Date: 9th July, 2014.
Time: 14.00-15.00 hrs
Venue: Francis Bancroft 2.40, Mile End Campus, QMUL.