Financial Services Industry Community

Welcome to Intel® High Performance Financial Software Community, the financial services community website that gives you insight into the latest performance enhancing technologies, partnerships, news and events and how they are combining to drive innovation in this marketplace.

The Intel® High Performance Financial Software Community provides technical information, tools, conversation, and support from industry experts. Learn how to achieve your performance goals using Intel's experience, resources and technology and maximize your investment in Information Technology Infrastructure. Learn more about the community from Sunil Kulkarni, Intel’s Sr. Software Engineering Manager for Worldwide Financial Services Engineering.

Featured Articles & News

Top 10 Reasons Why Nehalem is Ideal for the Cloud

On March 30, 2009 Intel officially launched the Intel® Xeon® 5500 processor (formerly codenamed “Nehalem”) for servers and workstations. One of the most exciting uses of this new platform will be as a key building block in cloud computing infrastructure. Whether you’ve bought into the hype of cloud computing or are a jaded IT realist – you can’t afford to pass up this list of 10 reasons the Intel Xeon 5500 processor is perfect for the cloud.

Using Intel® VTune™ Performance Analyzer Events/ Ratios & Optimizing Applications

The Intel® VTune™ Performance Analyzer provides an interface to monitor performance of the processor and gain insights into possible performance bottlenecks. In this document, we will illustrate some code samples and measure VTune™ events & ratios for monitoring processor performance.

High Performance Computing with Binomial Option Pricing, Part 1

Derivative pricing lies at the center of modern quantitative finance, and stock-option pricing is its most fundamental form. The binomial option pricing model has found wide applications in both in equity and in fixed income derivatives pricing. This paper present a software optimization methodology that accelerates any derivative pricing application based on the binomial tree option pricing model.

Writing High Performance .NET Code

Review of the core performance related issues that one should be aware of in .NET and some common mistakes which one should avoid and many tips for writing high performance .NET code.

Developer Survey Shows Performance Requirements Usher In the Multi-Core Era

Application Developers, Architects Share Perspectives on Critical Issues As Industry Shifts to Parallel Computing

Sun To Focus on Latency In Trading Applications Developer Workshop

Sun Microsystems is running a “Trading Applications Developer Workshop” on Thursday, November 20th, at its City of London customer briefing centre. The workshop - with an emphasis on latency - runs from 9am to Noon, followed by lunch, and is free to qualified registrants. Click here to register. Attendance is limited so register today.

The Sun JVM™ delivers highly optimized performance on Intel® architecture, right out of the box.
The ongoing collaboration between Intel and Sun has resulted in a high level of optimizations made to the Sun JVM specifically for the Intel® Xeon® processor. Developers can obtain excellent Java performance simply from this choice of hardware and JVM, even before taking any specific tuning steps.

Wall Street is Betting on Multi-Core:
In the financial markets, Intel's Core 2 Duo micro-architecture is providing the performance enhancements and energy efficiencies required to power cutting edge low latency systems for algorithmic trading and risk management. Along with key technology partners like Reuters, Gemstone, Gigaspaces, ASpeed and Platform Computing, the technological advance of the Intel Core 2 Duo, together with access to services to pilot and optimise configurations, puts Intel ahead of the race for low latency architectures. Visit Intel FasterFS and subscribe to the newsletter to be kept informed on Intel's low latency program for the financial markets.

Tuning, Optimization, Benchmarking Strategies
by Rick Carlin
Thoughts on performance methodologies for the financial services community.

SOA? ESB? What is all this?
by Mahesh Bhat
An overview and lessons from the field on Service Oriented Architecture (SOA) and Enterprise Server Bus (ESB).

Financial Services Industry Tuning Corner
by J.D. Patel
Upgrading to the latest hardware achieves performance gains in most scenarios. However, more often than not a lot of potential performance is left on the table. The need to exploit system capabilities is becoming more and more relevant and important in era of multi-core processors and NUMA system configurations. It is essential to take advantage of the processor’s micro-architectural enhancements. It is also critical to exploit platform-level improvements made in other subsystems – memory, storage, and networking.

Building Financial Numerical Recipes with Intel Compilers
by Shuo Li
Financial Numerical Recipes is a collection of public C++ subroutines Professor Bernt Arne Ødegaard at the Norwegian School of Management wrote for general reference. Learn how to build these packages with GCC, Intel® Compiler and IT++.