Algorithmic Trading: Faster Execution or Smarter Strategies?


The short answer is: You need both. Since the advent of the first high-frequency trading (HFT) firm, the quest for low-latency trading has been paramount. Strategies that were profitable before HFT are now obsolete. Among those strategies with questionable profitability today are: Arbitrage: Markets move too quickly to allow time for arbitrage. Market making: HFT imposes excessive risks on those traders. Event trading: Competing against HFT in terms of speed of response to scheduled economic reports and conventional news is impossible, since HFT systems can process and react to the information quicker. Faster execution is necessary to take advantage of short-term opportunities. Profitability is directly correlated to volume ... [ Read More ]

OpenSFS and Cray Offer a New-Member Discount


Cray has been involved with Lustre® since its deployment with the groundbreaking Cray supercomputer “Red Storm,” at Sandia National Laboratories. Since then, a lot has happened throughout the Lustre community. One of the major milestones was the formation of the Open Scalable File Systems (OpenSFS) consortium in 2010. As a founding member of OpenSFS, Cray is committed to its success — and to the future of Lustre. OpenSFS is the source for technical information on Lustre and the Lustre user community. OpenSFS is the key vendor-neutral organization whose simple charter is to move Lustre forward.  OpenSFS has been responsible for advancing Lustre through both feature enhancements in new releases and through exhaustive, real-world testing, ... [ Read More ]

Accelerate Your I/O with Cray DataWarp – A look back at what Cray did in the 80s

Cray XMP

Cray recently introduced the DataWarp™ applications I/O accelerator. The National Nuclear Security Administration will deploy this technology at a large scale in the “Trinity” system next year. This is a remarkable trend in the market, and for Cray it is reinvention of a technology that was deployed 30 years ago. Cray introduced the technology in its supercomputers in the early 1980s. The company offered solid-state storage devices (SSDs) for temporary storage of datasets as an extension to the Cray X-MP, Cray-1 S and Cray-1M systems to significantly increase data transfer rate. This “burst rate” was dependent upon SSD memory size and configuration. The SSD was housed in a stand-alone four-column chassis. All power supplies and cooling ... [ Read More ]

Supercomputing Matters: SC14 in Retrospect


SC14, the premier event in the HPC industry, has wound to a close in New Orleans. It’s interesting to look back and contemplate the validity of this year’s theme, “HPC Matters,” the success of the conference and the vitality of the industry. Our industry has seen the ebb and flow of the relevance of supercomputing, and the fortunes of Cray have often paralleled those of this event (or visa versa). This year was no exception and SC14 was a resounding success for Cray and for the industry. With more than  10,000 attendees and 356 exhibitors it was a full show and the work never stopped. As I walked the show floor — logging about 5 miles a day — I was struck by the number of Cray customers. They were everywhere, either with booths of their own ... [ Read More ]

Back to Warp Speed, Scotty!


Aren’t supercomputers already supposed to be moving at “warp” speed? Well, multi-petaflops anyway? With computing challenges getting more demanding and datasets getting more massive, it is not as easy as Captain James Kirk asking Scotty for more power. Supercomputers and their associated storage systems are getting larger each year, but a performance inefficiency is emerging between the compute nodes and the disk systems where the parallel file systems are located. The overall performance of application execution on supercomputing systems is subject to the efficiency of the data movement between a tier of spinning disks and the memory where the codes are actually executing. Cray has been collaborating with some of the most ... [ Read More ]