Achieving Single-Digit Microsecond Latency Inference for Capital Markets

Nikolay Markovskiy
In algorithmic trading, reducing response times to market events is crucial. To keep pace with high-speed electronic markets, latency-sensitive firms often use specialized hardware like FPGAs and ASICs. Yet, as markets grow more efficient, traders increasingly depend on advanced models such as deep neural networks to enhance profitability. Because implementing these complex models on low-level hardware requires significant investment, general-purpose GPUs offer a practical, cost-effective...