A Suitcase Full of Dreams

Our goal is to make an automated options pricing and trading algorithm on an FPGA that can match or beat the speeds that a computer can reach.

Why do we want to do this on an FPGA? 
The advantage of doing this on an FPGA compared to a computer is that we can take advantage of the parallelism of hardware over software. The computer has limits on how much it can parallelize. Our limit is how much data we can read in and how much logic we have.

What pricing algorithm and why?
We’re going to be using the Black-Scholes pricing algorithm because it is relatively easy to implement and will provide a good starting point.

What trading algorithm and why?
To start, we’ll be implementing a very simple one: Is the expected price greater than the current price? After this, we’ll scale up in difficulty.

What suitcase and why?
Our TA Ben Yates has suggested the Monarch Suitcase. We are currently looking into suitcases and will decide on one after we purchase necessary data.