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Grid.js Distributed computing in Javascript
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G-RESEARCH Systematic Investment Firm
What does a systematic investment firm do? Develop quantitative strategies and technology to research and systematically invest in securities in financial markets Technology vastly reduces reaction times relative to human traders, response time can be less than 250µs (microseconds) Technology allows more sophisticated analysis of complex problems and very large datasets What are Quant Strategies? These are investment strategies purely done by computer based models. Examples of these strategies include market neutral, statistical arbitrage or high frequency trading strategies What does it mean when you say response time can be < 250us? The ability to react quickly to market events is extremely important for some investment strategies, so systems can be configured to receive, process and respond to data in very short time horizons.
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Distributed Computing So Far
Examples: SETI / Home Why is this suboptimal? Separate client applications for all platforms Specific to a certain problem AWS might be expensive Please load up the demo app:
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Structure Execute nodes Clients Submit job(s) Send job Central Server
Send results Receive results
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Basic Requirements Should run on every mobile and desktop platform with a browser Dashboard for administration to see global stats Dashboard for clients who submit jobs to see the results and stats Think about: Reliability / Resilience – what if someone goes away Latency – submit results in a batch (and issue work in batches) Security Battery Life!
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Extras Prevent using it for DOS attacks - don’t want to be a botnet
Billing (or some other way of making money) Scores / incentivising users? Can you keep the details of computations secret so the owners of execution nodes (phones, PCs, etc…) don’t know what their devices are working on? Guarantee that results are accurate. Stop users from sending fake data (especially if they get a better score for doing so!)
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Use Cases Medical Research Bitcoin mining 3D rendering
Sports Betting and analysis Financial Research… Go back to the demo after this
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G-Research
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