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FPGA

Pushing market-taking and market-making algorithms onto hardware, running on a separate exchange for the 2026-2027 season.

Three FPGA teams experiment on physical FPGAs to act as a market maker, a market taker, and an exchange. For the 2026-27 academic year they run a parallel testbed, with the aim of moving parts of QTE onto physical FPGAs over the next three to four years.

The three options market making teams provide competitive bid-ask quotes, manage inventory risk, and adjust pricing based on Greeks, volatility, and market conditions. The three options market taking teams identify mispricings, volatility opportunities, arbitrage setups, and directional trades to generate profitable execution ideas.

The options order book is built entirely from student quotes. Market-making teams will be assigned a small stock universe to encourage tight, competitive markets rather than wide quotes across too many names. Market-taking teams may trade only on the options markets created by the market makers, not on external or live option markets.