Month: October 2012

Research paper in R: Here is why GotoBLAS2 may be the fastest C multi threading library over ATLAS, MKL, GPU, FPGA, and others

Research paper in R: Here is why GotoBLAS2 may be the fastest C multi threading library over ATLAS, MKL, GPU, FPGA, and others.   I was just referred to this which shows GotoBLAS2 could be the fastest C multi threading library out there. http://www.tacc.utexas.edu/tacc-projects/gotoblas2   These claims come from a vignette where there is an …

Research paper in R: Here is why GotoBLAS2 may be the fastest C multi threading library over ATLAS, MKL, GPU, FPGA, and others Read More »

How to install R with RCpp RInside for C++ HFT with multithreading capabilities for parallelizing with Open MPI in Ubuntu Linux

How to install R with RCpp RInside for  C++ HFT with multithreading capabilities for parallelizing with Open MPI in Ubuntu Linux To get RCpp and RInside running in your Ubuntu Linux environment Install RStudio to manage the installation of your R packages which is the lazy person’s way of doing it.  Also, ensure you have …

How to install R with RCpp RInside for C++ HFT with multithreading capabilities for parallelizing with Open MPI in Ubuntu Linux Read More »

How to upgrade to the latest R package in your Ubuntu Linux environment.

How to upgrade to the latest R package in your Ubuntu environment. Get your latest Ubuntu Linux version by visiting: https://help.ubuntu.com/community/CheckingYourUbuntuVersion lsb_release -a and press Enter. Follow instructions by changing the sources.list files with the correct Ubuntu version. Ensure your mirror is correct in the format of http://cran.stat.sfu.ca/bin/linux/ubuntu http://askubuntu.com/questions/98749/installing-r-on-ubuntu-getting-updates-to-work Apply the key as instructed and also upgrade …

How to upgrade to the latest R package in your Ubuntu Linux environment. Read More »

How to parallelize with R and Hadoop tonite! Complete ARIMA source code strategy walkthrough online Meetup Oct 23!

Hi there Join Ram Venkat tonite at 7PM Eastern Standard Time to learn about how he uses Hadoop and R for his parallel processing with Python. This is on tonite via my GotoMeeting online virtual meeting. Login details: 1.  Please join my meeting, Monday, October 15, 2012 at 7:00 PM Eastern Daylight Time. https://global.gotomeeting.com/join/275963877 2.  …

How to parallelize with R and Hadoop tonite! Complete ARIMA source code strategy walkthrough online Meetup Oct 23! Read More »

Online Meetup for Hadoop and R for Parallel Processing

Online Meetup for Hadoop and R for Parallel Processing Hadoop has been so popular as a parallel processing infrastructure, it is synonymous with ‘big data’ today. This presentation introduces Hadoop as well as executing R routines with Hadoop.” Ram Venkat is an anlytics consultant in Toronto Area with focus on R, Python, Hadoop and MongoDB technologies. His interest in statistical areas include Customer Analytics with emphasis on Opinions, Trends, …

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Best high frequency trading HFT performance: Linux open source with C++ v Java with R, RJava,RCaller, RCPP,RInside

Best high frequency trading HFT performance: Linux open source  with C++ v Java with R, RJava,RCaller, RCPP,RInside This has been a struggle for me for a while. It seems that I always struggle between Java and C++ regarding HFT. As I want to implement R into it vs my usual struggle between R and Matlab, …

Best high frequency trading HFT performance: Linux open source with C++ v Java with R, RJava,RCaller, RCPP,RInside Read More »

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