Do you use open source OpenCL with GPU and parallel computing for HFT: Matlab Simulink DotNet FSharp FPGA or GPU
I just entered into a discussion with someone on this topic. Here is the latest from someone on my Meetup group:
( I HAVE REMOVED THE EXTRA INFO AS REQUESTED)
http://quantlabs.net/blog/2011/11/wow-opencl-looks-cool-for-hpc-and-parallel-computing-for-quant-development/
Here are a couple quick sites that are along the lines I was thinking:
http://www.tomshardware.com/reviews/best-workstation-graphics-card,3493-26.html
http://www.bittware.com/fpga-dsp-applications/financial
Our options are of course
1. FPGA via Smulink on Matlab thanks to Mr FPGA. Hey where are you by the way?
2. F# out of box for GPU and parallelism
3. Matlab prototyping and discovery via GPU Computing support
Which one would you use? LQ may build onto Open GL with Qt in C++ for Linux. What would you choose?
– See more at: http://quantlabs.net/blog/2014/11/do-you-use-open-source-opencl-with-gpu-and-parallel-computing-for-hft-matlab-simulink-dotnet-fsharp-fpga-or-gpu/#sthash.EibTkasF.dpuf