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White Paper: Parallelising QuantLib using Map-Reduce for HFT and quant development purposes

(Last Updated On: June 7, 2012)

White Paper: Parallelising QuantLib using Map-Reduce for HFT and quant development purposes

Although Map Reduce technologies are normally associated with “big data” they can also be used to simply but effectively parallelise QuantLib so that it runs on grid or cloud infrastructures. Attached is a link to a short white paper which describes more the motivation for doing this, the advantages that it brings and the technology that we’ve been developing to use this approach.

http://www.bnikolic.co.uk/ql/20120606-quantlib-parallelisation.pdf bnikolic.co.uk

Click to access 20120606-quantlib-parallelisation.pdf

 

 

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