The march to my high frequency trading system continues! I have listed below the latest accomplishments in the world of GPU, CUDA ,and Matlab. One major take away in all this is that if you choose CUDA, you will be happy to develop the new CUDA 5 math library. All in all, it is very powerful and mind blowingly fast!
1. HFT Youtube video Demo of $30 96 core Nvidia CUDA GPU with Microsoft Visual C++ for ultra fast quant analysis
2. How to get your Microsoft Windows Visual C++ CUDA sample files working with Nvidia Geforce CUDA GPU board
3. GPU CUDA 3rd party high level C++ library for math awesomeness with genetic algorithm, neural net learning, PCA, FFT, BLAS
4. Using CUDA GPU to build a HFT super computer. The debate of Windows versus Linux is also over!
CUDA is very valuable to any trading firm that is using it so I am making a huge investment in it. I have also confirmed CUDA software developers charge top dollar so my mindset is making me think that if I supply ready to drop code for a HFT system, I should charge top dollar for the QuantLabs.net Premium membership. As a result, I am leaning that way as I am scheduling the first week of January 2013 for the rate increase. I am not sure if it will be 25% or 50%. Either way, you better get in on the membership action while it is very, very affordable right now.
P.S. Tomorrow will be further secrets to be revealed about Matlab’s data analytical power.