Can GPU CUDA be used for real time data analysis for HFT?
From a Youtube visitor who commented:
I came across to your video:
HFT can be confusing a way to architect an optimiamal solution with CUDA and GPU and R.One big correction on Cuda. Cuda is absolutely useless if you want to use it on a real time basis simply because of the time spent to load the data back and forward to the device. Unless of course you want to run some monte carlo calibration model or you want to use the cuda cores in a multi-processing fashion for ga/de/pso optimization.
The only sound way to use cuda for real time (meaning real HFT) is on a laptop no matter how funny it sounds simply because of the pinned memory capability (there is still some shared memory between the host and the device on most laptops that have an nvidia card).
I have been developing on CUDA since version 1.1 with primary focus initially on computational physics and model-free techniques (primarily gep and mep) and also working in finance as a quant researcher.