It is situations like below to make my Premium Membership even more valuable. I have been fortunate enough to be guided by some high intelligent people. I will only reveal what I find out to my Premium Members as I progress.
Last chance for tonite’s Ernie Chan’s priorirty access. The webinar info is posted for my members!
So for the last few days, it seems the original C++ open source libraries for math, econmetrics, etc are not very useful. It seems feel like you have been stood up at the prom. So what do you do? After digging further, the new features of Visual Studio 2012 and Visual C++ offer some neat advantages that never existed in the language. I am still learning what those are but I can tell you this, it may get easier parallelize code using GPU with something from Microsoft lately. Some recent discoveries include:
1. For quant and HFT: Youtube video Demo of Visual Studio 2012 with C++ running AMP for Accelerated Massive Parallelism
2. Interesting notes on Microsoft’s AMP aka Accelerated Massive Parallelism for Visual C++ Visual Studio 2012 with debugging on a GPU!
In the coming days, I will be fooling around further with these technologies and libraries to see if they are useful. From what I read, it may be much easier to parallelize with embedded code instead of the Nvidia CUDA library.
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