Tag Archives: available

Intel TBB C++ with MIC available for massive multicore HFT

Intel TBB C++ with MIC available for massive multicore HFT

C++  library built for massively-parallel multicore processors

 

https://en.wikipedia.org/wiki/Xeon_Phi

http://www.intel.com/content/www/us/en/architecture-and-technology/many-integrated-core/intel-many-integrated-core-architecture.html

https://www.threadingbuildingblocks.org

NOTE that most offloading libraries use OpenMP but it is commercial. I will stick with TBB for now.

http://stackoverflow.com/questions/615264/c-parallelization-libraries-openmp-vs-thread-building-blocks

http://www.drdobbs.com/parallel/cuda-vs-phi-phi-programming-for-cuda-dev/240144545

 

CUDA programmers need to remember that the Phi is designed as a coprocessor that runs Linux. Unlike GPUs that act only as accelerators, the Phi coprocessor has the ability to be used as a very capable support processor merely by compiling existing applications to run natively on it. Although this means that Phi coprocessors will probably not be a performance star for non-vector applications, they can still be used to speed applications via their many-core parallelism and high memory bandwidth.

http://arstechnica.com/gadgets/2016/08/nvidia-intel-xeon-phi-deep-learning-gpu/?comments=1

Xeon Phi might have the edge on Nvidia GPUs when it comes to double-precision FP. IIRC the performance of Pascal (and other GPUs) on DP is pretty awful, and that’s a big problem for many real-world HPC applications…

The poor double-precision performance is only an issue on consumer-grade Nvidia cards (e.g. anything that is not in their Tesla line of compute cards aimed toward HPC). In recent years, Nvidia has intentionally crippled DP performance on non-professional cards in order to ensure that those who need that aren’t tempted to purchase the much-cheaper Geforce devices instead…

Intel needs to stop playing this game of Xeon Phi vs GPGPUs like this. They are very different, and their strengths are different. After having benchmarked both of these many times, I realized that they should just be clear which problem domains are better on the Xeon Phi. GPGPU cores are “much dumber” and you get a lot more of them, which is perfectly fine for linear algebra. So any task which is asking the GPGPU to do straight repeated linear algebra (machine learning), obviously the GPGPU will be faster because that’s pretty much all it can do.

But the Xeon Phi has much faster data transfers, much faster memory allocation, can be used with standard MPI/OpenMP/OpenACC, and Knights Landing will be byte-compatible with x86. Do you have a code you already setup with MPI or OpenMP? As long as the memory requirements aren’t too high, you probably already set it up to minimize communications, and so you get a free 240 threads for every node you put a Xeon Phi in (without changing your program!). Does your program run for an indeterminate amount of time and have to allocate memory? Then the Xeon Phi will be faster. Do you have to use it simply as an accelerator, i.e. the problem size is too large for the memory of the card so you will have to keep pushing things back to the CPU? Then the Xeon Phi will be faster (and Knights Landing will have more memory, alleviating this problem even more).

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See 18;10 for vanilla pricing engine options example speed up

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Interactive Brokers API workshop live session now available

Interactive Brokers API workshop live session now available

I just posted this 4:45 hr video for my Quant Elite members. I also detail the complete timeline of the availability of this source as well as my Quant Elite membership

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New arbitrage pair trading strategy in equity available

New arbitrage pair trading strategy in equity available

Phase 1 of the Algo Trading Business Course series is posted for my Quant Elite members. This will be scheduled with live LESSON demos starting second week of May. This will take  10 weeks to present.

Details of my Algo Trading course series here

Results of the first three steps of this strategy posted here

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Fractal Cascade to cause a stock market collapse? Downloadable PDF research paper from Wilmott.com available

http://new.livestream.com/ethglobal/ethrisk

this is happening now..taleb to speak at 4:45 (LIVE)

 

Fractal Cascade to cause a market collapse? Something akin to cars driving in a circle and perturbations in the distance between the cars eventually causes a distance that is short enough to cause a cascade of braking resulting in traffic gridlock.

http://www.wilmott.com/pdfs/0503_bouchaud.pdf

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Thanks to the NYC Contact for sending this

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Here are Lots of resources available to learn about this book DotNet CSharp C# in Financial Market Applications

HI there

As I mentioned . here is another C# book for Financial Markets shows a lot of promise.

Lots of resources available to learn about this book DotNet CSharp C# in Financial Market Applications – See more at: https://quantlabs.net/blog/2014/01/lots-of-resources-available-to-learn-about-this-book-dotnet-csharp-c-in-financial-market-applications/#sthash.Sf26aooI.dpuf

Whoa! A decent looking book DotNet CSharp for Financial Market book is out there! – See more at: https://quantlabs.net/blog/2014/01/whoa-a-decent-looking-book-dotnet-csharp-for-financial-market-book-is-out-there/#sthash.kpqjIkaj.dpuf

This article from the author further supports my thought on the .NET/C# debate versus C++ debate:

Daniel Duffy of Wilmott explains why DotNet CSharp is wise for financial market applications and automated trading systems vs C Plus Plus – See more at: https://quantlabs.net/blog/2014/01/daniel-duffy-of-wilmott-explains-why-dotnet-csharp-is-wise-for-financial-market-applications-and-automated-trading-systems-vs-c-plus-plus/#sthash.4TMSkFp5.dpuf

Now we moving into very last few days where you can get my treasure trove of discoveries I have made over the last 3 years. You better join now before I remove all this info from the public. Last date of access will be this Jan 6/2014 otherwise it will be lost forever!

–> GET IMMDEDIATE ACCESS NOW <–

When I slowly release it back into my new Membership, it will be much more expensive to get access. SO this is the time to grab your last discounted  rate!

–> GET IMMDEDIATE ACCESS NOW <–

Get more detailed info here!

Thanks Bryan

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Full source and videos available NOW for Matlab HFT demo, Simulink models with C++, and demo of real time market data capture

HI there
Yesterday was probably my most important day of postings to my QuantLabs.net Premium membership. I have posted the following:
a. HFT capable system in 100% Matlab with a few strategies ready to go, FIX connectivity with simulator, Excel worksheet monitor, message queueing, etc.
b. 4 Matlab Simulink model demo files including full code generated into C++
c. Instructions how to implement these Simulink code generated models into Visual Studio to create a DLL for your .NET client trading system
d. XLQ demo to showcase powerful Excel VBA applications with portfolio management, risk management, etc. 
Interested in getting access to this?
Other postings from  yesterday:
1. Youtube video Demo of Inflow XLQ for real time market data with IQFEED for Excel or Microsoft .NET and C#
2. Youtube video Matlab HFT demo, Simulink models with C++, and demo of real time market data capture now posted
3. I am currently putting XLQ on hold to be replaced with IQFeed developer C++ examples for market data inflow
People are already lining up to get access to the above so you may want to consider this as well.
Thanks Bryan

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MetaTrader 4 Trading Platform now available also on Google Android

MetaTrader 4 Trading Platform now available also on Google Android

Please download, try and rate!
Automated Trading and Strategy Testing Forum mql5.comTwo months ago the most popular MetaTrader 4 trading platform got the mobile version for iOS and users of iPhone, iPad and iPod Touch received the powerful tool for Forex trading. Could we forget about Android OS in that…
==Please consider making this available on Opera Mobile Market or other Android markets outside of Google’s “PLAY’ market. Googles market causes trouble for any Android device that falls outside their “inner circle” of device brands. If you have an Android brand that falls outside of the little device make club your download does not happen. There is a massive market for Android customers and Opera’s market is just one. They all stick to the OS rules just the hardware is new or of another brand. This is a big customer base for your software. Avoid Markets that simply forward you to the Google Market, these markets are a waste of time as customers of Google market will simply just go directly there. Many new devices patiently wait to trade on the latest Metatrader offerings, Thanks!

 

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What sort of HPC jobs are available that require only a BS?

What sort of HPC jobs are available that require only a BS?

I graduated last month and all of the HPC work seems to require at least a master’s and experience. Has it always been this way?

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I’ve just got a Master in HPC and I can not find anything without experience…

 

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Not to my knowledge Luis.. depending on where you live, try the Government. Virginia has occasional opportunities as does the weather service in Princeton, NJ. Good luck!

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All HPC centers have folks who do system administration. These rarely require more than a BS. Many HPC centers also have staff who assist users with software development, application porting, modifying batch scripts, application installation, etc. These jobs may require a BS, but usually prefer an MS. Finally, some HPC centers have staff who assist in research, either with faculty or on projects funded by the HPC center or university. These positions require a PhD.

By the way, universities often require a higher degree than businesses do, largely because they want the degrees of their staff to equal or exceed those of their users/clients. It doesn’t have to make sense. It’s a cultural thing.

If you want a position on the software side of HPC, I recommend that you prepare by taking one or more numerical courses like Mike Heath’s “Scientific Computing” or van Loan’s “Intro to Scientific Computing”. Otherwise you won’t understand enough of the math behind the HPC algorithms and your usefulness will be limited to software support rather than research support.

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I’ve been hired to work for Intel without even having BS. Off course, experience is always required.

——
one option you can look at though with a BS/BEng is look for a software development role as part of a HPC computational project doing work like GPU-enabling or parallelisation of code, or cloud computing/big data aspects. Then look to learn some of the more full-on maths/numerical algorithms/advanced hardware stuff as you progress, and go the Masters/PhD later on.
I also recommend the http://software-carpentry.org/ course as a good all-round primer for any computational science work.

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can you give me an idea of what kinds of places I could be looking at? Almost all of my experience is with CFD using MPI/OpenMP and I’m trying to get a better idea of what’s out there in the industry.

I’m currently pursuing a master’s part-time and have every intention of getting a PhD down the line, but I wanted to get some work experience in before going back to school.

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if you haven’t already, I recommend you visit HPCWire’s job page <http://www.hpcwire.com/jobs.html>. It’s the best single source of HPC job listing I know and may give you further idea of the range of opportunities and desired skills.

 

 

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FREE Premium membership trials are now available at QuantLabs.net

FREE Premium membership trials are now available at QuantLabs.net

They are now back!! This will be for the long term.

Please visit here for the benefits and to register to sign up.

Thanks

P.S. If you have problems with signing up, you can reach me at by filling out the form here

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