Tag Archives: high performance

anyone is interested in working on high performance computing system having very good working knowledge in C++

Hi All, pls let me know if anyone is interested in working on high performance computing system having very good working knowledge in C++.The work location will be in Bangalore,India

It’s could be possible but could describe more your project.

Delay and term for example

Algofusion
Technologies is looking for the people having good experience on C++
platform
with 3-8 years of experience to work on our Trade surveillance product.The
expected candidate should be good hands on C++. The position will be based
in
Bangalore.

About Trade Surveillance:

Algofusion Enterprise Compliance Analytics Platform that is truly
comprehensive, globally competitive and relevant to a wider variety of
market
participants. The Compliance solution from Algofusion is a robust
regulatory
compliance, risk management and financial crimes detection suite,
implementing
an intelligent, enterprise-wide, risk-based approach to detecting and
reporting
suspicious financial activities.

The solution will help client firms to reduce Reputational Risk. by:

1. Discharging regulatory and legal obligations under local Securities
Trading
Laws

2. Discharging regulatory and legal KYC / Anti-Money Laundering Laws

3. Being able to cater to Internal surveillance objectives of the firm

4. Strengthen internal defenses in dealing with Rogue Traders and frauds

5. Financial institutions use the Compliance suite to safeguard their
reputations
and retain customer loyalty.

thanks, I have found this describtion after the post of my comment, sorry

I have experience in various HPC systems. Can you give an idea of the kind of compensation for this position?

The compensation varies between 10 – 15lakhs per annum for experience
between 7-12 years.

Also share your contact details
to take this further.

you can visit our website www.algofusiontech.com
for any information.

Pl share your HPC experience with us.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

FREE high performance Monte Carlo simulation add-in for Excel

FREE high performance Monte Carlo simulation add-in for Excel.

If you are interested in including uncertainty in your financial models, you may like to try out the FREE Standard edition of ModelRisk we have just released. It includes over 40 distributions, various copulas that are prominent in finance, first class reporting tools and the ability to convert models built with other Monte Carlo Excel add-ins. No expiration, model size constraints, watermarks or any other restrictions

Nice to hear about that! Could I have it please?

Just click on the link, or go tohttp://www.vosesoftware.com/download.php

I tried to download the Standard Edition,but unfortunately it’s not available for Mac users

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

How many cores are needed to demarcate “High Performance” these days?

How many cores are needed to demarcate “High Performance” these days?

I can remember when 32 cores meant you had a great deal of processing power. So what constitutes “High Performance” in your mind these days?

I would like to share an astute observation (first heard them from my good friends Steve Gombosi and Jeff Kuehn) – If it is to be classified as a “supercomputer” (or HPC) system, then it must be able to turn the older compute bound problem into an I/O bound problem!
So the number of cores do not matter, it is how you harness them together to achieve a quanta leap forward that makes it “HPC”

That’s a good one, tell Steve and Jeff I will have to “borrow” that quote. For some of what I am doing with retrograde analysis of endgames (finding very long checkmates in the game of chess and long wins in the game of checkers) I can become I/O bound very quickly with as few as 8 cores fully engaged. I am looking into making the process more parallelizeable, but I hit the Amadahl’s Law limit rather quickly because the I/O bound portion is inherently serial. Now if hard drives were only as fast as RAM, there would be no problem

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

I get invited to Microsoft's next generation TC3 High Performance Windows HPC server event in London

I get invited to Microsoft’s next generation TC3 High Performance Windows HPC server event in London, UK! Looks awesome!!

I am delighted to invite you to an evening of information and networking drinks to launch tc3 from Microsoft – the next phase in high performance computing solutions – at the Andaz Hotel, London, on Wednesday, 20 October, 2010, from 5.30pm.

With tc3, Microsoft and our partners are introducing a range of tools so our customers can harness the boundless capability of client, cluster and cloud. This includes new options scale-out excel, cluster integration for Windows 7 clients & the HPC server operating systems, and our development tools. As more developers target the GPU to accelerate performance-critical financial algorithms, such as options pricing and risk analysis, to take advantage of the massively parallel capabilities in modern GPUs, sophisticated development tools are increasingly critical to the success of many projects.

Agenda:

5.30pm-6.15pm Registration and drinks

6.15pm-6.30pm Welcome and introduction, Dr Michael Newberry, High Performance Computing Product Manager, Microsoft UK

6.30pm-7.00pm Parallel NSight: Visual Studio for GPU Computing, John Ashley, Financial Services Solution Architect, NVIDIA

7.00pm-7.15pm Visual Studio and Parallel Nsight in Action : a user perspective, Matthew Leslie, Vice President, Equity Derivative Analytics, BofA Merrill Lynch

7.15pm-7.25pm TC3: Technical Computing in FSI, Jeff Wierer, Director of Technical Computing, Microsoft Corporation

7.30pm onwards Networking drinks and Q&A with presenters

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Is Microsoft’s Visual Studio, C++, C# hold the future for quant development and high performance algo trading systems?

Is Microsoft’s Visual Studio, C++, C# hold the future for quant development and high performance algo trading systems?
You bet. Microsoft is now back with some superior technology. I have been using Windows 7 for over 4 months. I have not seen once my laptop hanging. I have been using Windows XP with no major issues for well over two issues. I am starting to feel confident again with what Microsoft is delivering. With their inferior debacle called Windows Vista, I can say this is easily of the most enjoyable operating system platforms to be part of. Although I have worked with Apple Mac technology for over ten years, I am start to find it is falling way behind with what both Linux flavours like Ubuntu or Windows are delivering. Also, it is very safe to say Linux and Windows are the only platforms that matter in the Quant based world.
Anyhow, as I am now confident with what Microsoft is delivering, I have also gotten my hands on the last Microsoft Visual Studio 2010 Ultimate. Man, I thought Eclipse and Netbeans for Java were the bomb. You have not development until you touched this resounding excellent integrated development environment called Visual Studio 2010. It is quite rich and full of some exciting third part tools.
Also, this brings me back to the debate in which where do I bank my current (so-called) quant development future. After being part of these influential Linked In groups, there is a resounding popularity of using Visual Studio as the standard development stack to go with. Also, throw in C++ and C# for good measure. You really cannot go wrong with those choices.
All the major investment banks in London’s City district are easily using Microsoft’s .NET technologies for their development. Although, the GCC compiler is used for both Linux based and open source projects, most of the legitimate Investment banking world is using Visual Studio.
There, that was an easy internal debate to decide where focus my future quant development future on.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

How to create a FREE market news feed database for your high performance trading system?

How to create a FREE market news feed database for your high performance trading system?
We all hear about market sentiment trading. The first step is to create a database of market feed data that your high performance trading system will use to make intelligent algorithmic based decisions to execute trades. In order to create a database, the best way is to find the simplest method. I hope you are technical to establish your own database. Let us get started to create this.
First step is to create a WAMP server. Using the traditional LAMP server (Linux Apache My Sql PHP), we will create a WAMP server which can be downloaded from Wampserver.com. This is assuming you are using Windows, if not you can always download a MAMP server if you are using Apple Mac OS X. The site is Mamp.info. Anyhow, ensure you follow the appropriate site instructions to properly install.
The reason I use either server option is that is easy to install the necessary technical layers to get your server set up. This includes MySQL which is free and it is good enough for high performance. You can always switch to another higher end database like Microsoft SQL Server or Oracle. That would be your job if you want to go through the pain of licensing fees or extra painful configuration. I personally don’t have the time or funds for that right now.
Two gotchas you should be aware of when you install WAMP. On your desktop tray, make sure you right click “put online” which will enable all servers like Apache and MySQL. This can be automated to boot once your server is restarted. Also, make sure you properly configure the MySQL root password. This can be found in http://localhost/phpmyadmin ‘Privileges’.’
Now, let’s get your PHP script installed. I tried quite a few but really liked the PHP script of:
http://rnews.sourceforge.net/
Follow the install instructions but ensure you create a proper MYSQL database user and database that RNews can talk to. Once set up, you will see how easy it is to add your RSS feeds for your News database in MYSQL.

Obviously, you will want to add all interested Yahoo Finance RSS feeds to RNews. Add them from
www.finance.yahoo.com/rssindex
You have a choice of many RSS feeds to choose from. These range from many equity, commodities, to government related news topics. As you add each feed, you can have RNews update the feed every 30 minutes or as frequent as 10 minutes. Do remember that Yahoo news is delayed by 15 minutes. That really won’t matter as these are entered in your MySQL database. These news feeds will reside in your username_links table. Also, the search capability is quite strong so you can search any topic based on the title of the news item.
As you can tell, there are many programming opportunities to leverage off this news data. Just remember, you did not pay for any of this. Yahoo is also fairly decent news source for your high performance algorithmic based trading system. Of course, you can add any news feed you wish including Google’s Finance as well.
Hope this helps

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!