Tag Archives: parallel computing

Check this awesome LIVE webinar with Parallel Computing with MATLAB

Check this awesome LIVE webinar with Parallel Computing with MATLAB

Learn how you can use Parallel Computing Toolbox and MATLAB Distributed Computing Server to speed up MATLAB applications by using the desktop and cluster computing hardware you already have. You will learn how minimal programming efforts can speed up your applications on widely available desktop systems equipped with multicore processors and GPUs, and how to continue scaling your speed up with a computer cluster.

https://go2.mathworks.com/parallel-computing-with-matlab-lwb-na-63463?s_v1=3773&elq_cid=3006217&elq=d07e472063e04267bafe241b4e0e83d8&elqCampaignId=1080

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Do you use open source OpenCL with GPU and parallel computing for HFT: Matlab Simulink DotNet FSharp FPGA or GPU

Do you use open source OpenCL with GPU and parallel computing for HFT: Matlab Simulink DotNet FSharp FPGA or GPU

I just entered into a discussion with someone on this topic. Here is the latest from someone on my Meetup group:

( I HAVE REMOVED THE EXTRA INFO AS REQUESTED)

https://quantlabs.net/blog/2011/11/wow-opencl-looks-cool-for-hpc-and-parallel-computing-for-quant-development/

Here are a couple quick sites that are along the lines I was thinking:

http://www.tomshardware.com/reviews/best-workstation-graphics-card,3493-26.html

http://www.bittware.com/fpga-dsp-applications/financial

Our options are of course

1. FPGA via Smulink on Matlab thanks to Mr FPGA. Hey where are you by the way?

2. F# out of box for GPU and parallelism

3. Matlab prototyping and discovery via GPU Computing support

Which one would you use? LQ may build onto Open GL with Qt in C++ for Linux. What would you choose?

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QuantStart.com releases tutorial on installing Nvidia CUDA on Mac OSX for GPU parallel computing for high speed trading

QuantStart.com releases tutorial on installing Nvidia CUDA on Mac OSX for GPU parallel computing for high speed trading

There is a more interesting and easier way through Matlab

http://www.quantstart.com/articles/Installing-Nvidia-CUDA-on-Mac-OSX-for-GPU-Based-Parallel-Computing

Thanks to Sholom for sending this

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Is F Sharp ready to take on the world of Python and R for Parallel Computing, Algo development, with DotNet framework access?

Is F Sharp ready to take on the world of Python and R for Parallel Computing, Algo development, with DotNet framework access?

From my Facebook users:

Bryan what do you think about this?

http://news.dice.com/2014/03/10/f-dramatically-gains-popularity/

Parallel CPU programming, scripting, and algorithmic development.”
Bryan Downing: hello anyone?
F# Foundation carries testimonials such as one from Credit Suisse, which says the language is well-suited to the rapid development of mathematical models.

Very powerful powerful with access to .NET. Sign me up!!

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Youtube video demo on Limitation of demo Matlab Compiler and Parallel Computing Toolboxes with GPU and CUDA

Youtube video demo on  Limitation of demo Matlab Compiler and Parallel Computing Toolboxes with GPU and CUDA

http://quantlabs.net/membership.htm

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Video on Matlab query of parallel computing with RSI and Moving Average using High frequency trading HFT tick data

Video on Matlab query of parallel computing with RSI and Moving Average using High frequency trading HFT tick data

Question from a visitor:

Hi there, I watched you Youtube video, and you referred to the Mathworks webinar (algorithmic trading webinar). You said it takes couple of seconds using parallel computing, however on a quad core machine for HFT data, like you were talking about it would take several days for optimization using RSI or even mov avg

Best answer from:

http://quantlabs.net/quant-member-benefits/hot-hft-high-frequency-trading-tips-and-tricks/

My answer is:

 

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Watch Matlab do parallel computing on a GPU very easily and quickly? Why use R, Hadoop, MapReduce, HBASE, etc?

Watch Matlab do parallel computing on a GPU very easily and quickly? Why use R, Hadoop, MapReduce, HBASE, etc?

If you watched this webinar, you would be asking yourself several many questions:

  1. Why use R which seems kind of premature compared to Matlab?
  2. 2Even if you used this Revolutionary Analytics project with Hadoop, you still have so much to set up and manage compared to Matlab’s Parallel Toolbox.  This R project is no where complete as compared to the maturity of Matlab.

Regardless of cost, I still feel this makes you much more productive as compared to setting and up managing hardware and underlying technologies like Hadoop/HBASE/MapReduce etc with R. It just seems to me, it would not add up as compared to the productivity you get out box with Matlab. Sometimes the cost of time needs to be factored into something like open source technologies which are free. Just my worthless two cents.

Parallel Computing with MATLAB in Computational Finance

 

http://www.mathworks.com/company/events/webinars/wbnr51891.html?id=51891&p1=801727294&p2=801727312

 

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Big data, HPC, parallel computing, GPU, FPGA? FREE Intro for HFT with Linux, C++, R, Python for the future of automated trading!

Big data, HPC, parallel computing, GPU, FPGA?  FREE Intro for HFT with Linux, C++, R, Python for the future of automated trading!

This online course is fantastic! It will give an amazing intro to all the concepts and technologies as you may want to build a highly scalable HFT platform. This is also the future trading as well. This author sounds like a prof at TASC which holds one of the biggest super computers on the planet. He even talks about the hardware end as well which is an end to end discussion on all these important topics.  It is really good!!

https://quantlabs.net/blog/2012/01/my-hpc-book-updated-for-quant-development-and-hft-high-frequency-trading/

P.S. Personally, I don’t see myself implementing these sort of things until I get and up and running with my future development for my Windows platforms.

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WoW! OpenCL looks cool for HPC and Parallel computing for quant development

WoW! OpenCL looks cool for HPC and Parallel computing for quant development

This is very cool. I just stumbled upon but knew about it for many months. It is an open standard for parallel computing and high performance computing. I came across a variety of videos from Intel on this:

http://software.intel.com/en-us/articles/vcsource-learn-videos/

 

This tutorial is very helpful aswell for a brief intro:

http://indico.cern.ch/getFile.py/access?sessionId=0&resId=0&materialId=0&confId=138427

You might see some OpenCL project scome from QuantLabs.net next year as we start to get more serious on the multitasking front for model/strategy development.

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Quant development: Massive Parallel Computing(20000 cores) Vs Small 1600core SMP Cluster

 

Quant development: Massive Parallel Computing(20000 cores) Vs Small 1600core SMP Cluster

What information should be needed to ask so that you can make a reasoned assessment and recommendation between this two options?

By “SMP Cluster” do you really mean “cluster of SMPs” ? Or do you mean a single
shared memory address space for hundreds of processors?
If the latter, what systems are you considering and how would you program it?

Are you really trying to ask if multi-threading is better than message passing at this scale?

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