Tag Archives: Quant developmen

Quant development: Does anybody know about any Use case in Midstream Operation in Oil & Gas Industry using Hadoop ?

Quant development: Does anybody know about any Use case in Midstream Operation in Oil & Gas Industry using Hadoop ?

 

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ESG provide hadoop advisory service, if you want email me and I can set up a conversation with you and our lead analyst.

 

 

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Quant development: What can NAG quant analytics library do for you in 2012!

Quant development: What can NAG quant analytics library do for you in 2012!

Happy New Year to you all.

It’s fantastic to see so many new members to the group. The official Numerical Algorithms Group on Linkedin has over 600 members and is growing daily.

I’d like to ask members of the group a question. If NAG could do one thing for you in 2012 what would it be (product or service related requests please :-))? We’ll try to respond to each request.

 

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Expand the coverage of your GPU product. One possible ‘quick-win’ would be to implement GPU matrix-matrix multiply and then use this as a drop-in replacement for the standard CPU dgemm in various routines. This is the approach taken by Maple for example.

 

Thank you Mike. NAG have done some experimental work in this area. I’ll see if I can get an update and find out what information we can share.

 

Keep up the excellent online documentation. That documentation is a very valuable resource.

Thanks for that. That’s good to hear.

 

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good suggestion, and one which we have been actively investigating. Our plans are to make GPU accelerated versions of our CPU libraries available for experimentation and evaluation.
These libraries will make run-time decisions about where all level 3 BLAS operations take place, whether on the CPU or on the GPU (using CUBLAS), based on auto-tuning data. We are also looking into using a selection of important routines from MAGMA in this manner, thus providing some GPU-accelerated LAPACK functionality.
This will enable existing users of the NAG libraries to re-link their applications and make use of GPUs for appropriate problem sizes without changing source code.
We are currently putting CUBLAS and MAGMA through our stringent tests in order to ensure the same quality of results are returned to the user wherever the computation takes place.

 

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That’s great, thanks. Sounds like there will be a lot of new technology to try out in 2012–I’m looking forward to it

 

 

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For quant development: Awesome tools for Yahoo or IQFeed market data and algo strategies in Collective2

For quant development: Awesome tools for Yahoo or IQFeed market data and algo strategies in Collective2

http://jhltrading.onlinewebshop.net/index.html

Collective2
Systems…
Topaz
Inverterate
Inverterate day

Systems:
Algodeal

Data:
Yloader for yahoo data

Iqfeed data
Qcollector

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Quant development: We’re putting an R in June with 4 online courses

We’re putting an R in June with 4 online courses. (No, you should still lay off the oysters; but soft-shell crabs are in season.)

Introduction to R. http://statcourse.com/intro2R.htm Three lessons in three weeks. Begins 27 May 2011. R has more functions than any other statistics language, plus a world-wide user base. $304. Discount of $50 for students, faculty, and research workers at academic and research institutions and government employees. Further discount of $100 if you sign up for either or both of the two courses described below. Write courses@statcourse.com to obtain these discounts.

Meta-Analysis Using R. http://statcourse.com/meta.htm Three lessons in three weeks. Begins 17 June 2011. Combine data from multiple studies. Fixed- effects and random-effects meta-analysis models. Identifying publication bias. R packages “rmeta” and “meta” will be introduced for the step-by-step implementation with “forest” and “funnel” plots. $295 per participant. ($90 discount if you register before June 1st.)

Clinical Trial Analysis Using R. http://statcourse.com/TrialR.htm Three lessons in three weeks. Begins 24 June 2011. Use R to analyze treatment comparison, treatment comparison with covariates, cross-over designs, time-to-event endpoints and longitudinal structures. $395 per participant. ($305 for each additional person at the same firm, institution or government office. $90 discount if you register before June 17th.)

Modeling with R. http://statcourse.com/mwithR.htm Three lessons in three weeks. Begins 17 June 2011. Build and validate OLS, EIV, QR, and cTree models. $299. A $50 discount for students, faculty, and research workers at academic institutions. Write courses@statcourse.com to obtain this discount.

 

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