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MultiCharts CUDA optimization support
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MultiCharts CUDA optimization support

  #1 (permalink)
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MultiCharts CUDA optimization support

If you are a "computer guy", you know that CUDA is likely "the way of the future". GPU's are so much more powerful at number crunching than CPU's it is mind numbing. CUDA allows applications to use the GPU for math computations instead of drawing video games, which is directly relevant to financial applications like backtest optimization.

If you are a fan of this idea, please vote up the CUDA idea even though on MultiCharts forum, I'd like them to reconsider their option to not implement it.

MultiCharts Project Management - Issue MC-179 - NVIDIA CUDA and ATI STREAM support

The first main stream trading application released with this support will have a clear advantage over other platforms. A couple of top of the line GPU's can be purchased for under $1,000. CUDA can deliver around 5-20x the performance boost over just a high-end CPU alone.

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This image is out of date, todays high end GPU's are even faster.

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I threw in a vote for this.

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The problem will be the cost of the Cuda calls, inside EL or a dll.
I'm not sure you'll gain a lot with this...

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  #5 (permalink)
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sam028 View Post
The problem will be the cost of the Cuda calls, inside EL or a dll.
I'm not sure you'll gain a lot with this...

Matlab seems to gain a lot... ? I'm not asking for CUDA() operations in EL, it should be behind the scenes in the optimizer itself.

Mike

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Sounds good to me Mike! I'm the 10th vote...

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sam028 View Post
The problem will be the cost of the Cuda calls, inside EL or a dll.
I'm not sure you'll gain a lot with this...

I don't know much about MultiCharts, but to benefit from CUDA performance, the IO of moving data to and from the GPU card needs to be eliminated (very slow operation compared to processing time). So data needs to be moved to the card, processed and the results returned to the CPU bus.

There needs to be some parallel computations that are possible as well, so it can't be a sequential time series only being processed. But if there are inner loops or double inner loops it is likely CUDA will dramatically improve the execution.

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