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Interesting. Looks like they are using DSP chips and a custom board
for a similar application. 32MFLOPS is not very much. The modern
graphics cards deliver GFLOPS. The high end tops a teraflop.
As far as execution environments, personally, I use Tradestation for
execution and AmiBroker for system development. I like to keep them
separate.
On a unrelated note, last month I had a good month in live trading.
--- In amibroker@xxxxxxxxxxxxxxx, "Carl Sanders" <traden4x@xxx> wrote:
>
> dloyer,
>
> Nice comments.
>
> Is the card in this link potentially something that could be used
in the
> same manner as the video cards?
>
> http://www.modulusfe.com/nnpc12/default.asp
>
> I am currently looking at AB and another platform for auto trading
program
> development and trying to see what is the "best" overall system to
go with.
> I have liked a lot of what I see here with AB and have some great
> expectations.
>
> Thanks,
> Carl
>
> On Tue, Aug 5, 2008 at 9:18 AM, cstrader <cstrader232@xxx> wrote:
>
> > Amazing... thanks so much for bringing this to our attention.
> >
> >
> > ----- Original Message -----
> > From: "dloyer123" <dloyer123@xxx <dloyer123%40yahoo.com>>
> > To: <amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>>
> > Sent: Tuesday, August 05, 2008 10:06 AM
> > Subject: [amibroker] Re: Freakishly fast backtest using 64 cores
> >
> > > The same hardware that lets a game render life like 3d graphics.
> > > They perform single percision floating point math at rates that
are
> > > in the relm of the super computers of a few years ago. Lots of
> > > floating point operations per second and lots of bandwidth to
> > > memory. The graphics cores have advanced to the point of being
able
> > > to run a subset of "c", making it programable with freely
> > > downloadable tools.
> > >
> > >
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
> > "cstrader" <cstrader232@> wrote:
> > >>
> > >> Re: [amibroker] Freakishly fast backtest using 64 coresYes, I'm
> > > puzzled too.
> > >>
> > >> Looping should depend upon the speed of the CPU (or so I
thought).
> > > Why would putting the data in a different memory store increase
> > > looping speed?
> > >>
> > >> I noticed that AB runs its second backtest much faster than the
> > > first -- I assumed because somehow it caches all of the files
on the
> > > first run (although these are big files, and how it does that
is a
> > > mystery to me).
> > >>
> > >> In any case, completely fascinating!
> > >>
> > >> cs
> > >>
> > >> ----- Original Message -----
> > >> From: Herman
> > >> To: dloyer123
> > >> Cc: amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> > >> Sent: Tuesday, August 05, 2008 5:09 AM
> > >> Subject: Re: [amibroker] Freakishly fast backtest using 64
cores
> > >>
> > >>
> > >> This is amazing... But, i am sorry to say, i don't understand
> > > what you are doing...
> > >>
> > >>
> > >>
> > >>
> > >> can you put this in layman's terms?
> > >>
> > >>
> > >>
> > >>
> > >> best regards,
> > >>
> > >> herman
> > >>
> > >>
> > >>
> > >>
> > >>
> > >>
> >
> >
>
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