|
PureBytes Links
Trading Reference Links
|
In principle, count me in. But I am curious what Tomasz thinks of all
this. He has remained uncharacteristically quiet (unless I missed
some mails). TJ, any thoughts?
PS
--- In amibroker@xxxxxxxxxxxxxxx, "dloyer123" <dloyer123@xxx> wrote:
>
> I am currently getting 133 portfolio backtests per second,
including
> trade matching and fitness function evaluation on the host system.
> These are on 1 year of 5 minute bars, plus higher time scale data,
for
> > 850 symbols.
>
> The card I am running on costs < $200 retail, less if you shop
online.
> I would get the new Nvida card with 240 cores, but there is really
not
> much point.
>
> Walkforward tests run in no time at all.
>
> As it stands, it just takes a lot of time and code to do this.
But,
> there is no other way that I know of to get this level of
performance.
>
> I am very tempted to write a micro kernel that could execute a set
of
> functions on command from afl code. That way system design could
be
> done in afl, where it belongs, but execute on the GPU.
>
> If enough people where willing to pay for it, I would do it.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> >
> > Man, somebody design a plug-in or something to make this useable
by
> the
> > rest of us! I would love to have this capacity. I'm sure people
would
> be
> > willing to shell out $100-200 or so for a plug-in like this that
> allows
> > us to use our graphics cards to boost backtest speed.
> >
> > There are some multivariable optimizations I would like to run,
but at
> > my current computer capacity it would take over a year. But that
could
> > be shrunk down to a day or so using this graphics card
acceleration
> > method.
> >
> > I want it!!!
> >
> > :-) :-)
> >
>
------------------------------------
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|