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PureBytes Links
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What Nvidia card are you using by the way...? I assume these
techniques only qork on Nvidia cards...?
I'd be interested. But I'm also interested to hear some feedback from
TJ... who, as one poster mentioned, has been uncharacteristically quiet.
--- 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!!!
> >
> > :-) :-)
> >
>
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