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Hello,
I am quiet simply because
a) I am working (not too much time left for discussion)
b) after 64 bit fiasco (in terms of number of installed 64-bit OS)
I am not very keen to jump on bleeding edge again.
There are 3 competing and not compatible GPU computing
schemes, one from NVidia one from AMD and one from Intel.
Also Microsoft is supposed to add general purpose computing on GPU
as a feature in DirectX 11. So now we have four competing
solutions that are not compatible between each other.
History shows that usually Microsoft APIs win (they even taken over
superior OpenGL). Let's wait and see.
c) hardware requirements for GPGPU makes it very niche platform
(cards may be cheap, but you can't put GForce8800 into notebook),
making it economically not feasible unless lots of $$$ were charged per software.
d) in order to get desired speedup entire optimization process would need to
be done on GPU. Now that means you need GPU with lots of RAM (no virtual memory on GPU).
That makes the market even narrower.
Mixed CPU-GPU solutions would just spend 95%+ of time on memory transfers,
not worth the effort.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "sidhartha70" <sidhartha70@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, August 11, 2008 11:01 AM
Subject: [amibroker] Re: Freakishly fast backtest using 64 cores
> 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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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
>
>
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