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All true, and I can add a few more:
* This is largly about keeping the cores fed with data and threads
that are ready to execute. There is no cache. This means careful
managment of CPU, GPU, register and shared memory spaces. Doing this
in a general case is a "interesting" problem, meaning hard.
* If history is a guide, DirectX 11, when details finally emerge will
probably suck. Direct X 12, will rock.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> 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@xxx>
> 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@> 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
> >
> >
> >
>
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