|
PureBytes Links
Trading Reference Links
|
> Hey Fred: I am not sure that I understand your comment.
I started that one - based on an earlier comment from Paul I was
speculating if CUDA might have other possible uses in AB besides
optimization (that is how AT got dragged into it).
I am trying to think of other heavy computational loads that slow AB
down.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "dloyer123" <dloyer123@xxx> wrote:
>
> Hey Fred: I am not sure that I understand your comment.
>
> If you are talking about auto trading, not sure. I use
Tradestation
> for that. It is fast, cheap if you have any trading volume, and
> solid. It does not need much horse power to run. Not a very good
> optimization plaform.
>
> For optimization, it seems to me, that the problem is inherent in
the
> problem domain, not just due to limitations or implementation
details
> of a specific tool.
>
> In Pardo's new book, he observes that the hedge funds build custom
> solutions that are much faster and more powerful than anything
> available to the retail invester. It can be done with a room full
of
> unix servers, or the same power can now be acheived at best buy for
> $150. Got to love the power of the video game market.
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@> wrote:
> >
> > It may well have a need for speed but unless I'm missing
something
> ( and I
> > may well be ) this only really has application with the currently
> structured
> > AB in optimization .
> >
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of brian_z111
> > Sent: Monday, August 11, 2008 11:52 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Freakishly fast backtest using 64 cores
> >
> >
> >
> > It is generally the case, for AB, that the user base is
relatively
> > small, and there are competitors for that $pool, plus, Tomasz
can,
> > and is entitled to, include his version of a competing feature at
> any
> > time in the future and in the manner of his choosing.... so the
rug
> > can slip out from under any third party app that is aligned to
core
> > features.
> >
> > Real Time AT seems one place that has a need for speed.
> >
> > (I don't know that the majority of AB users are EOD - there are
> over
> > 1000 users in the AT forum).
> >
> > If using the GPU was a solution for AT how many of those who are
> > using AT right now would have the chutzpah to look after it
> > themselves, at the code level.......not many I think.
> >
> > Those with the chops can already make their own solutions based
on
> > your pathfinding efforts?
> >
> > > I am not opposed to creating an open source project for this.
It
> > > might use parts of the code base I have now, such as the trade
> > >match
> > > code, but would need a very different calculation core.
> >
> > That is the litmus test.
> >
> > How many will come forward now and sign their name on the dotted
> > (forum) line?
> >
> > Don't be disapointed if they don't - maybe they will take the
view
> > that Intel/MSFT will soon move this into the mainstream OR make
> > quantum leaps on processing speed via other mainstream solutions?
> >
> > brian_z
> >
> > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com,
> > "dloyer123" <dloyer123@> wrote:
> > >
> > > TJ is right. The number of AmiBroker users that are hard core
> > enough
> > > to need this AND willing to pay for it is proably much too
small
> to
> > > justify the time involved for a comercial project.
> > >
> > > It is not really needed for EOD data. For that, a decent laptop
> is
> > > fast enough. I suspect that covers the majority of the
amibroker
> > > user base. Tradestation would be a better design target.
> > >
> > > I am not opposed to creating an open source project for this.
It
> > > might use parts of the code base I have now, such as the trade
> > match
> > > code, but would need a very different calculation core.
> > >
> > > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com,
> > "Mike" <sfclimbers@> wrote:
> > > >
> > > > If the market proves insuficient to warrant the effort
required
> > to
> > > > package and sell your work, or if you'd just rather spend
your
> > time
> > > > on other things, another alternative might be to publish what
> > > you've
> > > > got, "as is" with the agreement that you offer no support
> beyond
> > > what
> > > > is in the code itself.
> > > >
> > > > You could let the community run with it, posting back their
> > > > modifications for the benifet of all. It wouldn't necessarily
> > have
> > > to
> > > > be you, or at least not only you, that put the effort in to
> > > > generalize the approach, or at least render it useful to
others
> > > (even
> > > > if only as an example of how to write the custom code).
> > > >
> > > > I suspect that there are enough developers in this forum that
> at
> > > > least a couple would be curious enough to have a look at it.
> > > >
> > > > Unless, of course, what you currently have somehow exposes
your
> > > > strategy? In which case, perhaps a simple MA crossover
example
> > > could
> > > > be published.
> > > >
> > > > Mike
> > > >
> > > > --- In amibroker@xxxxxxxxx <mailto:amibroker%
40yahoogroups.com>
> ps.com,
> > "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@xxxxxxxxx <mailto:amibroker%
> 40yahoogroups.com>
> > ps.com, "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!!!
> > > > > >
> > > > > > :-) :-)
> > > > > >
> > > > >
> > > >
> > >
> >
> >
> >
> >
> > _____
> >
> > I am using the free version of SPAMfighter for private users.
> > It has removed 523 spam emails to date.
> > Paying users do not have this message in their emails.
> > Try SPAMfighter <http://www.spamfighter.com/len> for free now!
> >
>
------------------------------------
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/
|