shogunmike

12 ms·

61.
by shogunmike 12y ago
I actually tried this a few months ago. I had some issues trying to run the typical vector addition "Hello world!" examples on my system. I'm not 100% sure but I also think that by installing the nvidia-cuda-toolkit package i
62.
by shogunmike 12y ago
Indeed, I had quite a bit of trouble getting it to work prior to this. The main issue seemed to be compatibility with Ubuntu packaged Nvidia drivers of various versions. It's certainly not as straightforward as it could be.
63.
by shogunmike 12y ago
You're right. High-frequency trading is already using FPGA and ASICs. GPU-HPC is still used heavily (within finance) for derivatives pricing techniques, via Monte Carlo and Finite Difference methods.
64.
by shogunmike 12y ago
If only it was this easy in Ubuntu :-)
65.
Installing Nvidia CUDA on Ubuntu 14.04 for Linux GPU Computing(quantstart.com)
47 points by shogunmike 12y ago|14 comments
66.
Event-Driven Trade Execution with Python and IbPy(quantstart.com)
4 points by shogunmike 12y ago|0 comments
67.
Support Vector Machines – A Guide for Beginners(quantstart.com)
3 points by shogunmike 12y ago|0 comments
68.
Vector Addition “Hello World” Tutorial with Nvidia CUDA(quantstart.com)
1 points by shogunmike 12y ago|0 comments
69.
Installing Nvidia CUDA on Mac OS X for GPU-Based Parallel Computing(quantstart.com)
19 points by shogunmike 12y ago|4 comments
70.
Basics of Statistical Mean Reversion Testing – Part II(quantstart.com)
1 points by shogunmike 12y ago|0 comments
71.
by shogunmike 12y ago
I've had a few posts hit the front page over the last couple of years. I had between 5,000 and 10,000 unique visitors (as Google Analytics defines them) over the following 24hrs for each post.
72.
by shogunmike 12y ago
You're quite right actually! I probably haven't been as explicit as how hidden the risks are when using VaR. Although, within other articles I've tried to make the point that any risk management strategy should be utilised as
73.
Value at Risk for Algorithmic Trading Risk Management – Part I(quantstart.com)
30 points by shogunmike 12y ago|7 comments
74.
A Day in the Life of a Quantitative Developer(quantstart.com)
1 points by shogunmike 12y ago|0 comments
75.
How To Get A Quant Job Once You Have A PhD(quantstart.com)
2 points by shogunmike 12y ago|0 comments
76.
Free Computational Fluid Dynamics Codes for Self-Learning(cfdbooks.com)
1 points by shogunmike 12y ago|0 comments
77.
Python Machine Learning Reading List(quantstart.com)
2 points by shogunmike 12y ago|0 comments
78.
Quick-Start Python Quantitative Research Environment on Ubuntu 14.04(quantstart.com)
1 points by shogunmike 12y ago|0 comments
79.
by shogunmike 12y ago
I was going to discuss Parallel Python ( http://www.parallelpython.com/ ) in the next article - have you used that? How does it compare to joblib?
80.
by shogunmike 12y ago
I agree, the scope of the article is somewhat specific to the "toy" example presented. Generally I would use C++ or (gasp!) Fortran with either MPI or CUDA for these sorts of tasks if performance was the most critical factor. I&#x
81.
by shogunmike 12y ago
I was considering adding this but I wasn't fully sure that it would be good content for a "first intro to parallel programming" article. Perhaps a good candidate for the next one? Thanks for mentioning it though.
82.
by shogunmike 12y ago
Wow - that is significantly more elegant than what I discussed in the article! I wasn't aware of the concurrent.futures library, thanks for pointing it out.
83.
Parallelising Python with Threading and Multiprocessing(quantstart.com)
94 points by shogunmike 12y ago|37 comments
84.
Choosing a Software Platform for Quantitative Trading Backtesting(quantstart.com)
2 points by shogunmike 13y ago|0 comments
85.
Using Python, IBPy and the Interactive Brokers API to Automate Trades(quantstart.com)
1 points by shogunmike 13y ago|0 comments
86.
by shogunmike 13y ago
Futures linked ETFs in general are a great approach that have really helped "retail" traders get access to a previously difficult market. Ernest Chan provides some good examples re GLD/GDX spreads, for instance.
87.
by shogunmike 13y ago
A nice algo with a good Sharpe. Although I'm not sure I could stomach a 37% drawdown!
88.
by shogunmike 13y ago
Indeed I probably should have stated more carefully how leveraged futures contracts can be.
89.
by shogunmike 13y ago
I do wonder whether zoologists are now continually frustrated with the Python data analysis ecosystem when they perform their Google searches :-)
90.
Using Python and Pandas to Create Continuous Futures Contracts(quantstart.com)
66 points by shogunmike 13y ago|13 comments

More ›