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 [email protected], "dloyer123" <[EMAIL PROTECTED]> 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 [email protected], "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!!! > > > > :-) :-) > > >
