Your mileage may vary. For me, such a solution might mean a speedup of about 30 (given the number of graphics cores, the differences in performance, non-optimal parallelization, etc. - but it is a rather wild, but conservative guess). If you look at pricing on the cloud, using this might cost like 5-10 USD / hour (were also partial hours count). Given the number of runs one has to do to reach a reasonable result, this can easily go to dozens/hundreds of hours. This might be ok from your perspective, it seems like a bad deal from my point of view. (this is also why modern high-performance computers often take a GPU heavy approach) So, I think, going GPU first is probably a good idea, then one might want to cascade it later with a multicomputer approach (AWS offers specific GPU instances for the cloud).
But all this is mute, the question is whether any one with the necessary expertise is pursuing this approach. Or perhaps someone has better data for estimating the kinds of results to be expected. Klaus Am Mittwoch, 8. Oktober 2014 22:14:44 UTC+2 schrieb Judson Wilson: > > I think it would be more worthwhile to do a cloud based multi-computer > approach. > > On Wed, Oct 8, 2014 at 3:55 AM, Klaus <[email protected] <javascript:>> > wrote: > >> Hi, >> >> I was just wondering: was there any further efforts to do CUDA-based >> backtesting for JBT? >> >> Cheers >> Klaus >> >> >> Am Donnerstag, 18. April 2013 03:44:58 UTC+2 schrieb Sheb Latsama: >> >>> I am looking into this, but it is still far from ready for prime time. >>> I have a good speedup, but for some reason the results are diverging from >>> the expected values in seemingly random ways. I will update the group when >>> I have something ready to share... it is still 'pre-alpha' at this point. >>> >>> I asked Eugene to remove some info I shared with him on this topic as it >>> is premature at this point, and he was kind enough to do so. >>> >>> On Tuesday, April 16, 2013 6:56:40 AM UTC-7, Mick O'Donnell wrote: >>>> >>>> Hi all, >>>> >>>> Just wondering if anyone has looked at use parallel processing for >>>> optimizing strategies yet. I've been using the NVIDIA's CUDA library for >>>> other heavy lifting jobs with good results. There's a project called JCUDA >>>> which supplies a Runtime API with Java bindings for CUDA. If no one has >>>> written anything for this yet, I may take it on as a side project. >>>> >>>> http://www.jcuda.org/ >>>> >>>> regards, >>>> >>>> Michael >>>> >>> -- >> You received this message because you are subscribed to the Google Groups >> "JBookTrader" group. >> To unsubscribe from this group and stop receiving emails from it, send an >> email to [email protected] <javascript:>. >> To post to this group, send email to [email protected] >> <javascript:>. >> Visit this group at http://groups.google.com/group/jbooktrader. >> For more options, visit https://groups.google.com/d/optout. >> > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/d/optout.
