I didn't notice this was in the original thread. A factor of 1000x improvement? REALLY? I have a hard time believing it.
On Thu, Oct 9, 2014 at 1:18 AM, Klaus <[email protected]> wrote: > 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]> 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]. >>> 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. >>> >> >> -- > 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. > -- 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.
