Quoting Eugene: > Riunning the JBT optimization on he high end GPU (AMD Radeon 7900 series) indicates a speedup in the order of 1000 times faster. The big drawback is that it required a complete re-write of the multiple JBT classes, essentially flattening the object-oriented model into array processing...
On Thu, Oct 9, 2014 at 5:51 AM, Klaus <[email protected]> wrote: > Not sure where you take the 1000x improvement from? I was talking about a > 30x - and this was an ad hoc guess. > > If you look around, there are comparisons which make this seem realistic > (e.g., http://www.hs.uni-hamburg.de/DE/Ins/Per/Abhranil/summer_report.pdf), > but this also shows it dependents very much on the task specifics. This > would be the interesting question here, whether such a speed-up would be > realistic. > (there the border is at a factor of 400, but this obviously depends on the > specifics of the CPU and GPU compared) > > > Am Donnerstag, 9. Oktober 2014 11:33:27 UTC+2 schrieb Judson Wilson: >> >> 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. > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. 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