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by AlexEro
December 17th, 2014, 5:23 pm
Forum: Programming and Software Forum
Topic: sample cuda problems in finance
Replies: 143
Views: 53603

sample cuda problems in finance

<t>QuoteOriginally posted by: CuchulainnI see. So, knowledge of parallel algorithms and patterns is also useful?Yes, for sure. You (CUDA developer) should know not only parallel algos, but even more important - how to parallelize ANY algorithm.Personally, I do not use C++, only classic C. Therefore ...
by AlexEro
December 17th, 2014, 1:37 pm
Forum: Programming and Software Forum
Topic: sample cuda problems in finance
Replies: 143
Views: 53603

sample cuda problems in finance

<t>QuoteOriginally posted by: CuchulainnI mean, you need 10 years C experience to do this environment, yes?Yes, I think this kind of job requires 10 years in C and (windows) system programming. But If you are developing within Visual Studio a simple CUDA standalone .exe application, then 3-4 years i...
by AlexEro
December 17th, 2014, 4:07 am
Forum: Numerical Methods Forum
Topic: Hull & White [$]\vartheta[$] and numerical differentiation
Replies: 10
Views: 5195

Hull & White [$]\vartheta[$] and numerical differentiation

Several "industrial engineering" methods of numerical differentiation are described here:"Smooth noise-robust differentiators"holoborodko pavel smooth low noise differentiators
by AlexEro
December 17th, 2014, 3:49 am
Forum: Programming and Software Forum
Topic: sample cuda problems in finance
Replies: 143
Views: 53603

sample cuda problems in finance

<t>QuoteOriginally posted by: CuchulainnQuoteTherefore I strongly DO NOT recommend to start building CUDA DLL programs for Metatrader-4 without 10+ years of programming skills in many areas of C-language, and system programming.Sounds like you have developed the _wrong_ API!(?)Sorry, I dont get it. ...
by AlexEro
November 26th, 2014, 2:32 pm
Forum: Programming and Software Forum
Topic: sample cuda problems in finance
Replies: 143
Views: 53603

sample cuda problems in finance

<t>Recently we have released new version 1.70 of our "Graalino" trend following Expert Advisor (EA) for MT4 platform - with full support of CUDA acceleration."Light" redesign of software to utilize CUDA - took 3-4 months. Acceleration on CUDA over host processor running without SSE2 was only 2-3 tim...
by AlexEro
November 26th, 2014, 2:26 pm
Forum: Programming and Software Forum
Topic: Which vendors support GPU pricing?
Replies: 1
Views: 3778

Which vendors support GPU pricing?

This link may help:nVidia list of financial applications with CUDA support
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