Interesting, I don't hear much people here talking about using GPUs. I'm currently working on doing algo parameter optimization on GPUs. What platform do you use to utilize GPUs and are you using OpenCL or something else like CUDA?
I've got a biased opinion on the GPU because I lead companies with NVIDIA partnerships. I have experience only with NVIDIA technologies, and even that experience originates from a management perspective. So, in my private environment, I use the only setup I know something about, and that's how to set up NVIDIA GPU clusters.
Consequentially, I use the
CUDA platform.
Since my companies have an ever-growing demand for
NVIDIA A100 GPUs, I won't compete with my corporate interest in purchasing such GPUs in my private setup. Instead, my current setup is from when I bought some old
Tesla V100 GPUs from my companies when they introduced the A100.
I know all of you understand
the problem if you tried to buy GPUs in the previous five years. The demand is often higher than the supply, and I had my share of delivery issues as well. I don't blame it on NVIDIA, but on the market with volatile hypes.
These two GPUs (A100, Tesla V100) might be more different than you believe, but our engineers loved to share unnecessary (back then) and very long monologues about V100 for years, which finally, I found some use for and with a few additional phone calls, which they didn't mind, I managed to build my private environment.
Who knew engineers could fall in love with GPUs?
They kept telling for hours like a young couple about their marriage.
Are you taking or providing liquidity?
I have a
dual approach to liquidity with some of my bots taking and some providing it. I also do
market-making and
arbitrage. But if you mean the
market health, I consider that when I decide how much liquidity I take or provide. I've got a consideration about the exchange and other traders and try not to wreak havoc without paying back in one way or another. Large markets usually heal fast whatever I do, but I seriously care about the communities of new exchanges and smaller pairs.
GPU's are not your daddy's FPGA.
No, you're right, but my Daddy's shareholding and board membership entitles him at least partly to the GPUs.
Cool thread.
Ely, can I run HFT from my home in Tahoe? Problem is that local zoning won’t allow me to build a microwave tower above the tree-line. Any suggestions?
What specific bots did you purchase?
thanks.
You already know Tahoe might be not the best place to run an HFT bot. But before you lose all hope, let me tell you I think
it's possible to do HFT from Tahoe. I won't propose to move to another zone because I don't know your life. So, I'll try to help explore some local solutions.
Do you mean you're not allowed to
dedicate point-to-point microwave links? If yes, can't you get regulatory approval on request? I think you've got an honest reason.
1. I can't claim vast experience in your zone's ISPs, but I propose to check the availability of
leased fiber optic connections directly at the telecommunications providers.
2. If they don't want to sell you leased fiber optic connections, approach
local financial institutions to
lease theirs instead. What some ISPs don't sell to individuals, might sell to institutions.
3. Alternatively, you can approach
data centers or colocation facilities, too.
4. Should these on-premise ideas fail, you still have the
cloud-based HFT platforms. They might be more expensive than particular on-premise solutions, but the investment might make it worth it.
Your bot will eventually depend on the solution you have available.
I mentioned some platforms above, but that wasn't all-inclusive.
I also use
- Virtuoso
- Tower
- Simply Wall Street
- Akuna
- Q-Trader.
Not everything at the same time, but I've tried all these. Eventually, I'll run those that interest the community most. All of the mentioned bots are profitable. You can choose any of these, and I'll show you that. I'm not afraid of missing profit or community
"bad choice" because any of these bots would be worth running for the community.
Ely, is that a recent photo?
The one I've got as a profile picture? No, she's one of our more recent developments, an android or modified adult doll in, more precisely, my company sells as a robot & AI assistant to managers.
But Ely's a special doll because she's learning portfolio management and leadership from me.
I've always had a passion for dolls. My parents say when I was a little girl, I played a sick amount of time with Lego dolls and soon started to make mine. Whether it was a birthday or Christmas, I've always asked for new materials: Polymer clay, stuffed dolls, ceramic. Our household always had a deficiency of cotton, felt, and fleece because I used up everything I had. Looking back, I believe my parents were completely aware of where their clothes had gone, but pretended not to make a problem out of it.
As an adult, with the recent development of robotics, access to the adult industry, and fellow staff, I don't have to wait until Christmas to get a new doll.
I won't rest in peace until Ely surpasses me on the markets.