Nvidia CUDA GPU technology.

R

RedEyeFly

Has anyone had any experience or knowledge of traders using Nvidia's CUDA GPU technology?
I'm thinking of building a machine with this to run faster data sets but don't know if it'll be worth the trouble, or if most trading softwares can operate with the large number of threads which can be received by the GPU. Input here appreciated!
 
It depends entirely on what you are expecting. I wouldn't exect commercial apps to support it, although a few might. I also wouldn't expect huge speedups. I took an algorithm that I had proved out in C# and implemented it in CUDA. Naturally the speedup was enormous. Then I took the same algorithm and optimized it in C++ with SSE and OpenMP and got nearly the same speedup with way less effort. The CUDA stuff does run about 60% faster on my hardware, but that isn't enough to justify the implementation cost for my needs.
 
@redeye... depends on your problem set. if it's a highly parallel problem that isn't too memory hungry, it could see some big speedups. you won't know till you try. a cheap easy way of testing is a modern laptop. most are running nvidia chipsets that are cuda compatible.
 
Right now I'm running NinjaTrader 6.5 (soon to be 7 once out of beta). Our latest code has a lot of AI build into it where it constantly regenerates and references a recent data set as well as other technicals to provide a real time walk forward while placing trades. Its not quite maxing out my current machine, but I just wondered what advantages there are with the next generation of hardware.
 
I would say NinjaTrader is ready right now even though it still says beta. The improvement is now you can run NinjaTrader 7 64 with a 64 bit data provider on Windows 7 64 Pro. The speed is amazing over ver 6.5 including the ability to chart more than just 2 different markets without the system from becoming bogged down. I would recommend at min 4 GB of DDR3 memory, and you do need to realize that they did change the programming environment in ver 7, so I would suggest on working on converting your system's code to be complaint with the new changes.

Quote from RedEyeFly:

Right now I'm running NinjaTrader 6.5 (soon to be 7 once out of beta). Our latest code has a lot of AI build into it where it constantly regenerates and references a recent data set as well as other technicals to provide a real time walk forward while placing trades. Its not quite maxing out my current machine, but I just wondered what advantages there are with the next generation of hardware.
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