Trading Catechism
- Thread starter nitro
- Start date
nitro, a new Intel CPU is out, Knights Landing. With its 64 cores and 256 threads, it's capable of 6 teraflops (single precision). I thought you may be interested.
http://www.nextplatform.com/2016/06/20/intel-knights-landing-yields-big-bang-buck-jump/
http://www.nextplatform.com/2016/06/20/intel-knights-landing-yields-big-bang-buck-jump/
Thanks! Single Precision I believe won't work on many option models. Still, that is the way nVidia started out with GPUs, and eventually offered DP. I suspect this is the path Intel will take as well.
I am really waiting for the Xeon+FPGA right on chip
Thanks! Single Precision I believe won't work on many option models. Still, that is the way nVidia started out with GPUs, and eventually offered DP. I suspect this is the path Intel will take as well.
I am really waiting for the Xeon+FPGA right on chip
Knights Landing supports double precision, too. The throughput would be 3+ teraflops. To me, the huge advantage of Knights Landing over GPU and FPGA is that it's x86 binary compatible. That is, I don't have to do anything esoteric (like OpenCL, Verilog) to take advantage of the massive computational power of Knights Landing. Any conventional program in a high level language (C++, Java, C#) will run (without even recompilation), and scale up as long as your algo is "embarrassingly parallel".
Just something to consider, before you embark on your 1000+ Raspberry PI project.
Ah I see re: double precision.
Do you know if you can have more than one Knights Landing in a computer. So can I have a quad socket KL?
No support for dual/quad KL socket yet.
This is a note to myself and won't mean much to many people reading this thread. I may expand on it one day, but right going into it now it would suck all of my time into a black hole.
Trading may be nothing more than Computing Homology on [a chain of oriented] simplices.
It isn't clear if this dive in abstraction gains anything, but if it does, all of a sudden I have all of Algebraic Topology at my fingertips, a large branch which can be modeled on computers.
Trading may be nothing more than Computing Homology on [a chain of oriented] simplices.
It isn't clear if this dive in abstraction gains anything, but if it does, all of a sudden I have all of Algebraic Topology at my fingertips, a large branch which can be modeled on computers.
I am starting to take a more disciplined approach to the coding and specification of trading system logic development.
Most of my plumbing code is done in that it has been refactored to a very stable state. It is fast, object oriented so that bringing in new feeds is as simple as implementing an Interface. 90% of this code is Imperative style.
However, I believe that business rules of trading systems needs much stricter set of guidlines. Since my systems are running when I am sleeping, I need to be certain they don't do anything crazy. The only way to "guarantee" that the computer is running the code I intend, I have or am adopting two very important programming paradigms:
It is the second which I want to draw the attention of this post. Since I am moving all of my trading systems to functional languages (for now F#) with my plumbing code in C++/C#, it is important that my SBE be in a declarative style. I strongly recommend developers start thinking this way:
Binding business requirements to .NET code
http://www.specflow.org/
Most of my plumbing code is done in that it has been refactored to a very stable state. It is fast, object oriented so that bringing in new feeds is as simple as implementing an Interface. 90% of this code is Imperative style.
However, I believe that business rules of trading systems needs much stricter set of guidlines. Since my systems are running when I am sleeping, I need to be certain they don't do anything crazy. The only way to "guarantee" that the computer is running the code I intend, I have or am adopting two very important programming paradigms:
- Test Driven Development (been doing this for a while)
- Specification By Example
It is the second which I want to draw the attention of this post. Since I am moving all of my trading systems to functional languages (for now F#) with my plumbing code in C++/C#, it is important that my SBE be in a declarative style. I strongly recommend developers start thinking this way:
Binding business requirements to .NET code
http://www.specflow.org/
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I just realized that not all energy-momentum is carried by particles of the field. Some of it is associated with fields themselves. In physics chief among these is the electromagnetic field Fαβ.
No wonder sometimes system gets it wrong. Hmm....But what is the theory? Other than momentum on the isolated series itself, I see no way to derive it.
No wonder sometimes system gets it wrong. Hmm....But what is the theory? Other than momentum on the isolated series itself, I see no way to derive it.