Comments on: A Statistical Method for Self-Tuning Trading Systems http://mqlmagazine.com/financial-modelling/a-statistical-method-for-self-tuning-trading-systems/ All things MetaTrader Fri, 27 Jan 2012 16:37:30 +0000 http://wordpress.org/?v=2.9.2 hourly 1 By: Bogdan Caramalac, MQLmagazine sr.editor http://mqlmagazine.com/financial-modelling/a-statistical-method-for-self-tuning-trading-systems/comment-page-1/#comment-555 Bogdan Caramalac, MQLmagazine sr.editor Tue, 25 May 2010 18:34:47 +0000 http://mqlmagazine.com/?p=1910#comment-555 Investeo, an application has to be written specifically to use the GPU. It's not only Bloomberg using it, quite all the hedge funds are writing their own platforms to use GPUs. After all, if you have a good video board on your computer, why leave the GPU sleep well? However, as you can see <a title="here" href="http://metatrader5.blogspot.com/2010/02/metatester-5-metatrader-5-strategy.html" target="_top" rel="nofollow">here</a>, MetaQuotes decided <strong>not</strong> to use CUDA technology for the Strategy Tester - of course, they were interested in this cloud computing feature, with the introduction of remote agents - but some extra power coming from the GPU should not have been wasted. Also, I don't know anything if the main terminal is able to use this technology. I don't see how, if GPUs are "slow in processing of general purpose algorithms" , hedge funds would be interested in using this technology. All I know, when these guys are interested in something, better go get it, because they always know better. Investeo, an application has to be written specifically to use the GPU. It’s not only Bloomberg using it, quite all the hedge funds are writing their own platforms to use GPUs. After all, if you have a good video board on your computer, why leave the GPU sleep well? However, as you can see here, MetaQuotes decided not to use CUDA technology for the Strategy Tester – of course, they were interested in this cloud computing feature, with the introduction of remote agents – but some extra power coming from the GPU should not have been wasted. Also, I don’t know anything if the main terminal is able to use this technology. I don’t see how, if GPUs are “slow in processing of general purpose algorithms” , hedge funds would be interested in using this technology. All I know, when these guys are interested in something, better go get it, because they always know better.

]]> By: Investeo http://mqlmagazine.com/financial-modelling/a-statistical-method-for-self-tuning-trading-systems/comment-page-1/#comment-552 Investeo Tue, 25 May 2010 15:54:28 +0000 http://mqlmagazine.com/?p=1910#comment-552 Bogdan, keep up with good work. What do you think of getting the processing power from GPU's? What I have had in my mind for a few months is writing a wrapper for NVIDIA's CUDA to MQL5 and moving part of the calculations to GPU cores. They can perform massive calculations in parallel. What convinced me is that Bloomberg is using GPU's for options calculations. I even bought CUDA - enabled laptop to serve the job but still I am struggling with a free time to improve my skills and complete the task. Please see http://www.nvidia.co.uk/object/cuda_finance_uk.html and you will see what GPUs are capable of. BR Investeo Bogdan, keep up with good work. What do you think of getting the processing power from GPU’s? What I have had in my mind for a few months is writing a wrapper for NVIDIA’s CUDA to MQL5 and moving part of the calculations to GPU cores. They can perform massive calculations in parallel. What convinced me is that Bloomberg is using GPU’s for options calculations. I even bought CUDA – enabled laptop to serve the job but still I am struggling with a free time to improve my skills and complete the task. Please see http://www.nvidia.co.uk/object/cuda_finance_uk.html and you will see what GPUs are capable of.

BR
Investeo

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