We need CUDA support for backtesting and optimizations

Created at 01 Sep 2020, 13:33
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MerlinBrasil

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Joined 17.11.2011

We need CUDA support for backtesting and optimizations
01 Sep 2020, 13:33

Hi Folks,

I did a search and found that my suggestion to implement CUDA for backtesting and optimization back in 2014 was never responded to.

Using CUDA (nVidia's programming language for their GPUs) would speed up both B & O immensely. What now takes half a day

could be accomplished in minutes.

If Spotware doesn't want to commit completely to CUDA right away, how about a programmer spending an hour testing out CUDA

using CUDAFY, which automates the process of taking regular code and adding CUDA capability. Free.

This is seriously needed, folks.

@MerlinBrasil
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