High Frequency Trading Development Kit

Re:High Frequency Trading Development Kit by ortatherox on Wednesday March 30, 2011 @10:30AM (#2387350)

Thanks, I came to ask that question also. So is there any reason that this can't be done using OpenCL instead?

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Re:High Frequency Trading Development Kit by chollida1 on Wednesday March 30, 2011 @11:04AM (#2387534)

We've tried using OpenCL for pricing, the biggest bottle neck is getting data into and out of video card memory.

It's just too slow to move it from main to video memory and back.

Also OpenCL works best when working on large pieces of data at once, with High frequency trading often you want to work on very small pieces, 50 bytes, and process them as fast as possible. Batching up the data and working on it in a SIMD type fashion just takes too long:(

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Re:High Frequency Trading Development Kit by dman on Wednesday March 30, 2011 @12:14PM (#2387882)

APU's should fix some of that.

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