STAC
Nvidia Claims 6000x Speed-Up for Stock Trading Backtest Benchmark
A stock trading backtesting algorithm used by hedge funds to simulate trading variants has received a massive, GPU-based performance boost, according to Nvidia, which has announced a 6,250x acceleration ...Full Article
STAC Floats ML Benchmark for Financial Services Workloads
STAC (Securities Technology Analysis Center) recently released an "exploratory" benchmark for machine learning which it hopes will evolve into a firm benchmark or suite of benchmarking tools to compare ...Full Article
Fat Xeons Best Accelerated Systems For Option Pricing
Sometimes you can throw hardware at a problem and speed up an application, and other times, if you delve into the software stack and make changes, that works. Sometimes, ...Full Article
GPUs Take Monte Carlo Options Pricing Real-Time
In finance, an option or derivative is a contract that gives a firm the right, under certain conditions, to buy or sell an underlying asset or instrument. Financial firms ...Full Article