4537

Parallel computing in a quantitative trading firm

Tuan Nguyen
Arbitragis Trading, France
International Conference on High Performance Computing and Simulation (HPCS), 2010

@inproceedings{nguyen2010parallel,

   title={Parallel computing in a quantitative trading firm},

   author={Nguyen, T.},

   booktitle={High Performance Computing and Simulation (HPCS), 2010 International Conference on},

   pages={376–376},

   year={2010},

   organization={IEEE}

}

Source Source   

701

views

Quantitative trading requires a lot of computing power in order to analyze derivatives prices and financial microstructure. We will describe different ways to use parallel computing that are used within a proprietary trading firm. We will discuss in-house tools that we developed in order to quickly transcribe mathematical concepts into working parallel implementation to develop trading strategies.
No votes yet.
Please wait...

* * *

* * *

HGPU group © 2010-2017 hgpu.org

All rights belong to the respective authors

Contact us: