Parallel computing in a quantitative trading firm
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}
}
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.
July 3, 2011 by hgpu
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