StreamBase – 用CUDA把華爾街提升到另一個境界

StreamBase – 用CUDA把華爾街提升到另一個境界

StreamBase – Taking Wall Street to the Next Level with CUDA

StreamBase系統公司本週在紐約宣佈, 他們正在與NVIDIA合作進行財務領域”最優秀品種”(best-of-breed)的計算方式.

當交易策略需要改變時, 進行計量與交易的財務公司們, 會需要將新策略套用於大量的歷史交易紀錄, 以驗證新的交易策略能否奏效.

運用NVIDIA Tesla GPU高速運算圖形處理器, 加上StreamBase公司”最優秀品種”(best-of-breed)的計算方式, 可以讓財務公司在瞬間部署有效的交易策略.

StreamBase Systems announced this week in New York that it is working with NVIDIA to offer best-of-breed computing capability for the capital markets. Firms whose traders and quants want to rapidly test out new trading strategies against large amounts of historical data can now combine StreamBase technology with NVIDIA Tesla GPUs to accelerate time to deployment.

StreamBase的技術長, Richard Tibbetts, 說道: “先進技術(CUDA)將華爾街提升到另一個境界”, “財務運算與NVIDIA GPU高速運算圖形處理器双劍合璧, 為財務產業帶來了革命”.
"Advanced technologies are taking Wall Street to the next level," said Richard Tibbetts, CTO at StreamBase. "This partnership underscores the technical revolution in the financial industry."

美國著名諮詢公司TABB集團的資深分析師, Kevin McPartland, 說道: “當你在百萬分之一秒內做出的交易決策具有成與敗如此巨大的差異時, 快那麼一點點就顯得極為重要.” “我們不只看到GPU高速圖形運算處理器在選擇權領域發光發熱(Davis註: 我已經在六月翻譯過幾篇衍生性金融商品用GPU獲得50x~300x倍快的文獻), 現在我們還看到GPU高速圖形運算處理器在多重資產分析上的最新應用”.
"When you're talking about trading where microseconds make a difference, the extra hops within the server can make a difference," said Kevin McPartland, Senior Analyst at TABB group. "We are seeing renewed interest in GPU technology not only for options, but also for multi-asset analytics."

[Davis延伸閱讀]:

百萬分之一秒的勝負

2010年五月六日, 紐約股市大跌千點, Accenture (NYSE:ACN)股價跌到一美分(5/7收盤價$41.09), 如果當時花一千美元買了十萬股, 現在已經市值$4109000(台幣一億三千一百九十萬), 這與中彩劵無異!

雖然SEC與NASDAQ都決定取消這20分鐘的異常交易, 不過對於周邊的交易, 像是指數型期貨與選擇權交易則不受影響, 因此承做這些週邊交易的人真的會發大財呢.

Referenced blog: http://blog.pchome.com.tw/prudencio/post/1320938021

GPU高速財務模擬既然能在百萬分之一秒改變策略, 就能把握與這20分鐘異常交易類似的投資機會 – 當然GPU高速運算並非只是用在這個方面的啦.