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Financial Services


Regulations continually get tougher and tighter while financial models are becoming more complex by the minute. Facing these challenges, financial analysts need to have complete confidence in the accuracy and speed of their financial calculations.

Many of the world's most prominent and respected finance houses and institutions are beginning to rely on AccelerEyes and GPUs for their numerical applications and quantitative analytics because of the productivity and performance that these technologies deliver for their work. Automated Trader magazine has reviewed AccelerEyes software and offers the following report.

By utilizing AccelerEyes' software in financial modeling, critical business applications can be built more quickly, essential in today's ever changing and volatile markets. And by leveraging the AccelerEyes' software within financial applications, analysts and software engineers are able to spend more time in other areas of their work, ultimately improving productivity and time management.


Example Applications

ArrayFire can help educate students and support research in many application areas including:

  • Portfolio Optimization
  • Quantitative Analysis
  • Risk Management
  • Trend Forecasting
  • Portfolio Enhancement
  • Index Tracking
  • Derivatives Pricing
  • And much more...

Option Pricing
Koch Supply & Trading
Speedup: 51.8X


koch logo

Option Pricing

Authors: Koch Supply & Trading
Speedup: 51.8x

Andrew Shin, Market Risk Manager of Koch Supply & Trading, achieves significant performance increases on option pricing algorithms using AccelerEyes software to accelerate his code with GPUs. Andrew says, "My buddy and I are, at best, novice programmers and we couldn't imagine having to figure out how to code all this in CUDA." But he found AccelerEyes software to be straight-forward. With these results, he says he can see AccelerEyes software and GPUs populating Koch's mark-to-futures cube, which contains its assets, simulations, and simulated asset prices.

 

Last Updated: 13 Aug 2012

GPU Computing in Automated Trader
Automated Trader
Speedup: 37.5X


finance chart

GPU Computing in Automated Trader

Authors: Automated Trader
Speedup: 37.5x

The Q1 2012 issue of Automated Trader contains an excellent Mashup piece reviewing software for algorithmic trading. The article provides a wonderful glimpse into the 1-2 month adventure of Andy Webb, Automated Trader.s Founder, and Wrecking Crew building a fast trading platform from several technologies. The full trading platform they built was quite extensive. The part that caught our eye was the core computational component of the pipeline. That component involved permuting 1,000 potential pairs with cointegration tests for 350 time windows on each potential pair.

 

Last Updated: 28 Feb 2012

GPUs in Quantitative Analytics and Finance
Private Bank


finance chart

The world of Quantitative finance is all about getting accurate results really, really fast. AccelerEyes is working with one of the largest banks in Spain to maximize their output using GPUs. Click the link below for an overview of the uses of GPU computing in finance.

 

Last Updated: 17 Mar 2010