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Mark FricI investigated it for some time because it would bring quite big speedup, unfortunately GPUs are not made for this kind of computations.
Not everything can be improved using GPUs, GPUs are good for making relatively simple mathematic or matrix operations, but backtesting a strategy is much more complicated and requires features that are very slow in current GPUs.
Mark
StrategyQuant architect
Laur2000Hi, I am new into this but I was wondering if one day it would be possible to use the power of our GPU (graphic card) in order to make calculations. I know there is a language (CUDA from Nvidia) to program a GPU. What do you say about this?
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