Wolfram Alpha Pro, here. Remember in the 1992 movie Passenger 57 when Wesley Snipes says ” Ever Play Roulette? Well let me give you a word of advice – always bet on black” kind of the same deal here in Quant Math always bet on Wolfram. Watch his company adapt and scale down to run apps over the ipad and iphone relatively fast with a high profile and ahead of competitors. It’s like when the Velociraptors learn how to open doors in Jurassic Park, except at a corporate level. They’re learning.
Complete NVIDIA Kepler GPU Lineup Leaked (from Tom’s hardware), here.
Hardware Accelerators for Financial Mathematics (slides), here (from International Forum on Embedded MPSoC and Multicore). Canary Wharf needs FPGA’s because they don’t have enough power to price options is the premise, if I am reading this right:). A breakdown of Heston model in FPGA framework.
The Perils of Parallel (blog by Greg Pfister), here. Specifically see MIC and the Knights.”HPC and general technical computing are about a third of Intel’s server business. Further, that business tends to be a very profitable third since those customers tend to buy high-end parts.”Pfister knows where its at “The programming language, by the way, is not the issue. Sriram reminded me of the old saying that great FORTRAN coders, who wrote the bulk of those old codes, can write FORTRAN in any language.”
and “Will MIC win in the marketplace? Big honking SIMD units, like Nvidia ships, will always produce more peak performance, which makes it easy to grab more press. But Intel’s architectural disadvantage in peak juice is countered by process advantage: They’re always two generations ahead of the fabs others use; KC is a 22nm part, with those famous “3D” transistors. It looks to me like there’s room for both approaches.” When Pfister writes, you read.
Robin Hanson’s theory of young consultants (from Marginal Revolution), here. Cowen is on to something here, particularly with respect to adopting supercomputers to fix FinQuant HPC problems in broker dealers. Let’s think about this.
Dynamic Constant Reconfiguration of Explicit FInite Difference Option Pricing (from 2011 International Conference on Reconfigurable Computing and FPGAs), here. Becker, Jin, Luk, and Weston from JPM. Its sort of a cool concept. Reminds me of Rob Pike figuring out to recompile graphics code on the fly to optimize display performance back in the day. Very hardcore. I did not know they have these hardcore quant code Cowboys at Imperial College London now.
Blue Waters up – petaflop Hello World (from Slashdot), here. At 24MWh day I suppose not many of these will be installed in Canary Wharf for Option Pricing