May

6

nVidiaI'm wondering if anyone has much experience running trading apps or data crunching on Amazon EC2, etc.? Real heavy-duty analysis where you can bring 16 cores to bear on the issue. It would be helpful if anyone has tips on using Mathematica, R and Bloomberg in such an environment, especially if you've seen trading apps operating real-time.

Phil McDonnell writes:

For the princely sum of around $100 one can get something like 250 cores to do parallel processing. Software is available for R and some other packages and languages. I don't know about Bloomberg. It's all done with the nVidia graphics GPU. It is programmable from the main CPU and massively parallel. The technology allows applications that would otherwise take weeks to happen in minutes or seconds.

Dr. McDonnell is the author of Optimal Portfolio Modeling, Wiley, 2008.


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