Title page for E-project-102708-102708

Project Type MQP

Submission date 2008-10-27

Authors
Andrey Andreyevich Yamshchikov, CS
Shengshi Zhao, MAC

URN E-project-102708-102708

Sponsor Fidelity Investments

Title Financial Computations on the GPU

Advisors
Agu, Emmanuel O., CS
Abraham, Jon P, MA

Availability unrestricted

Abstract
This Major Qualifying Project investigates the performance benefits of using the Graphics Processing Unit for algorithmic trading. The accomplished work includes the design, development and rigorous testing of a financial application to analyze real-time market data. Comprehensive analysis and an elaborate discussion of the results show that the GPU outperforms the CPU by several factors.

Files
MQP__Financial_Computations_on_the_GPU.pdf

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Project Type	MQP
Submission date	2008-10-27
Authors	Andrey Andreyevich Yamshchikov, CS Shengshi Zhao, MAC
URN	E-project-102708-102708
Sponsor	Fidelity Investments
Title	Financial Computations on the GPU
Advisors	Agu, Emmanuel O., CS Abraham, Jon P, MA
Availability	unrestricted
Abstract This Major Qualifying Project investigates the performance benefits of using the Graphics Processing Unit for algorithmic trading. The accomplished work includes the design, development and rigorous testing of a financial application to analyze real-time market data. Comprehensive analysis and an elaborate discussion of the results show that the GPU outperforms the CPU by several factors.
Files	MQP__Financial_Computations_on_the_GPU.pdf