We're adding C# math/science libraries at the moment so its an ideal time to take requests -- I've personally used ILNumerics and will try and add that in, are there any others you'd like to see added in QC? Please post direct link to download page if possible, and ideally open source or we'll need to negotiate the licensing terms.
Seth Bakhtiari
Jared Broad
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Joyanta
Don Hogan
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Dmitriy Bobrovskiy
Dmitriy Bobrovskiy
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Dmitriy Bobrovskiy
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Grokpot
Hi Jared Broad
This is an old thread - is there any up-to-date news about using CUDA with QC? Can't find many resources but this is becoming very important in 2021 :)
Jared Broad
We did some initial user-testing and found there wasn't enough demand to cover the cost of GPU backtesting. We could add it for about $200 per backtesting node per month with a T-100 graphics card; shared between 5-7 users. If there were 5 people willing to put their names on the list (and commit for a year) we can do the engineering to make it happen =)Â
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Laurent Crouzet
Jared Broad as for the special graphic card for GPU backtesting, what is a T-100 graphics card? Is that similar to a NVIDIA V100? (
https://www.amazon.com/PNY-TCSV100MPCIE-PB-Nvidia-Tesla-v100/dp/B076P84525#customerReviews)
If there is a waiting list for deploying some GPU backtesting solution later in the year, please let me know!
Grokpot
Hey Jared Broad thanks for the response - just to be clear - would it be $200 per account, or shared between 5-7 accounts (~$50)?
Also, I think I would be interested in adding it to the research node since my workflow trains my model in the research notebook and copies it over for backtesting.
Hector Barrio
Jared Broad would it make sense to offer GPU inside the optimization tool? Pay per use at a higher rate plus a monthly access rate may be more attractive than a fixed subscription.
Jared Broad
Grok - Correct the plan was $200 per node-share/up to 20% time. We have a few ways to make it happen [buy&rack / lease&rack / cloud] and can spend the engineering time to do it if there's demand [expressed through financial commitment].Â
Hector - It could be a good way to lower the barrier. The optimization cluster isn't yet "sustainable" so I don't want to stretch here quite yet. We can add a third parameter and other features to it once it becomes sustainable. GPU paid backtests would require 40+ people to buy-in.Â
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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