I am currently working on a personal project that takes advantage of the supercomputing capabilities of GPU processors that are available in high-end 3d video cards. Four of these video cards on a single motherboard with 4 PCI-Express slots effectively gives the user the power of about 300 intel core duo processors or a $4 million dollar supercomputer for about $4000.00. Using the OpenCL API I am developing a framework for financial analysis, decision support, and automated trading. I was able to build my current setup for about $3500.00 excluding the cost of software which includes MatLab and 3rd party GPU engine software that enables MatLab to use the GPUs.
I am currently using a simple EA to write out the tick data from the MT4 terminal into a CSV file which is then picked up by MatLab. I had intially started working on an EA that would call winsock2.dll to send a UDP packet to a simple daemon on the server but I decided to keep it simple for the time being. In the meantime I am thinking of new ideas on how I could leverage the computing power that I now have humming away in my spare bedroom.
I would like to know what you would do if you had a supercomputer?
I am currently using a simple EA to write out the tick data from the MT4 terminal into a CSV file which is then picked up by MatLab. I had intially started working on an EA that would call winsock2.dll to send a UDP packet to a simple daemon on the server but I decided to keep it simple for the time being. In the meantime I am thinking of new ideas on how I could leverage the computing power that I now have humming away in my spare bedroom.
I would like to know what you would do if you had a supercomputer?