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A GPGPU standard June 18, 2008

Posted by James Webster in : tech , add a comment

According to AppleInsider the OpenCL technology announced as part of the WWDC Snow Leopard preview may be adopted as a standard:

Apple has signed on to an industry-wide alliance that will see many companies, including some of the Mac maker’s processor and video card suppliers, work together to develop an open format for accelerating specialized computing.

This is hopefully good news for anyone keen on making an investment in technology such as NVidia’s Tesla. Intel, NVidia, AMD and other have signed up to the newly formed Compute Working Group. At the moment these GPGPU’s all have to be programmed in different languages (generally based on C). Within investment banking, the availability of a standard language for targeting any GPGPU platform will make it much more attractive for quants to write their analytics to run on such a device. To paraphrase a former colleague: ‘Why mess around with a grid when you have a supercomputer sitting on your desk?’.

Hopefully someone will devise a way to have F# code run on such devices as well.

Hedge funds and grid computing April 6, 2008

Posted by James Webster in : tech, finance , 3 comments

Continuing the topic of hedge funds, Matt wonders if any might consider using Amazon EC2 to quickly and cheaply scale up a grid computing environment, much as I asked a while back. As a way to scale up processing of complex overnight risk reports over exotic derivative books it may well be ideal. But I think there are significant latency issues that would prevent hedge funds or investment banks from using Amazon’s service at this stage for grid applications involving intra-day risk, that probably needs to be much closer to home. Definitely a business opportunity here somewhere. Disappointingly EC2 still does not support multicast.

Meanwhile TechCrunch reports that Google may be about to launch an opponent to Amazon Web Services;

A source says Google has plans to announce next week that it will make BigTable available to outside developers as a service. Amazon provides a similar service through SimpleDB, a cloud database solution announced in December.

Its an interesting move, given that Yahoo has thrown their weight behind the open-source Hadoop project and the effort to develop an open-source BigTable in HBase. Is Google trying to squash Hadoop and HBase innovation by simply giving application developers access to BigTable as a service, thereby denying Yahoo the ability to leverage an open-source effort to build a software stack that ultimately make them competitive against Google again? Perhaps that is too long a bow…

Back to financial technology, KX Systems have made their kdb+ database free for personal developers (via magmasystems). Q for Mortals might be worth checking out.

Will someone give Robert X. Cringely a cigar… October 18, 2006

Posted by James Webster in : tech, google , add a comment

…for predicting (or perhaps inspiring?) the datacenter-in-a-box (well, actually it is a shipping container). Ok, he did say it would be Google that would develop it rather than Sun but its prescient nonetheless.

Anyone care to take bets on Sun being the next company acquired by Google?

(Via Too-biased)