HFT-Orderbook
Kernels
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HFT-Orderbook | Kernels | |
---|---|---|
32 | 6 | |
929 | 401 | |
3.2% | 0.5% | |
0.0 | 7.2 | |
9 months ago | 10 days ago | |
C | C | |
MIT License | GNU General Public License v3.0 or later |
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Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
HFT-Orderbook
Kernels
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Can you give me some proof that storing multidimansional data into a 1d array is the standard and best way to do it?
https://github.com/ParRes/Kernels/tree/default/C1z has some examples I’ve tested in the past. 2d is in the filenames of the relevant ones.
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Fortran on GPU
I've evaluated all of these against each other. One presentation is https://www.nvidia.com/en-us/on-demand/session/gtcspring22-s41620/ (sorry, you have to register - it's not my preference). The performance numbers there are based on code derived from https://github.com/ParRes/Kernels/tree/default/FORTRAN (the code differences are not interesting). Another comparison is found in https://github.com/jeffhammond/nwchem-tce-triples-kernels, which is more complicated in some ways.
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Cross Platform Computing Framework?
If you want to learn by viewing code side by side, https://github.com/ParRes/Kernels/tree/default/Cxx11 might be useful. I haven’t kept up with my RAJA ports because they kept making breaking changes in the API a few years ago (should be stable now).
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Co-Array MPI issue.
Try https://github.com/ParRes/Kernels/tree/default/FORTRAN coarray programs. Those were written by people who know what they’re doing and have been proven to execute correctly before. That might help you understand if your implementation is broken.
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I am in grad school and starting a CFD class soon. I am proficient in Python and Matlab, but the course requires Fortran. How rough of a time will I have coding difficult concepts in a new language? I’m hoping my logic skills will overcome any syntax issues I run into, but wanted to ask
https://github.com/ParRes/Kernels has examples of the same thing written in Fortran, MATLAB/Octave and Numpy, if it helps.
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Small Open Source HPC Code Recommendations
You absolutely went to take a look at the Parallel Research Kernels (PRK) repo at https://github.com/ParRes/Kernels .
What are some alternatives?
SGX-Full-OrderBook-Tick-Data-Trading-Strategy - Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
grbl-L-Mega - An open source, embedded, high performance g-code-parser and CNC milling controller written in optimized C that will run on an Arduino Mega2560. Forked from GRBL modified for use on a lathe with spindle sync threading
awesome-high-frequency-trading
analisis-numerico-computo-cientifico - Análisis numérico y cómputo científico
Algo-Trading - This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!
miniMD - MiniMD Molecular Dynamics Mini-App
Fortress-of-Solitude - This Library has resources to solve common data structure algorithm problems like a Doubly linked list, Generic trees, Queue, Stack, and other algorithms. Each lib has an option to carry your custom data in elements. Custom data in detail, other fantastic resources.
ompi - Open MPI main development repository
doublylinkedlist - An implementation of a doubly linked list in C
john - John the Ripper jumbo - advanced offline password cracker, which supports hundreds of hash and cipher types, and runs on many operating systems, CPUs, GPUs, and even some FPGAs
hummingbot - Open source software that helps you create and deploy high-frequency crypto trading bots
computecpp-sdk - Collection of samples and utilities for using ComputeCpp, Codeplay's SYCL implementation