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.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Zhao, Shengshi
• Yamshchikov, Andrey

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-042909-110651

Advisor

• Agu, Emmanuel O.
• Abraham, Jon P.

Year

• 2009

Sponsor

• Fidelity Investments

Date created

• 2009-04-29

Resource type

• Major Qualifying Project

Major

• Actuarial Mathematics
• Computer Science

Rights statement

• In Copyright

Última modificação

• 2021-01-26