GPU PYTHON , 1 2 3 4 5 - - PowerPoint PPT Presentation

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GPU PYTHON , 1 2 3 4 5 - - PowerPoint PPT Presentation

GPU PYTHON , 1 2 3 4 5 6 7 GQUANT https://github.com/rapidsai/gQuant GPU Alpha RAPIDS cuDF , cuML


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GPU PYTHON

,

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  • https://github.com/rapidsai/gQuant
  • GPU
  • Alpha
  • RAPIDS

cuDF , cuML , Dask, Numba GPU

  • GQUANT
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BLAS/numpy Pandas gQuant

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YAML

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  • columns_setup
  • process

dataframe GPU

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GQUANT

  • :
  • csv, hdf5, pickle, mysql
  • csv
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GQUANT

csv

Mysql hdf5

  • GPU
  • dask
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  • GPU
  • dask
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GQUANT

GPU

Accumulation Distribution

Average Directional Movement Index

Average True Range Bollinger Bands Chaikin Oscillator Channel Index Commodity Channel Index Coppock Curve Donchian Channel Ease of Movement Exponential Moving Average Force Index Kelter Channel KST Oscillator MACD Mass Index Momentum Money Flow Index Moving Average On Balance Volume

Pivot Points, Supports Resistance Port Exponential Moving Average

Port MACD Port RSI Rate of Change Relative Strength Index Stochastic Oscillator TRIX True Strength Index Ultimate Oscillator Vortex Indicator . . .

RSI 1000x https://github.com/rapidsai/gQuant/blob/master/notebook/cuIndicator/rsi_pe rf.ipynb

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CUDA

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GQUANT

Fractional differencing Numba CUDA Ensemble Capital 125 https://github.com/rapidsai/gQuant/blob/develop/notebooks/07_fr actional_differencing.ipynb

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GQUANT

Fractional differencing

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GQUANT

5052 4598 25 20x

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GQUANT gQuant

  • Pandas Dataframe
  • CPU
  • Cudf Dataframe
  • GPU
  • Dask_cudf Dataframe
  • GPU
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GQUANT gQuant Dask

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XGBOOST