3 day OpenCL in Finance training, London

London, 16 Jun 2014

Due to lack of interest, this training is now with a waiting list. Once there are 6 people subscribed to the list, a date will be picked. It seems a bit too new for this industry, while it certainly has potential. The date is just indicational.

Every month StreamHPC offers an OpenCL training in Mathematics or Media-operations. Target is OpenCL 1.2 (or 1.1 when NVIDIA is discussed). OpenCL 2.0 trainings will start in Q2/Q3, or when on request. This way the power of GPU-computing is shared with engineers throughout Europe to give their companies an edge on the competition.

This training is fully tailored towards quants.

Trainings

A trainings takes 3 days, from basics on the first day to porting and optimising financial algorithms to the GPU on the third. You’ll bring your own laptop, or you can login to a compute-server.

The Finance module is based on “OpenCL in Action” by Matthew Scarpino, like the mathematics module. The focus is fully on financial algorithms.

The book is enriched with nowhere-to-be-found information, explanations about parallel algorithm design and the examples+experience of the instructor, Vincent Hindriksen. About 50% of the training is lectures and 50% practicals. Lab-sessions will be done on a FirePro-based server using C and C++. Good knowledge of C is necessary to be able to finish this course successfully.

The training materials get improved every time – new in this course is dataflow-based design for quicker and cleaner software-design.

Hardware Architectures

General optimisations will be discussed of NVIDIA (limited to OpenCL 1.1), AMD and Intel. Some information for OpenCL on FPGAs will be shared, as FPGAs are used a lot in the financial world.

Costs

The costs are €1850,- per person (including a copy of the book), when at least 5 people have subscribed to the course. If you use AMD FirePro GPUs, you can get a 10% discount.

If you want a private, in-house trainings, please contact us for more information. Trainings outside Europe (Russia, Asia, Americas) are possible, but travel-costs will be added when the group is under 6 people.

Schedule your training

Apply by using the contact form and by filling in the pre-training questionnaire.

If you have any question, just ask. Call +31235459747 or +31645400456 (cell) or use the above contact-form.

See you in class! You will soon be making faster software.

 

↓ Exact location will be made available end of January ↓