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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
GPU-Accelerated Research in Quant Finance: Using CUDA to Speed Up Backtests and Analytics

GPU-Accelerated Research in Quant Finance: Using CUDA to Speed Up Backtests and Analytics

Paperback

Series: Trading System Architecture & Devops

Investing & FinancePersonal Finance

ISBN13: 9798896652281
Publisher: Nobletrex Press
Published: Dec 1 2025
Pages: 508
Weight: 1.48
Height: 1.02 Width: 6.00 Depth: 9.00
Language: English

GPU-Accelerated Research in Quant Finance: Using CUDA to Speed Up Backtests and Analytics

This book is for quantitative researchers, systematic portfolio managers, and technologists who want to turn GPUs from a buzzword into a practical edge. It bridges the gap between theoretical quant finance and high-performance computing, showing how to move real research workloads-backtests, risk engines, and pricing libraries-from CPU-bound prototypes to production-ready GPU pipelines.

Readers will learn the mathematical and statistical foundations most relevant to GPU acceleration, then build a rigorous research and backtesting methodology that survives contact with real markets and regulators. The core chapters develop a working mental model of modern GPU architectures and the CUDA programming model, before introducing powerful patterns and libraries for Monte Carlo, PDE/FFT pricing, portfolio optimization, and risk analytics. Throughout, the focus is on trustworthy speedups: performance engineering, profiling, validation, and reproducibility.

The book assumes comfort with Python and basic quantitative finance, but no prior CUDA experience. All examples are designed for implementation in a modern research stack, with LaTeX-quality formulas and code that map cleanly onto Python/CUDA tooling. The result is a practical, end-to-end guide to designing faster research loops and more ambitious models without sacrificing transparency or control.

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