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

GPU PYTHON , 1

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GQUANT • https://github.com/rapidsai/gQuant • • GPU • • Alpha • • RAPIDS cuDF , cuML , Dask, Numba • GPU • • 8

BLAS/numpy Pandas gQuant 9

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YAML 11

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- -columns_setup -process dataframe GPU 13

• • : • • csv, hdf5, pickle, mysql • • • csv GQUANT • • • • • • • • • • • 14

csv Mysql hdf5 GQUANT • GPU • dask • • • 15

• GPU • • • • dask • • • 16

GPU Accumulation Distribution Money Flow Index Moving Average Average Directional Movement On Balance Volume Index Average True Range Pivot Points, Supports Bollinger Bands Resistance GQUANT Chaikin Oscillator Port Exponential Moving Channel Index Average Commodity Channel Index Port MACD Coppock Curve Port RSI Donchian Channel Rate of Change Ease of Movement Relative Strength Index Exponential Moving Average Stochastic Oscillator Force Index TRIX Kelter Channel True Strength Index KST Oscillator Ultimate Oscillator MACD Vortex Indicator Mass Index . . . Momentum RSI 1000x https://github.com/rapidsai/gQuant/blob/master/notebook/cuIndicator/rsi_pe rf.ipynb 17

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CUDA 19

Fractional differencing Numba CUDA GQUANT Ensemble Capital 125 https://github.com/rapidsai/gQuant/blob/develop/notebooks/07_fr actional_differencing.ipynb 20

Fractional differencing GQUANT 21

5052 GQUANT 4598 25 20x 22

gQuant Pandas Dataframe • CPU • GQUANT Cudf Dataframe • GPU • Dask_cudf Dataframe • • GPU 23

gQuant Dask GQUANT 24

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XGBOOST 29