Real-time trade forecaster

摘要

Forecasting financial market activity includes a host system and a graphical processing unit in data communication with the server. Forecasting financial market activity also includes a computer program product residing on the host system, the computer program product including instructions for causing the host system to send one or more financial models to the graphical processing unit; and a computer program product residing on the graphical processing unit for causing the graphical processing unit to: receive the financial models and a list of types of market data associated with each financial model; generate one or more engine instances; structure the received market data; receive instructions, from the host system, to run an identified financial model; clone at least part of the structured market data; run the engine instances; and generate, in real time, forecast data indicative of an expected market performance.

主权项

1. An apparatus comprising:
a graphics processing unit; and a computer readable storage device storing a computer program product, the computer program product comprising instructions for causing the graphics processing unit to:
clone at least part of streamed market data for use in a financial model;execute the financial model using the cloned part of the streamed market data; andgenerate, in real time based on execution of the financial model using the cloned part of the streamed market data, forecast data indicative of expected market performance.