Quantitative developers need to run back-testing simulations to see how financial algorithms perform from a profit and loss (P&L) standpoint. Statistical…
Quantitative developers need to run back-testing simulations to see how financial algorithms perform from a profit and loss (P&L) standpoint. Statistical techniques are important to visualize the possible outcomes of the algorithms in terms of the possible P&L paths. GPUs can greatly reduce the amount of time needed to do this. In the broader picture, mathematical modeling of financial…
