Super-charging ORE: How technology advancements have enabled improved run times using GPUs

Episode 25 March 25, 2024 00:11:18
Super-charging ORE: How technology advancements have enabled improved run times using GPUs
Ahead of the Curve
Super-charging ORE: How technology advancements have enabled improved run times using GPUs

Mar 25 2024 | 00:11:18

/

Show Notes

Eric Ehlers, Principal Consultant at Acadia makes his debut hosting Ahead of the Curve podcast alongside his colleague Zeyu (Jerry) Shen.
They share their expertise in explaining how to speed up crucial processing time for running complex calculations in Open-Source Risk Engine (ORE) by utilizing GPGPU (General purpose computing on graphics processing units). 

The tutorial mentioned in the podcast will soon be available on the official ORE repo:

 https://github.com/opensourcerisk/engine

 In the meantime you can find the tutorial here:

 https://github.com/eehlers/Engine/blob/tutorials/tutorials_index.md


Listen time: 11 mins

Other Episodes

Episode

June 11, 2024 00:18:35
Episode Cover

Harnessing counterparty credit risk using the open source risk engine

Join our host Roland Stamm, Partner at Acadia’s Quantitative Services team alongside his colleague Joey O’Brien (Senior Consultant) as they explore the topic of...

Listen

Episode

June 23, 2025 00:28:29
Episode Cover

Ahead of the Curve: 2024 Year in Review – Open Source Risk Engine (ORE)

Join Scott Sobolewski, Roland Stamm, and Joey O’Brien from Post Trade Solutions (formerly Acadia) Quant Services team, as they reflect on a transformative year...

Listen

Episode 17

May 02, 2023 00:12:31
Episode Cover

Understanding Risk & Capital Management for crypto derivatives firms

In Episode 17 of Ahead of the Curve, Scott Sobolewski, Partner at Acadia’s Quantitative Expert Services team discusses why more and more crypto currency...

Listen