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Free "Supercomputing in Finance" events in NYC Mon 24th Jan

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The organizer of this event emailed me and thought some members here may be interested

GPU/HPC Meetup in New York on Mon 24th Jan 2011, 6pm to 8:30pm

This informal evening get-together is for anyone who is interested in exchanging ideas on all aspects of GPU and HPC supercomputing technology. Any skill level, any industry; all are welcome. All you need to bring is enthusiasm for GPU/HPC technology!

Microsoft are very kindly hosting this meetup at their New York office on Avenue of the Americas, New York.

If you want to attend you can sign up at meetup.com by following this link: HPC GPU Supercomputing Group of New York (New York, NY) - Meetup

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On Mon 24th January at Microsoft's offices in New York there will be a series of free presentations on using HPC and GPU supercomputing for finance. So, please join us, bring lunch or a snack (we’ll provide beverages) and learn about some of the latest trends in using supercomputing for finance:

Talk 1: Supercomputing with Excel

Learn about making your Excel models run faster. A lot faster!

This short, fast-paced, lunchtime talk will show you the tools, techniques and technologies to deal with complex models and computations, and large data sets. Not only will you learn how to make Excel fly, you will also be shown how, and there will be time at the end for questions and answers (so be sure to bring your favorite Excel performance problem).

Talk 2: GPU Supercomputing for Finance

This talk gives an overview of GPU supercomputing technology as it applies to finance, and gives a sense of what the technology can do, where it is heading, and its likely impact on financial trading and risk. The talk is a top-level overview of GPU technology, with real-world demonstrations; and so the target audience is anyone with an interest in super-fast, high-performance finance to make better financial decisions, more quickly, by using more sophisticated algorithms on larger amounts of data moving at higher speed. The talk is therefore suitable for anyone from senior management responsible for market trading operations, traders, quants, risk professionals, and front-office technology staff.

Speaker - Andrew Sheppard

Andrew Sheppard is a financial consultant with extensive experience in quantitative financial analysis, trading-desk software development, and technical management. Most recently, from 2006 to 2010, Andrew was the Chief Technology Officer and Chief Quantitative Analyst at a New York multi-strategy hedge fund. He also was the manager of an innovative software company based in London that was owned by the hedge fund but run independently. For more than two years, Andrew has been an active developer of GPU (CUDA) massively parallel software in C/C++ for realtime financial trading and risk. Andrew is already a published author with the respected technical publisher O’Reilly (O'Reilly Media - Technology Books, Tech Conferences, IT Courses, News), and is also the author of their forthcoming book "Programming GPUs”. Andrew entered finance after conducting scientific research at Oxford University, Caltech's Jet Propulsion Lab (Pasadena, California), and the Berkeley Space Sciences Lab (Berkeley, California), where he worked on eart h and planetary remote sensing probes.

Times: Monday 24th January 2011 at these times (each talk is 50 minutes in length):

11am-12noon: "Supercomputing with Excel".
12noon-1pm: "GPU Supercomputing with Microsoft HPC".
1pm-2pm: "Supercomputing with Excel".
2pm-3pm: "GPU Supercomputing with Microsoft HPC"

Registration: Space is limited! So sign up soon. Follow these links to sign up for the session(s) you want to attend.

Excel 11am: Supercomputing with Excel

GPU: 12pm GPU Supercomputing with HPC

Excel 1pm Supercomputing with Excel

GPU: 2pm GPU Supercomputing with HPC


Location:

Microsoft Offices‎
1290 Avenue of the Americas
New York, 10019

Target Audience for Talks: Financial market practitioners interested in speeding up financial calculations and models. Traders, Quants, Analysts, Researchers, Managers, Programmers, Developers, IT Support, Risk Managers, Consultants, Data Specialists, ISVs from: Banks, Hedge Funds, HFT shops, financial software companies and general finance.
 
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