[Dn_Ab]

Awesome. It sounds like you are running some kind of stochastic optimization algorithm on the data points and also doing so across a cluster! Are you eventually gonna leverage GPUs on the machines as well? Also, do you have a blog or something?

>I tried to keep it very basic explanation, there is a lot of other things that go on, to make this all work flawlessly.

nope, was more than enough. Don't want you to give away your secret sauce :D. Is the system in production yet?

[a904guy]

I have been tinkering with pyCUDA and openCL. I will have to convert all my algorithms to kernel code for CUDA but it shows VERY promising results. I can see the application being run across GPUs to keep costs low. I have a handful of nice nVidia cards with around ~200 cores each.

I tried to write up a little about Edward and his backend process a while back on my personal website, but I find that it changes too much currently to keep anything on paper. I code more than I can write about the code ;]

The system is being ran against other virtual systems now. Everything has been trending almost exactly along my estimates so I'm very excite to get it started. The main testing grounds is with my Optionshouse.com, which their interface is nice. All interactions are XML requests, so I've been able to easily write an API that is VERY solid, to do everything I need.

I'm moving the system this week so that I can get it into more high availability setup. After that I would begin working it against my personal IRA account to see how it goes on the long side at least.