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Optomize for gpu
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Hi there, I am using a function called leadlag supplied by mathworks with a tutorial on algorithmic trading and want to optomize this using the gpu (Arrayfun).
The code I have calling the function is:
for n = 1:100
parfor m = n:100
[~,~,sh(n,m)] = leadlag(Close,n,m,annualScaling, 0.00006);
end
end
- How can I optomize this so the loops are faster in the cuda enabaled gpu! Hint: Arrayfun
Thanks
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