Benchmark-Backed Technical Analysis
GPU-accelerated library with 300+ indicators, built for modern quantitative research and production workloads.
Why VectorAlpha TA Library?
Blazing Fast
Latest 1M x 250 benchmark summaries show 123 indicators faster on CUDA vs Rust, with 12.0x median and 6.57x overall speedup across CUDA-faster indicators.
Complete Coverage
300+ indicators from basic moving averages to advanced patterns, designed for consistent results across research and production.
Battle Tested
97% test coverage with validation against reference implementations. Used in production by quantitative traders.
Technical Architecture
How It Works
- • CUDA kernels for parallel indicator computation across GPU cores
- • AVX-512 SIMD fallback for CPU execution with vectorized operations
- • Zero-copy memory management with pinned host memory
- • Batch processing engine for multi-symbol analysis
System Requirements
Performance Benchmarks
Rigorous performance testing against industry standards
Test Environment
64 indicators are above 10x. Across all CUDA-kernel indicators, overall speedup is 5.16x.
Indicator Performance Comparison
| Indicator | Rust CPU (ms) | CUDA (ms) | Speedup |
|---|---|---|---|
| SMA Simple | 113.24055 | 3.51 | 32.262x |
| RSI Moderate | 122.82 | 15.07 | 8.15x |
| Bollinger Bands Moderate | 361.34 | 3.44 | 105.06x |
| MACD Complex | 896.67 | 20.40 | 43.95x |
| Stochastic Fast Complex | 268.09 | 5.32 | 50.44x |
| ATR Moderate | 113.79 | 21.11 | 5.39x |
* Sample rows from the latest 1M candles x 250 parameter benchmark run on RTX 4090 + Ryzen 9 9950X.
Reproducibility & Fair Comparison
Run These Benchmarks
Fair Comparison Notes
- ✓ All libraries use single-threaded mode for CPU tests
- ✓ Rust CPU baseline measured in release mode
- ✓ GPU benchmarks include memory transfer overhead
- ✓ Median of 1000 runs to ensure consistency
Built For
HFT & Algo Trading
Real-time indicator computation for sub-second trading decisions
Backtesting Engines
Process years of historical data in seconds for strategy validation
Research & Analytics
Multi-symbol analysis across thousands of assets simultaneously
Quick Start
Key Features
300+ Indicators
Complete set from basic to advanced
Moving averages, oscillators, volatility, volume, momentum, and custom patterns
GPU Acceleration
CUDA kernels with automatic fallback
Automatic device detection with graceful CPU fallback for maximum portability
SIMD Optimized
AVX-512 for maximum CPU performance
Hand-tuned assembly with 256-bit and 512-bit vector instructions
Streaming Support
Real-time data with minimal latency
Process live market data with sub-millisecond indicator updates
Batch Processing
Efficient large dataset handling
Process thousands of symbols in parallel with optimal memory usage
Type Safe
Rust's type system prevents errors
Compile-time guarantees eliminate runtime panics and null pointer errors
Ready to Accelerate Your Analysis?
Use the VectorAlpha TA Library for lightning-fast technical analysis.