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Our Technology Stack

How we use GPU and SIMD acceleration to deliver production performance for quantitative workloads.

Parallel Processing at Scale

Our technology stack leans on modern hardware such as GPUs and SIMD instructions to speed up real quantitative workloads.

GPU Acceleration

Custom CUDA kernels process millions of data points in parallel

SIMD Optimization

Vectorized CPU instructions for when GPU isn't available

In VRAM Processing

Keep data on the GPU during the whole calculation to avoid slow CPU↔GPU transfers

Performance Multiplier vs Standard CPU

GPU (CUDA)6.57x
SIMD (AVX-512)3x
Standard CPU1x

Note: CUDA bar reflects current aggregate benchmark results on RTX 4090 + Ryzen 9 9950X.

2.0 to 2.5×
SIMD speedup
5.4 to 105×
CUDA speedup

Representative indicators shown: ATR, RSI, EMA, ALMA, MACD, and Bollinger Bands. CUDA speedups come from benchmark results, and scalar baselines are estimated from your 2.0x to 2.5x guidance for 1M candle runs.

GPU Acceleration

Our CUDA approach keeps data on the GPU (in VRAM) for the entire calculation. We minimize round trips to system memory so parallel work on the device isn’t cancelled out by transfer overhead.

SIMD Optimization

Leveraging AVX2 and AVX-512 instruction sets for vectorized CPU computations, processing multiple data points in a single instruction.

Why keep data on the GPU?

Moving large arrays back and forth between the CPU and GPU uses a relatively slow bus. By doing the full calculation in VRAM and only returning compact results, you get the benefit of parallel hardware without paying repeated transfer costs.

Performance Benchmarks

Simple Moving Average benchmark

CUDA vs Rust (Overall)

1M candles x 250 parameters

6.57x

123 indicators faster on CUDA

RSX calculation

Median CUDA Speedup

Across CUDA-faster indicators

12.0x

64 indicators are above 10x

Bollinger Bands benchmark

All CUDA Kernels

Overall aggregate speedup

5.16x

Includes faster and slower CUDA kernels

Benchmarked on NVIDIA RTX 4090 | AMD 9950X

*1M candles x 250 parameter batch benchmarks. Performance varies by workload and hardware.

Open Source Philosophy

All VectorAlpha projects are open source, fostering transparency and community collaboration in quantitative finance.

Why Open Source?

  • Transparency builds trust in financial systems
  • Community contributions improve quality
  • Reproducible research advances the field
  • Accessible tools expand market participation

Apache License 2.0

All VectorAlpha projects are released under the Apache License 2.0, providing maximum flexibility for both commercial and non-commercial use while ensuring contributions remain open.

This permissive license allows you to use, modify, and distribute our software in your own projects without viral licensing concerns.

Built with Modern Technologies

Rust programming language

Rust

Memory safety without garbage collection. Zero-cost abstractions and fearless concurrency.

No Runtime Overhead
Thread Safety
Pattern Matching
Cargo Ecosystem
CUDA GPU computing

CUDA

Direct GPU programming for maximum performance. Custom kernels for financial computations.

Massive Parallelism
Shared Memory
Tensor Cores
Multi-GPU Support

WebAssembly

Near-native performance in browsers. Interactive demos without server infrastructure.

Browser Native
Sandboxed Security
Language Agnostic
Portable Binary

Ready to accelerate your quantitative workflows?

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