Fast Fourier Transform (FFT) is a useful tool used in many areas, and we understand how demanding its computation can be. GPUs help manage this heavy processing, making a big difference for those working on these tasks daily. #include <stdio.h> #include <stdlib.h> #include <math.h> #include <cufft.h> #include <cuda_runtime.h> // Error checking macro for CUDA calls … Continue reading cuFFT Library Guide
Author: Naixian Zhang
Quant shops Utilize Python to Take Advantage of GPU Computing Benefits
Here's a more complete GPU-accelerated signal generation pipeline for quantitative finance using Python with CuPy and Numba.cuda. It includes: Data simulation (price series) GPU-based moving averages A nonlinear filter kernel (Numba.cuda) Signal generation logic (crossover + filter) Batch processing multiple assets in parallel import cupy as cp import numpy as np from numba import cuda … Continue reading Quant shops Utilize Python to Take Advantage of GPU Computing Benefits
Claude Code CLI versus Using the Same LLM in IDEs like Cursor or Windsurf (Codex vs GPT-Codex 5)
I noticed something quite interesting lately — using Claude Sonnet 4.5 inside Claude Code CLI feels different from using the exact same model inside Cursor, Windsurf, or other IDEs.And honestly, Claude Code CLI outperforms the rest by a large margin. Even though both environments call the same LLM — Claude Sonnet 4.5 — the experience … Continue reading Claude Code CLI versus Using the Same LLM in IDEs like Cursor or Windsurf (Codex vs GPT-Codex 5)
New Themes and Ideas from NVIDIA GTC 2025
Jensen Huang's GTC keynote big takeaway: We are witnessing another paradigm shift — an Apollo moment for technology.AI is no longer a tool that aids work; it has become the work itself, solving problems directly rather than enabling humans to do so. With the end of Moore’s Law, traditional CPU scaling has plateaued. The answer … Continue reading New Themes and Ideas from NVIDIA GTC 2025
Three Years After ChatGPT: Why Most Firms Still Struggle to Build Their Own AI Models
It has been three years since ChatGPT first reshaped the AI landscape, yet surprisingly few organizations have managed to develop their own successful large language models (LLMs) trained on proprietary data. When I first thought about why this was happening, I suspected the problem lay in tokenization — the seemingly simple yet intricate process of … Continue reading Three Years After ChatGPT: Why Most Firms Still Struggle to Build Their Own AI Models
Iterator and Generator
An iterable is any object that can return an iterator when you call iter() on it. It must implement the iter() method. for example a list a dictionary is iterable.an iterator is an object that produces elements one at a time using the next() method. it must implement both iter and next methods. it = … Continue reading Iterator and Generator
Thoughts on Using Grafana
Grafana is an open-source visualization and monitoring tool — it turns logs, metrics, and time-series data into dashboards and alerts. We can use it to see how the system is performing its work properly. Let's build a IndexCalc → QC → Grafana monitoring pipeline step-by-step to illustrate potential of using it in our workflow. First … Continue reading Thoughts on Using Grafana
Patterns in Finance and Indexing 02
The Command pattern intuitively works like placing a takeout order 🥡 at a restaurant. It's all about separating the person who asks for the food from the chef who makes it, using a ticket (the Command object) as the medium. So there is the client, the command/order ticket, invoker/order taker and receiver/chef. the Command pattern … Continue reading Patterns in Finance and Indexing 02
Patterns in Finance and Indexing 01
First, the adapter pattern should be implemented to standardize the data feed intake. It is crucial to establish a uniform method, such as data_provider.get_price("AAPL"), to accommodate the various API formats provided by different vendors. class BloombergAPI: def getField(self, ticker, field): return f"Bloomberg {ticker}:{field}=185.5" class FactSetAPI: def get_price(self, ticker): return f"FactSet {ticker}=185.5" # Unified interface class … Continue reading Patterns in Finance and Indexing 01
Building a Library System to Apply Software Engineer Thinking
From procedural → class-based → design-pattern-level architecture, developing a library system serves as a profound method to implement software engineering principles. Jumping to stage 2 that is class-based as the following, note the three classes are too tightly coupled, not an ideal practice:class Book: def __init__(self, title, author): self.title = title self.author = author self.is_borrowed … Continue reading Building a Library System to Apply Software Engineer Thinking