Real-Time Trade Forecaster

An apparatus for forecasting financial market activity, the apparatus comprising:

• a host system for receiving streamed market data indicative of financial market activity;
• co-processor hardware in data communication with the host system, wherein the co-processor hardware includes:
• processor memory for receiving, from the host system, the streamed market data;
• a computer program product residing on the host system, the computer program product including instructions for causing the host system to send one or more financial models to the co-processor hardware;
• and
• a computer program product residing on the co-processor hardware for executing financial models received from the host system against the market data received from the host system, the computer program product including instructions for causing the co-processor hardware to:
• receive the financial models and a list of types of market data associated with each financial model;
• generate one or more engine instances based on the received financial models and the list of types of market data associated with each model;
• structure the received market data according to a timestamp associated with the market data;
• receive instructions, from the host system, to run an identified financial model;
• clone at least part of the structured market data on the basis of the timestamps and the engine instances which are based on the identified financial model;
• run the engine instances which are based on the identified financial model to generate, in real time, forecast data indicative of an expected market performance, wherein the forecast data is at least partly based on the cloned market data;
• and
• output the forecast data indicative of an expected market performance.

An apparatus for forecasting financial market activity, the apparatus comprising:

• a graphical processing unit that interfaces with a market data source, wherein the graphical processing unit includes:
• processor memory for receiving streamed market data;
• a computer program product residing on the graphical processing unit for executing financial models against the market data, the computer program product including instructions for causing the graphical processing unit to:
• receive market data from the market data source;
• receive, from a host system, the financial models and a list of types of market data associated with each financial model;
• generate one or more engine instances based on the received financial models and the list of types of market data associated with each model;
• structure the received market data according to a timestamp associated with the market data;
• receive instructions to run an identified financial model;
• clone at least part of the structured market data on the basis of the timestamps and the engine instances which are based on the identified financial model;
• run the engine instances which are based on the identified financial model to generate, in real time, forecast data indicative of an expected market performance, wherein the forecast data is at least partly based on the cloned market data;
• and
• output the forecast data indicative of an expected market performance.

A computer-implemented method for forecasting financial market activity, the method comprising:

• receiving, on a graphical processing unit, streamed market data indicative of financial market activity;
• receiving financial models and a list of types of market data associated with each financial model;
• generating one or more engine instances based on the received financial models and the list of types of market data associated with each model;
• structuring the received market data according to a timestamp associated with the market data;
• receiving instructions, from a host system, to run an identified financial model;
• cloning at least part of the structured market data on the basis of the timestamps and the engine instances which are based on the identified financial model;
• running the engine instances which are based on the identified financial model to generate, in real time, forecast data indicative of an expected market performance, wherein the forecast data is at least partly based on the cloned market data;
• and
• outputting the forecast data indicative of an expected market performance.

A computer readable medium having encoded thereon software for forecasting financial market activity, the software comprising instructions for causing a graphical processing unit to:

• receive, from a host system, streamed market data indicative of financial market activity;
• receive financial models and a list of types of market data associated with each financial model;
• generate one or more engine instances based on the received financial models and the list of types of market data associated with each model;
• structure the received market data according to a timestamp associated with the market data;
• receive instructions, from the host system, to run an identified financial model;
• clone at least part of the structured market data on the basis of the timestamps and the engine instances which are based on the identified financial model;
• run the engine instances which are based on the identified financial model to generate, in real time, forecast data indicative of an expected market performance, wherein the forecast data is at least partly based on the cloned market data;
• and
• output the forecast data indicative of an expected market performance.