GARTENSTRASSE 19 CH-8002 ZURICH SWITZERLAND [email protected] INCUBEGROUP.COM
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Transcript of GARTENSTRASSE 19 CH-8002 ZURICH SWITZERLAND [email protected] INCUBEGROUP.COM
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GARTENSTRASSE 19
CH-8002 ZURICH
SWITZERLAND
INCUBEGROUP.COM
Your partner to
navigate the challenges
in investment and risk
management.
Alea.cuBase
Professional GPU compiler for .net
September 2014
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InCube at a glance
Selected names from our client list
Bank J. Safra Sarasin
Bank Vontobel
Commerzbank
Credit Suisse
Leonteq (formerly EFG Financial Products)
Landesbank Berlin
Liechtensteinische Landesbank
Munich Re
New Re
Nidwaldner Kantonalbank
Nord LB
Raiffeisen Schweiz
UBS
Zurich Insurance Group
Date of incorporation December 2008
Number of employees 20
Office Gartenstrasse 19, CH-8002 Zurich
Management Team Lorenz Arnet, lic. oec. HSG, CAIA
Daniel Egloff, Dr. sc. math.
Andreas Felber, Dr. phil. II
Erich Felder, lic. oec. HSG, CFA
Daniel Lenz, Dr. sc. techn. ETH, EMBA ETH
Boris Rankov, Dr. sc. ETH
Our interdisciplinaryteam
SoftwareEngineers
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Our products and services
Solutions >
Intelligent solutions for trading,
investment and risk management.
Investments >
Innovative investment strategies
based on profound research and
disciplined investment processes.
Advisory >
High-quality consulting services that
help organizations improve their
performance and manage their risks.
High Performance Computing
Investment Management
Risk Management
Pricing & Valuation
Regulatory Compliance
InCube│SELECTOR
InCube│SIGNAL
InCube│PRICER
InCube│GRID
InCube│LIQUIDITY
Alea.cuBase (QuantAlea) InCube Gold Fund
Market Neutral Commodity Strategy
AIC Equity Certificate
Customized Investment Strategies
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GPU-Compiler
• Professional tool
• Debugging
• Multi-platform (Linux, OS X, Windows)
• Multi-language (F#, all IL-based languages)
• Ever-improving user experience
• Visual Studio integration
• Nsight
• NVprof
• NuGet installation
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New markets
• Enterprise
• Small companies
• Mobile apps
• Open-source software
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Architecture
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IL vs. Quotations
• Discriminated unions
• Records
• Higher-order function
• Interoperable
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Designing an IL-friendly API
• More OOP
• Delegates vs. Functions
• Generics
• LINQ vs. Monads
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Designing an IL-friendly API
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Designing an IL-friendly API
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AOT vs. dynamic compile
• Small assembly size
• Faster start-up
• CUDA unbound
• Compile at runtime
• GPU scripting
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Higher level of abstraction
• Syntax
• F# vs. C
• Programming idioms
• DU / pattern matching
• Arrays
• Function values
• Dataflow