Real-time trade forecaster

Abstract

Forecasting financial market activity includes a host system and a graphical processing unit in data communication with the server. Forecasting financial market activity also includes 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 graphical processing unit; and a computer program product residing on the graphical processing unit for causing the graphical processing unit to: receive the financial models and a list of types of market data associated with each financial model; generate one or more engine instances; structure the received market data; receive instructions, from the host system, to run an identified financial model; clone at least part of the structured market data; run the engine instances; and generate, in real time, forecast data indicative of an expected market performance.

1 - 30 . (canceled) 
     
     
         31 . An apparatus comprising:
 a graphics processing unit; and   a computer readable storage device storing a computer program product, the computer program product comprising instructions for causing the graphics processing unit to:
 clone at least part of streamed data for use in a computational model; 
 execute the computational model using the cloned part of the streamed data; and 
 generate, in real time based on execution of the computational model using the cloned part of the streamed data, forecast data. 
   
     
     
         32 . The apparatus of  claim 31 , wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 order the streamed data.   
     
     
         33 . The apparatus of  claim 31 , wherein the computational model is a first computational model and the computer program product further comprises instructions for causing the graphics processing unit to:
 execute, while executing the first model, at least a second computational model using the cloned part of the streamed data.   
     
     
         34 . The apparatus of  claim 31 , wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 update the cloned part of the streamed data with additional data from the streamed data.   
     
     
         35 . The apparatus of  claim 31 , wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 transmit the forecast data to a system that is requesting the forecast data.   
     
     
         36 . The apparatus of  claim 31 , wherein the apparatus further comprises memory coupled to the graphics processing unit, and the computer program product further comprises instructions for causing the graphics processing unit to:
 allocate memory for processing of the streamed data prior to receiving the streamed data.   
     
     
         37 . The apparatus of  claim 36 , wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 generate data structures for storing the streamed data in memory.   
     
     
         38 . The apparatus of  claim 31 , wherein the forecast data is first forecast data, and wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 generate second forecast data with the first forecast data and the second forecast data being generated at asynchronous times.   
     
     
         39 . The apparatus of  claim 31 , wherein instructions for causing the graphics processing unit to clone at least part of streamed data for use in the computational model comprises instructions for causing the graphics processing unit to:
 generate data indicative of a snapshot of data in the streamed data.   
     
     
         40 . A computer readable storage device storing a computer program product, the computer program product comprising instructions for causing a graphics processing unit to:
 clone at least part of streamed data for use in a computational model;   execute the computational model using the cloned part of the streamed data; and   generate, in real time based on execution of the computational model using the cloned part of the streamed data, forecast data.   
     
     
         41 . The computer readable storage device of  claim 40 , wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 order the streamed data.   
     
     
         42 . The computer readable storage device of  claim 40 , wherein the computational model is a first computational model and the computer program product further comprises instructions for causing the graphics processing unit to:
 execute, while executing the first model, at least a second computational model using the cloned part of the streamed data.   
     
     
         43 . The computer readable storage device of  claim 40 , wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 update the cloned part of the streamed data with additional data from the streamed data.   
     
     
         44 . The computer readable storage device of  claim 40 , wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 transmit the forecast data to a system that is requesting the forecast data.   
     
     
         45 . The computer readable storage device of  claim 40 , wherein the apparatus further comprises memory coupled to the graphics processing unit, and the computer program product further comprises instructions for causing the graphics processing unit to:
 allocate memory for processing of the streamed data prior to receiving the streamed data.   
     
     
         46 . The computer readable storage device of  claim 45 , wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 generate data structures for storing the streamed data in memory.   
     
     
         47 . The computer readable storage device of  claim 40 , wherein the forecast data is first forecast data, and wherein the computer program product further comprises instructions for causing the graphics processing unit to:
 generate second forecast data with the first forecast data and the second forecast data being generated at asynchronous times.   
     
     
         48 . The computer readable storage device of  claim 40 , wherein instructions for causing the graphics processing unit to clone at least part of streamed data for use in the computational model comprises instructions for causing the graphics processing unit to:
 generate data indicative of a snapshot of data in the streamed data.   
     
     
         49 . A method, comprising:
 cloning, by a graphics processing unit, at least part of streamed data for use in a computational model;   executing, by the graphics processing unit, the computational model using the cloned part of the streamed data; and   generating, in real time based on execution of the computational model using the cloned part of the streamed data, forecast data.   
     
     
         50 . The method of  claim 49 , further comprising:
 ordering the streamed data.   
     
     
         51 . The method of  claim 49 , wherein the computational model is a first computational model and wherein the method further comprises:
 executing, while executing the first model, at least a second computational  1  model using the cloned part of the streamed data.   
     
     
         52 . The method of  claim 49 , further comprising:
 updating the cloned part of the streamed data with additional data from the streamed data.   
     
     
         53 . The method of  claim 49 , further comprising:
 transmitting the forecast data to a system that is requesting the forecast data.   
     
     
         54 . The method of  claim 49 , wherein the graphics processing unit is included in an apparatus that comprises memory coupled to the graphics processing unit, and wherein the method further comprises:
 allocating memory for processing of the streamed data prior to receiving the streamed data.   
     
     
         55 . The method of  claim 54 , further comprising:
 generating data structures for storing the streamed data in memory.   
     
     
         56 . The method of  claim 49 , wherein the forecast data is first forecast data, and wherein the method further comprises:
 generating second forecast data with the first forecast data and the second forecast data being generated at asynchronous times.   
     
     
         57 . The method of  claim 49 , wherein cloning at least part of streamed data for use in the computational model comprises:
 generating data indicative of a snapshot of data in the streamed data.   
     
     
         58 . An apparatus comprising:
 a processing unit; and   a computer readable storage device storing a computer program product, the computer program product comprising instructions for causing the processing unit to:
 clone at least part of streamed data for use in a computational model; 
 execute the computational model using the cloned part of the streamed data; 
 generate, in real time based on execution of the computational model using the cloned part of the streamed data, forecast data; and 
 transmit the forecast data to a system that is requesting the forecast data.