Harnessing the Power of the LUMI Supercomputer for Advanced Trading Simulations

Supercomputers have significantly transformed capabilities in data processing and analysis across various sectors, including finance, where they facilitate complex trading simulations and predictive modeling. This paper examines the application of the LUMI supercomputer to enhance the performance of trading algorithms within the PAID-T framework. PAID-T, a sophisticated trading software, necessitates running extensive simulations to optimize trading strategies. Given the computational demands, executing approximately 1.2 million simulations was achieved through LUMI’s powerful infrastructure. The paper details the necessary adaptations for HPC execution, compares performance metrics between local PC and supercomputer, and discusses the challenges encountered during deployment. Our results highlight the remarkable efficiency gains realized by leveraging LUMI’s capabilities, reducing execution time significantly and achieving real-time processing of vast market data sets. The insights drawn underscore the potential of HPC systems in advancing algorithmic trading performance and strategy optimization.