Description
A stylized fact of returns → Returns are not normal.
KDE → bell curve, but KDE is slow to compute on CPU, fast on GPU.
Notebook → github.com/will-hill/GPU-Quant-Finance
A stylized fact of returns → Returns are not normal.
KDE → bell curve, but KDE is slow to compute on CPU, fast on GPU.
Notebook → github.com/will-hill/GPU-Quant-Finance