Raspberry Pi Cluster Supercomputer for Quants | Python Simulations SLURM | Geometric Brownian Motion
Today we are making a mini supercomputer! Not really, but sort-of, we are building a 4-node raspberry pi cluster. On this cluster we will be installing a scheduler called SLURM, although it may be overkill for a personal cluster.
For quants – quantitative financial analysts – the SLURM implementation will be the most useful. With SLURM we can schedule, run, and control scripts to run across our compute nodes. We will setup a network file system (NFS) that can be shared across our cluster, this is installed on the master node.
In this tutorial, our aim is to install python on all nodes of the cluster with numpy, and create and run bash scripts that can run python scripts with different arguments. We will roughly be following three tutorials from Garrett Mills on Medium for installation on SLURM and enabling parallel computing using openMPI.
Full code available on my website: https://asxportfolio.com/quantproject...
Building a raspberry pi cluster (Garrett Mills, 2018): / building-a-raspberry-pi-cluster
Link to Simulating Geometric Brownian Motion code: https://asxportfolio.com/options-stoc...
★ A data driven path to getting a job in Quant Finance
https://www.quantpykit.com/
★ QuantPy GitHub
Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy
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