"When the average retail investor gets an E*Trade account and tries to play the stock market, she typically has no idea that she's going up against the market equivalent of IBM's chess grandmaster-thumping supercomputer, Deep Blue." -- Ars Technica (or skip right to page 3 about GPU use)
Today's NPR Marketplace had a story about the legislature and SEC looking more closely at the practice of high-frequency trading. I think Ars has this right: I bet many of the machines making issuing these high-frequency trades are running their analysis on GPUs. NVidia's CUDA platform lets you run parallel algorithms and matrix math much faster than you can on a general-purpose CPU. If it was my money, that's what I'd buy.
I wonder how things would be if the market forces created by highly optimized GPUs outweighed the human decision-makers even more. Maybe markets would behave more rationally ;-) For more on that subject, read River of Gods where the author explores what a really smart automated trading system would do (after achieving sentience).
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