Stylized Stock Returns w/ KDE
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