RAID: A Metal-Accelerated C++ Framework for Reproducible High-Frequency Financial Econometrics
A C++20 framework that runs high-frequency econometric estimators on Apple GPUs through Metal, with double-float arithmetic to work around the absence of 64-bit floating point on the GPU, and measures where the GPU actually beats the CPU.
Use of the cluster
One experiment of the paper runs the same workload across eleven machines of the cluster to compare chip generations.
Reference
Simon-Pierre Boucher (2026). RAID: A Metal-Accelerated C++ Framework for Reproducible High-Frequency Financial Econometrics. Research Working Papers, Working Paper 40. Read the paper