Excel 2010 and High Performance Computing

[Andy Nguyen]

Excel 2007 has not fully caught on and now MS comes out with a new version to jump on the HPC bandwagon.
It will enable UDF to run entirely on the cluster server while other functions run on the local PC. It can also allow to off load all the calculation off on servers.

I can see where this can come very handy for many trading desks where their trading tools still utilize Excel. Detail is sketchy but I'll watch this closely. Hopefully it won't be a flop like Excel 2007.

Microsoft Excel 2010 : Excel 2010 and High Performance Computing
Microsoft Excel 2010 : Calculating Excel Models on an HPC Cluster

It does seem to me that this may only work with their in house Windows HPC server. It's a bummer if users can't use just any HPC providers.

 

[mglowacki]

Interesting articles, i've been known to assign portions of backtesting models each to a separate computer to cut down on computation time, this would be a great benefit to have. Thanks for sharing.

 

[Andy Nguyen]

I asked the Microsoft guy if this is tied to their HPC platform and they explained that we can create connector to use any third party cloud server to do the computation. Sounds promising.
Microsoft Excel 2010 : Offloading UDF’s to a Windows HPC Cluster

 

[GoIllini]

A lot of this has been going on for over a decade at most banks with Excel plug-ins and TIBCO. Glad to see MSFT is catching up with a vendor framework for distributed Excel computing so we don't have to waste time building proprietary frameworks, but one does have to ask, "What the heck took so long???"

Oh wait, it's Microsoft.