For Quantitative Researchers & Hedge FundsGPU-Accelerate Your Backtesting
No CUDA Rewrite Required
Compile your existing C# strategies to GPU. 100x faster Monte Carlo, same codebase. Zero kernel engineering. Reviewable CUDA source code for compliance.
Faster Monte Carlo simulations
Faster Black-Scholes pricing
Lines of CUDA in your codebase
Why quant teams don't ship GPU acceleration
Three blockers kill most GPU initiatives before they start. Hybridizer removes all three inside the existing .NET workflow.
Backtests take hours
Monte Carlo at 10M paths on CPU: 12 seconds. On GPU: 110 milliseconds. Faster simulations compound directly into more strategies tested every week.
CUDA rewrites cost $500K+
Hybridizer compiles your existing .NET assembly to CUDA at build time. Add one attribute to the entry point, replace the loop index, keep the algorithm unchanged.
Vendor lock-in and audit risk
The Software Suite outputs clean CUDA C++ that compliance and audit teams can review, diff, and sign off. No opaque binaries in the trading stack.
Benchmarks
Real numbers from real workloads
Measured on i9 (16 cores) vs RTX 4090. These are quant-relevant workloads, not synthetic demos.
| Workload | CPU Time | GPU Time | Speedup |
|---|---|---|---|
| Monte Carlo - 10M paths most common | 12.4 s | 110 ms | 113x |
| Black-Scholes - 1M options | 340 ms | 4.2 ms | 80x |
| N-body simulation - 100K particles | 8.1 s | 190 ms | 43x |
| Image / signal convolution - 4K, 128 kernels | 2.8 s | 22 ms | 127x |
Source: internal benchmarks plus the NVIDIA technical blog. C# compiled through Hybridizer reaches roughly 83% of equivalent handwritten CUDA C++ performance.
What this means for your research cycle: if a daily backtest takes 8 hours today, a 100x speedup brings it under 5 minutes. That shifts you from overnight batches to same-day iteration.
Trusted in production by quantitative finance and enterprise teams
Trusted By
"C# compiled through Hybridizer achieves roughly 83% of equivalent handwritten CUDA C++ performance , without manual GPU programming."
NVIDIA Developer Blog, independent benchmark
What quant teams accelerate with Hybridizer
If the workload is parallel and written in C#, it can move to GPU. These are the most common win zones.
Strategy Backtesting
Run years of historical data through Monte Carlo path simulations in minutes. More iterations per day means faster alpha discovery without changing the backtesting framework.
100x+ speedup on path-based workloads
Risk Modeling
Accelerate VaR, CVaR, scenario analysis and portfolio Greeks across larger books. The same C# risk library is GPU-compiled at build time.
80x faster Black-Scholes across grids
Portfolio Optimization
Speed up covariance matrix construction, mean-variance optimization and constraint evaluation over large asset universes where linear algebra dominates.
Scales with portfolio size
Alpha Signal Computation
Process tick data, indicators and inference pipelines on GPU so signals refresh intraday instead of waiting for overnight batches.
Intraday signal refresh
How It Works
Two annotations. Same codebase. GPU-accelerated.
Hybridizer operates at the MSIL level, so it compiles the .NET assembly rather than forcing a source rewrite. That is why it supports the full C# feature set, including generics and third-party libraries.
- 1
Add
[EntryPoint]to the parallel functionMark the method you want to accelerate. Hybridizer takes over the relevant call graph automatically from there.
- 2
Replace the loop index with a thread index
Switch the loop control to the GPU thread index while keeping the business logic, formulas and path generation code unchanged.
- 3
Build as usual
Hybridizer generates CUDA C++ at build time, NVCC compiles it, and your .NET application calls the GPU kernel transparently.
- 4
Review the generated CUDA when needed
The output is readable and diffable, which makes compliance reviews and internal audits materially easier than black-box tooling.
Book a 15-min technical walkthrough
Show the current backtesting or risk stack. We will map it to GPU compilation for your exact C# workload, without a generic demo or a sales deck.
15 minutes. Technical conversation. No pitch deck.
