GARTENSTRASSE 19

CH-8002 ZURICH

SWITZERLAND

INFO@INCUBEGROUP.COM

INCUBEGROUP.COM

Your partner to

navigate the challenges

in investment and risk

management.

Alea.cuBase

Professional GPU compiler for .net

September 2014

2

InCube at a glance

Selected names from our client list

Bank J. Safra Sarasin

Bank Vontobel

Commerzbank

Credit Suisse

Leonteq (formerly EFG Financial Products)

Landesbank Berlin

Liechtensteinische Landesbank

Munich Re

New Re

Nidwaldner Kantonalbank

Nord LB

Raiffeisen Schweiz

UBS

Zurich Insurance Group

Date of incorporation December 2008

Number of employees 20

Office Gartenstrasse 19, CH-8002 Zurich

Management Team Lorenz Arnet, lic. oec. HSG, CAIA

Daniel Egloff, Dr. sc. math.

Andreas Felber, Dr. phil. II

Erich Felder, lic. oec. HSG, CFA

Daniel Lenz, Dr. sc. techn. ETH, EMBA ETH

Boris Rankov, Dr. sc. ETH

Our interdisciplinaryteam

SoftwareEngineers

3

Our products and services

Solutions >

Intelligent solutions for trading,

investment and risk management.

Investments >

Innovative investment strategies

based on profound research and

disciplined investment processes.

Advisory >

High-quality consulting services that

help organizations improve their

performance and manage their risks.

High Performance Computing

Investment Management

Risk Management

Pricing & Valuation

Regulatory Compliance

InCube│SELECTOR

InCube│SIGNAL

InCube│PRICER

InCube│GRID

InCube│LIQUIDITY

Alea.cuBase (QuantAlea) InCube Gold Fund

Market Neutral Commodity Strategy

AIC Equity Certificate

Customized Investment Strategies

4

GPU-Compiler

• Professional tool

• Debugging

• Multi-platform (Linux, OS X, Windows)

• Multi-language (F#, all IL-based languages)

• Ever-improving user experience

• Visual Studio integration

• Nsight

• NVprof

• NuGet installation

5

New markets

• Enterprise

• Small companies

• Mobile apps

• Open-source software

6

Architecture

7

IL vs. Quotations

• Discriminated unions

• Records

• Higher-order function

• Interoperable

8

Designing an IL-friendly API

• More OOP

• Delegates vs. Functions

• Generics

• LINQ vs. Monads

9

Designing an IL-friendly API

10

Designing an IL-friendly API

11

AOT vs. dynamic compile

• Small assembly size

• Faster start-up

• CUDA unbound

• Compile at runtime

• GPU scripting

12

Higher level of abstraction

• Syntax

• F# vs. C

• Programming idioms

• DU / pattern matching

• Arrays

• Function values

• Dataflow