WP40
RAID: A Metal-Accelerated C++ Framework for Reproducible High-Frequency Financial Econometrics
Batched, Fused and Streaming Estimation on Apple Silicon without Sacrificing Inference
We ask whether heterogeneous high-frequency econometric workloads—realized measures, rolling and batched regressions, HAR forecasting models, GARCH-family quasi-maximum likelihood, block bootstrap inference—can be reorganised into batched, fused, streaming computation on Apple Silicon GPUs without sacrificing…