Counterpoint Dynamics: insights & articles https://www.cpdynamics.co.za/blog/ 2026-10-27T00:00:00Z The fall and slight rise of the GPU https://www.cpdynamics.co.za/blog/gpu-fall-and-rise/ 2026-10-27T00:00:00Z 2026-10-27T00:00:00Z David Naylor Finance runs in double precision and makes decisions; GPUs prefer neither. Measured on an A100: where compiling our pricing code to the GPU loses, where Monte Carlo wins, and what f32 really costs. CP∂ versus Strata and QuantLib + ORE https://www.cpdynamics.co.za/blog/cpdelta-vs-strata/ 2026-10-09T00:00:00Z 2026-10-09T00:00:00Z Counterpoint Dynamics Engineering An interactive comparison of CP∂, OpenGamma Strata and QuantLib with ORE across instrument coverage, analytics, margin and capital, reference data and verified pricing parity. Porting a SIMM calculator from Python to F# and C# https://www.cpdynamics.co.za/blog/simm-calculator-port/ 2026-09-07T00:00:00Z 2026-09-07T00:00:00Z Armando Oberholzer Three autonomous ports of our Python SIMM calculator reveal how design, independent verification and careful benchmarking shape correctness, complexity and performance. Five implementations, one set of trades, and the bug our tests could not see https://www.cpdynamics.co.za/blog/cross-library-validation/ 2026-08-31T00:00:00Z 2026-08-31T00:00:00Z David Naylor One calendar-free trade specification, five implementations and a closed form exposed two serious defects our own tests were structurally unable to see. Mapping cpStudio: An Interactive Architecture City https://www.cpdynamics.co.za/blog/cpstudio-architecture-city/ 2026-08-14T00:00:00Z 2026-08-14T00:00:00Z Counterpoint Dynamics Engineering Explore cpStudio as an interactive city: its major systems become districts, modules become buildings, and the connections between them become streets. We rebuilt the ISDA CDS Standard Model from its published test grids. The grids fought back. https://www.cpdynamics.co.za/blog/isda-cds-test-grid/ 2026-08-05T00:00:00Z 2026-09-08T00:00:00Z David Naylor Reproducing the ISDA CDS Standard Model to the cent exposed undocumented conventions, defects in the published test data, and a path to repricing the full grid 27 times faster than the reference C library. The Hidden Cost of Doing Things "Properly" https://www.cpdynamics.co.za/blog/hidden-cost-of-doing-things-properly/ 2025-08-05T00:00:00Z 2025-08-05T00:00:00Z Counterpoint Dynamics Engineering There's a quiet tragedy in software development that we don't talk about enough: the projects that fail not because they were rushed, hacked together, or underfunded—but because they were too well-engineered. We explore the hidden costs of over-engineering and when "good enough" might actually be better.