is ECC memory necessary for quantitative trading?

Discussion in 'Automated Trading' started by trend2009, Jun 29, 2020.

  1. servers provided by hosting company is not powerful enough. I want to use my own server to host somewhere with reasonable price. my algo needs heavy computing.
     
    #21     Jun 29, 2020
  2. the server they provide is just a child play. do they host my own server?
     
    #22     Jun 29, 2020
  3. d08

    d08

    Yes, there are service providers that will host your box, it's going to cost you though. Also, it won't be any desktop PC but has to be able to be placed in a rack.
     
    #23     Jun 29, 2020
  4. In my experience, having to worry about compute times/capacity at runtime is fairly unusual (unless you are running an options market making business). In general, anything that requires meaningful processing power (fitting, calibration etc) should be run off-line relatively infrequently and uploaded to your trading machine.
     
    #24     Jun 29, 2020
    _terminus_ likes this.
  5. my own algorithm
    i am day trading. Need to recalculate after each 1-min bar. So can not preload
     
    #25     Jun 29, 2020
  6. Well, possibly, whatever you are calculating after each 1-min bar you should not be calculating after every 1 min bar. Standard HFT machines are not that powerful and yet HFT strategies update every every T&Q tick.
     
    #26     Jun 29, 2020
  7. Turveyd

    Turveyd

    If its 1min bars even if it takes 30seconds to calculate thats fine, minutes ending aren't magic could get a better price 30seconds later.
     
    #27     Jun 30, 2020
  8. MrMuppet

    MrMuppet

    Did you really just say 1min bars? I was under the impression that you're into stuff that needs some real time deconstruction of a multitude of orderbooks 50 levels deep.

    But when you're working with such high granularity price data, I wonder what takes so much computing power that you need 128GB of ram. May I ask how many instruments you are analyzing?

    Perhaps you can save yourself alot of trouble by just using a different database, feedhandler, etc.
     
    #28     Jun 30, 2020
  9. i am watching all US stocks for intraday movement from today to last 3 days.
     
    #29     Jun 30, 2020
  10. MrMuppet

    MrMuppet

    Is the processing power required for handling the data or is the algorithm so complex that it needs the power for computing the result from the data?
     
    #30     Jun 30, 2020