New Trading System - Input Please.

Discussion in 'Hardware' started by scubasid, May 1, 2020.

  1. ironchef

    ironchef

    Thank you sir. I will take a look.

    I have been here a few times in the past. Let me ask you the same thing again:

    VBA excel is single string/thread (no parallel processing I was told), so to speed things up I need a fast processor, not a multi core processor?

    I am not smart enough to do any optimizing so am looking for an easy way out.
     
    #31     May 4, 2020
  2. I doubt any single core CPUs are available anywhere. Intel Xeon E5-1620 v3 is an inexpensive quad core, dual thread CPU... that or equivalent (or better) is what you should get. Both the T5810 and Z440 have it as options.
     
    Last edited: May 4, 2020
    #32     May 4, 2020
    ironchef likes this.
  3. I would say that it depends a lot on how you are going to use the computer.
    If you use it to display charts and then do discretionary trading: you need sufficient focus on the graphics, the monitors and the GPU. How much is "sufficient" depends on how many charts and other display elements you use at any one time. Nevertheless, the graphical load for trading is much lower than that of modern video games, so there is no need to overdo it. The CPU capabilities don't matter that much, any CPU would be just fine.
    If you use it to do heavy computational tasks: make sure that your CPU can handle the workload. The power of the GPU will only be used if you would use it for example on running neural networks and such. Other than that, the GPU is not that important, most of them would be fine as long as there are enough outputs for the number of monitors you use.
     
    #33     May 4, 2020
  4. ironchef

    ironchef

    So I should find something cheap with the highest clock speed?
     
    #34     May 5, 2020
  5. You're talking, "I want the fastest, but I want it cheap". Just like in cars, "no such thing". The E5-1620 v3 has a normal clock speed of 3.5Ghz, which is plenty fast for a trading rig. (You could get a rig with a Xeon W-2125.. which is also quad-core, dual thread... with 4.0Ghz clock speed... but it will cost you more than 10X as much.)

    AMD's Ryzen CPUs... some are faster yet, but don't know how they'd fit into your budget.
     
    Last edited: May 5, 2020
    #35     May 5, 2020
    ironchef likes this.
  6. taipan77

    taipan77


    You do realize that a T1 line is only 1.5Mbps
     
    #36     May 15, 2020
    the_axe and rb7 like this.
  7. taipan77

    taipan77


    I have an I7 4790k chip and it's more than fast enough
     
    #37     May 15, 2020
    apdxyk likes this.
  8. gaussian

    gaussian

    You probably only get 1.5Mbps down average on most things you download anyway. A T1 line guarantees it with an SLA. That's why they still sell them and also why most businesses opt for one. Not everything is about speed. Often times it's about consistency and reliability. 1.5Mbps is blazing fast when the shared trunk has gone down because cleetus decided to download pornhubs entire archive. T1s are very common because DS5 is absurdly expensive. Moreover T1s are probably the cheapest way to get a static IP leased from an ISP.

    I recommended T1 primarily because it's all a retail could probably afford (~200-500/mo. depending on geolocality) and it's probably not much trouble to run one to your house if you have a spare closet and a few thousand to spend on the additional rack hardware for the drop. If you start getting into DS2-DS5 it requires specialized networking equipment and most of the time you won't even be able to get it unless your business complex already has the fiber pipes running into it. If not, congratulations, you're probably forking over 10s of thousands to have fiber pipes placed (for the record I looked up the major business internet providers in my area and DS3 speeds require a quote submission to even be looked at).

    Quad-cores should be capable of up to 4 real threads (1 per core) with additional "hyperthreads" (typically up to 8). Xeons are nice hardware for extremely cheap.

    Clock speed isn't everything. You can't compare processors based on clock speed unless they are from the same architecture. Rather, you compare them on how efficiently they use each clock cycle. A 2Ghz processor with a superior architecture will outperform a 4Ghz processor with a terrible architecture on basically every measure but real speed. This is why gamers used to put so much emphasis on finding "breeding stock" CPU dies that you could de-cap and overclock to some absurd number. If you get a CPU with an insanely well made architecture (i5 2500k for example) and win the lottery on the 0.01% of CPU dies capable of 99th percentile overclocking, you can decap it to add better heat dissipation and have an absolute beast by overclocking it.
     
    Last edited: May 15, 2020
    #38     May 15, 2020
    apdxyk likes this.
  9. Overnight

    Overnight

    Ya don't need any of that quad-core nonsense.

    The point is to get your packet where you clicked, to the exchange. That's it. You can do it on a DOS machine.

    You click "Buy 1 of X at 100", or something similar. As long as it gets to the exchange, your machine's job is done. The key abilities you need are low latency and no packet loss. That's it! Why would anyone need 1000 GB of bandwidth to send a 1K packet? You do not! You could own the entire pipe of the internet as far as how wide it is, say 1 million exoquads of data. But the hell does it matter if you cannot transmit more that a few K at a time?

    The width of the pipe (the amount of data per second) is not important. The ability for the data to go through (packet loss) and speed at which your packet gets to your destination (latency) are what matters. :)
     
    #39     May 15, 2020
    rb7 likes this.
  10. gaussian

    gaussian

    If people really wanted to navel gaze on maximizing throughput they should profile their trading platform as well. You could have the best hardware on the planet but if your trades fall under a cache miss you're going to lose a few hundredths of a millisecond on trades. Oh, the humanity!
     
    #40     May 16, 2020