Computer Suggestion
Author: Christos
Creation Date: 11/13/2012 5:05 AM
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Christos

#1

I am looking to purchase a new desktop. At the moment I am using an intel i5 @2.27GHz with 4GB of RAM on 64-bit windows 7 operating system.

How much RAM would be "enough" for intraday trading strategies backtest. Is it the more the merrier? I suppose the only option out there is DDR3.

How about the proccessor. Is Intel Core i7 3770 (s 1155 , 3.4 GHz , 8 MB) a good solution?

Finally,I was wondering if a solid state hard disk drive would contribute significantly to performace.

Any additional comment or suggestion is highly appreciated.

Thanks

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Eugene

#2
QUOTE:
How much RAM would be "enough" for intraday trading strategies backtest. Is it the more the merrier? I suppose the only option out there is DDR3.

The more the better, and here's a nifty formula for required RAM: Out of memory problems.

QUOTE:
Finally,I was wondering if a solid state hard disk drive would contribute significantly to performace.

I absolutely recommend the upgrade to an SSD because it brings a different feeling. The PC boots nearly instantly, so that Windows desktop is just seconds away from BIOS. For example, once I switched to SSD I never had a chance to see the complete Windows 7 startup animation: it's just always interrupted in the middle by the appearing desktop.

Same story with applications. Before SSD, it would be hard to comprehend that the 7200rpm HDD can be the bottleneck. Oh yes it is. Everything is running as smoothly as possible.
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Christos

#3
Thanks Eugene
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akuzn

#4
Hi friends.
I use 26 - 28 1 minute intraday strategies with 5-6 days data range setup;
at the end of the day they load about 4 GB of RAM.
Executing time of this set less than second at the beginning of the day and about 2-3 second at the end of the day.
Some of them are multisymbol strategies. On average i suppose 12 DataSeries + Bars Series per strategy.

I think new multicore processor + 1600 bus + some new modification + 8Gb and plus of memory must be satisfying.
Memory usage may depend additionaly on data provider.

In general to my notice less than 400-500 mb of free memory significally reduces time of execution of strategies and optimization time as well.

As for parallel threading - not sure after have experimented with multithreading etc you cant surpass limits of modern processors - parallel tasks seems are good for interface but not for parallel dataseries computing.

And wealthlab seems is very good optimized for parallel execution of strategies itself and many (20 and above) parallel optimization of multi parameters strategies are running well if you have enough memory.
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Panache

#5
Since this is getting to be an old thread, I was wondering what is now state of the art.

In particular, what are the limiting factors on the speed of optimizations? I assume CPU speed is important. Since all the data is stored in memory, I assume the hard drive is not a significant factor. Does more than 8 GB of memory make a difference?
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Cone

#6
Cached data or not, after using SSDs for the past year. I would never go back to spinning HDDs. The extra expense is worth it, imho, for the far greater data access speeds and noise (none).

More than 8G of memory only makes a difference if the optimization needs more than 8G - it simply depends on what your typical optimization requires.
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Panache

#7
My hesitation with using a SSD for Wealth-Lab data is that, as I understand it, there is a limited (although large) number of times you can write to each block of a SSD. Has anyone experienced significant deterioration in their SSDs as a result of putting Wealth-Lab data on them?
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Eugene

#8
What deterioration? In my desktop PC, I have been using an SSD for 3 years since 2012 and its expected lifetime is still shown as whopping 13+ years.
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Panache

#9
Thanks. I'll start shopping.
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Panache

#10
QUOTE:
More than 8G of memory only makes a difference if the optimization needs more than 8G - it simply depends on what your typical optimization requires.


I bought a Samsung 850 EVO SSD. One of the advantages of having extra RAM is that Samsung has a RAPID mode which utilizes unused RAM as a cache for the SSD. They claim it can double the already very fast performance of the SSD. http://www.samsung.com/us/computer/memory-storage/MZ-75E250B/AM Since Wealth-Lab only reads the data once and stores it in memory when performing optimizations, the cache probably doesn't make a noticeable difference in performance.
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Panache

#11
In my testing, the limiting factor in doing optimizations is how fast your CPU is. If you're going to buy a new computer, see how the processor benchmarks. Not all processors are created equal -- there are fast Intel i7's and slow i7's, and laptop processors tend to be much slower than desktop ones. I personally like my Intel i7-4790.

I need to do some more testing, but I'm not seeing a major advantage to having an SSD over a SATA 3 spinning drive.