PC config at $4000  [SOLVED]

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LMC1
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PC config at $4000

Postby LMC1 » 18 Oct 2017

Hi,

I plan to buy a new PC to do portfolio back-testing, typically involve at least six hundred symbols, 5 years of 1 minute data.
Can anyone suggest a configuration with my budget of $4000, monitor excluded?
Thanks.

LMC1

fbertram
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Re: PC config at $4000

Postby fbertram » 18 Oct 2017

I am not exactly sure how you are testing 600 symbols; I assume here that you are using Portfolio Trader for that.

During backtesting, Portfolio Trader will only use a single core. Therefore, no matter how much money you spend, there won't be huge differences in performance. During optimization however, Portfolio Trader will use all cores. Here, a CPU with many cores will actually make a big difference. The hottest CPUs for that matter are currently AMD's Threadripper 1950x, and Intel's i9-7980XE, or i9-7960X. As the Threadripper is only about half the price, I would personally go with the AMD. You will also need a lot of RAM for what you are trying to do.

You will find some readily configured gaming PCs with these CPUs. However, these will typically also include a fancy graphics card... which is expensive but won't make backtesting any faster. See if you can save that money.

Hope this helps,

Felix
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TJ
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Re: PC config at $4000

Postby TJ » 18 Oct 2017

Notes about multi-cores and optimization.

There is a general belief that the more cores the better.

There is a false belief that virtual cores are just as good as real cores.

Please note that virtual cores are ONLY useful if you are running multiple programs.

When you are doing optimization, the program can only use real cores.
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fbertram
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Re: PC config at $4000

Postby fbertram » 18 Oct 2017

on a related note, you could also run your optimization in the cloud. Google, Amazon, Microsoft all offer machines with 16, 32, or even more cores. Depending on how often you actually need the processing power, that might be a cheaper way of doing it. As an example, Google's n1-standard-16 machine offers 16 cores and 60GB of RAM at $0.76/hour.

In my personal experience, an i7 is actually faster in single-thread performance than the Xeons these cloud machines are based on, so your optimization speed is a bit slower than what you would hope, calculating from the number of cores your local desktop has versus the cloud machines. Still, I have used these machines for some larger tasks and found that to be a good option.

Cheers, Felix
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Re: PC config at $4000  [SOLVED]

Postby LMC1 » 20 Oct 2017

Thank you fbertram and TJ for your comments and information.
fbertram: I just signed up GCP's free trial and seems it is a good alternative since I don't need a mighty PC all the time. Thanks.


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