Building a home-made out-of-shelf SuperComputer.

Quote from rmorse:

I'm not sure why you feel like you need a super computer to do back testing. I build my own computers by buying parts at http://www.newegg.com/. I try to stick to Intel mother board and processor and I often call the help number at Intel for comparability and suggestions. I would think a top of the line I7 win 64bit Win7, a 10K hard drive or a SATA III MLC Internal Solid State Drive (SSD), good power supply, DVD-r with as much ram as you can afford would work really well in a standard ATX nid-tower. If your requirements are higher, you can build a dual processor server with a similar chip in the XEON family. This will add a lot of money the the end machine. Should be nasty fast.

In the end, try to find someone that's done this before, you will get a clean win 7 install with no other crap running. The machine will be VERY fast and easy to service, because you know what's inside.

Good luck....
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First thanks for sharing your opinion. However, it isnot only for backtesting. It is also for optimization. If i am going to test on the tick " bid/ask" data " not minute or subminute" and my ATS containing huge math. So, i would prefer to cut days of backtesting into hours or minutes.

However, Optimization is also my target. If i could do multi parallel optimization at once. This would be great to finish it in very less time than usual.

Also, to rent the power for someone who wish to do some calculations and he cannot .. " Just an idea popped up right now in my head".. If someone wanted to optimize his system, he or she can get an access to the system to do what he wants.

I think there are many applications for this power in the filed of trading. I wish i am a programmer to get more deeper. :(

Thanks

McGene
 
Quote from Bob111:

yeah..i'm also curious what kink of back testing is that and how you going to split the load equally..hardware imo should be least of your worries. it's all come down to the actual fill ratio at exchange..
like i said before-i can pick the winners all day long,but if i can't get my shares-it's pointless to do any backtesting. last few years i did pretty pretty good on stocks, using couple old dual core AMD's and basic nvidia cards(NVS 285)

here-dual 6 core..12 total..i hope that this is enough for ya

http://www.newegg.com/Product/Product.aspx?Item=N82E16813151227
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I agree that backtesting is not that crucial for forcasting any performance. However, i think filling factor could be added also relatively into your backtesting setting. The prespective of having a cheap supercomputer is different than to have a powerful server.

I still feel i need a cheep supercomputer. :)
:D
 
I want a cheap supercomputer just because they are there!! Wouldn't I sleep better knowing that it was there if I ever found a use for it?

Just kidding, but it would be fun to build one, get the highest end Intel mobo with all the processing power and ram it could be stuffed with, use the Raid SSI drive thing or ramdisk or whatever actually works...
 
Quote from mcgene4xpro:

I still feel i need a cheep supercomputer.
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IMHO, before going whole-hog on a PSC, you should get a NVidia GTX560 card like this first:

http://www.newegg.com/Product/Product.aspx?Item=N82E16814261109

What's nice is that it has double the memory, 2GB, compared to other GTX560's and memory is what's most important when it comes to CUDA. For $234 you can find out if CUDA is going to accomplish what you're intending to do.

If CUDA is workable then you can upgrade to the Tesla series, which are true supercomputer GPUs, and these folks have a pretty flexible workstation with up to 3 Teslas.

http://www.avadirect.com/workstation-pc-configurator.asp?PRID=14032

Depending on what you build it could run you $4,000 to close to $40,000.
 
Quote from jprad:

IMHO, before going whole-hog on a PSC, you should get a NVidia GTX560 card like this first:

http://www.newegg.com/Product/Product.aspx?Item=N82E16814261109

What's nice is that it has double the memory, 2GB, compared to other GTX560's and memory is what's most important when it comes to CUDA. For $234 you can find out if CUDA is going to accomplish what you're intending to do.

If CUDA is workable then you can upgrade to the Tesla series, which are true supercomputer GPUs, and these folks have a pretty flexible workstation with up to 3 Teslas.

http://www.avadirect.com/workstation-pc-configurator.asp?PRID=14032

Depending on what you build it could run you $4,000 to close to $40,000.
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Great and wise approach. Thanks
 
Quote from mcgene4xpro:


I still feel i need a cheep supercomputer. :)
:D
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May I suggest you buy a cooling system for the one you already have?.

A baseball cap worn sideways should do the trick.
 
I may be wrong but it looks like that beowulf cluster only runs in linux. Does your back-testing/optimizing software run under linux?
 
You can run Windows apps on top of Linux using a hypervisor platform like KVM or Virtualbox. The real question is would running Windows in a hypervisor be able to utilize the cluster in any useful way? You could run multiple virtual Windows machines simultaneously I suppose, with each backtesting different scenarios. Of course it would be better to do this in a native Linux app but I haven't found such a platform yet.
 
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