Building My Trading Rig (A Documentary)

Seems to me the author is incorrect. He presumes that because his new dual core CPU has a slower clock speed, his computer is "slower". All the benchmarks show that newer dual cores are faster than single cores at "completing tasks" even when the single cores have more "Ghz". It has to do with new computers doing more work per clock cycle than before.

The new Core 2 Duo CPUs are really a nice step up... not only are they faster, they run cooler and use less power.

As far as "setting affinities", haven't seen any utilities to do that, so I guess there's no choice but to leave it to Windows and the CPU to work it out. Dual/multi cores apparently are at least somewhat successful at that, as articles about them usually state that "multi-tasking is smoother and faster than with single cores".

BTW..... for most trading setups, the CPU is used lightly. It's mostly used to boot, shut down, and to start/close programs. Mostly it sits at idle as the "work" is done in RAM... makes one wonder whether spending more money for a faster CPU is really worth the cost. (There are apps in trading which use a significant amount of CPU time... if you have one of those you should already know that... and a faster CPU would be worth some extra cost.)

Haven't tested the idea, but it seems logical that for trading... performance would be enhanced more by having faster RAM, FSB, and mobo than faster CPU.
 
Quote from jonnyy40:

http://www.pcpitstop.com/news/rob/rcheng0802a.asp

The comment I referred to is in the 4th comment down after the article.I tried to edit my post above but it's too late.I'd be very interested in this as it's of course hugely important on a trading machine.
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Hmmm ... an opinion at best from somebody with unknown credentials.

The main reason one might want to bind a process or thread to a specific core is to reduce "cache misses" as each core has it's own L2 cache. What this has to do with 32/64 bit escapes me.

The Linux scheduler attempts to do this (set processor affinity) automatically (within conflicting constraints). I don't know anything about Win scheduler but no doubt the designers were aware of the issues and took appropriate design decisions. How good those design decisions were is of course a matter of debate.

System performance is an exceptionally complex area and unless you have a good handle on what is going on and some pretty detailed knowledge the most likely outcome of fiddling with things is lower performance. Better to just let the OS get on with it's job as designed.

This is especially so on desktop systems which have a "random" mix of applications running concurrently, each with different performance characteristics and system loads. On a server always running the same thing (s), skilled tuning efforts may be better rewarded.

Chances are that virtually any current PC is adequate for use as a trading machine. No doubt there are applications that do require a lot of CPU grunt, but if all you want to do is a dozen charts and a DOM, a low end Intel C2D box is quite sufficient and there is no edge to be had by spending more on high end machines.
 
Quote from gnome:

...benchmarks show that newer dual cores are faster than single cores at "completing tasks" even when the single cores have more "Ghz".

... for most trading setups, the CPU is used lightly. It's mostly used to boot, shut down, and to start/close programs. Mostly it sits at idle as the "work" is done in RAM...
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That's been my experience as well -- Core 2 Duos run faster than the single cores, such as a Pentium 4, even when the single core has a much higher clock speed.

On the other hand, it's interesting to compare Duos and Quads. A higher speed Duo tends to run real world apps faster -- virus scanning, zipping a large file, games, lengthy MS Office tasks, Photoshop tasks, and that sort of thing. A lower speed Quad tends to run technical benchmarks and multi-processor designed apps faster.

Perhaps I am misunderstanding the comment that most of 'the work is done in RAM while CPU sits idle'... My understanding is different: all 'processing' (work) happens in the CPU (and GPU) -- arithmetic, logic, registry reads/writes, memory management, and so on. The RAM does not manage or perform any processing per se. It's just a temporary location to store data and files for high speed retrieval. If you have a different view, I'd be interested to read any authoritative info you may have.
 
Quote from EllisWyatt:

"...Perhaps I am misunderstanding the comment that most of 'the work is done in RAM while CPU sits idle'... ve.
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I was referring to the fact the even with several apps loaded in a trading rig, the CPU often is running at or near 0%. Of course it often blips up to a few percentage use to perform some task momentarily, then drops back to or near 0%. In other words, its usage during the day for trading is likely very light, so having a much faster one doesn't buy much in the way of faster speed.

In other apps and games, of course, the CPU is heavily used... and in those cases a faster CPU means better performance.
 
Great thread guys, awesome info. Here's a question about memory. I am currently trying to decide which to select at Dell, but don't understand the difference between the choices. Here's what I'm looking at:

Help Me Choose


4GB, 800MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $550]

4GB, 800MHz, DDR2 SDRAM Memory, ECC (4 DIMMS) [add $320]

2GB, 800MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $170]

1GB, 800MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $25]

4GB, 667MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $650]

4GB, 667MHz, DDR2 SDRAM Memory, ECC (4 DIMMS) [add $350]

2GB, 667MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $160]
Dell recommends 2GB memory for greatest productivity

1GB, 667MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $20]

2GB, 667MHz, DDR2 SDRAM Memory, NECC (2 DIMMS) [add $140]

1GB, 667MHz, DDR2 SDRAM Memory, NECC (2 DIMMS) [Included in Price]


The easy way would be to just assume that the most expensive was the best, but I am trying to understand the difference. I am interested in 4GBs, but it seems counter-intuitive to me that the 667 MHz is more expensive than the 800 MHz and that 2 DIMMS seems preferable over 4 DIMMS. Can anyone help me understand what this means. Thanks.
 
Quote from gnome:

...BTW..... for most trading setups, the CPU is used lightly. It's mostly used to boot, shut down, and to start/close programs. Mostly it sits at idle as the "work" is done in RAM... makes one wonder whether spending more money for a faster CPU is really worth the cost. (There are apps in trading which use a significant amount of CPU time... if you have one of those you should already know that... and a faster CPU would be worth some extra cost.)
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Trading is an undefined word. I guess we are loosely referring to daytraders, both in stocks and in futures.

Most trading software require limited CPU power. (in terms of quote and order management.)

Charting software require a bit more power, if you have multiple screens/charts with complex indicators.
Automated trendlines and auto annotation on charts require some CPU cycles.

Modeling software require the most power.

<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=1813152">
 

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Quote from hilojack:

Great thread guys, awesome info. Here's a question about memory. I am currently trying to decide which to select at Dell, but don't understand the difference between the choices. Here's what I'm looking at:

Help Me Choose
4GB, 800MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $550]
4GB, 800MHz, DDR2 SDRAM Memory, ECC (4 DIMMS) [add $320]
2GB, 800MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $170]
1GB, 800MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $25]
4GB, 667MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $650]
4GB, 667MHz, DDR2 SDRAM Memory, ECC (4 DIMMS) [add $350]
2GB, 667MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $160]
Dell recommends 2GB memory for greatest productivity
1GB, 667MHz, DDR2 SDRAM Memory, ECC (2 DIMMS) [add $20]
2GB, 667MHz, DDR2 SDRAM Memory, NECC (2 DIMMS) [add $140]
1GB, 667MHz, DDR2 SDRAM Memory, NECC (2 DIMMS) [Included in Price]

The easy way would be to just assume that the most expensive was the best, but I am trying to understand the difference. I am interested in 4GBs, but it seems counter-intuitive to me that the 667 MHz is more expensive than the 800 MHz and that 2 DIMMS seems preferable over 4 DIMMS. Can anyone help me understand what this means. Thanks.
More...
1. Basic concerns:

Most computer has 4 memory slots. Your memory selection depends on your current and immediate future needs.

If you need 4GB, and you think this is all you require in the next 2 yrs, then go for the cheapest selection up to 4 DIMM pieces.


2. Computer geek concerns:

a) Throughput (e.g. denoted by PC2-6400/800MHz)
b) Latency (see CAS )
d) Matching memory timing with CPU clock multiplier.
 
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