is ECC memory necessary for quantitative trading?

[trend2009]

60-120$ a month. Don't you think it makes more sense to host your algo (almost) colocated than building a high end PC and connecting it via crappy ISP lines?

It's like buying a Porsche GT3 to do your grocery runs.

servers provided by hosting company is not powerful enough. I want to use my own server to host somewhere with reasonable price. my algo needs heavy computing.

 

[trend2009]

There are other concerns beside processing power/cost. VPS have backup generators for power outages, far better connectivity etc. Any home connection is always less stable. Personally, I'd never trade from non-VPS connection again.

the server they provide is just a child play. do they host my own server?

 

[d08]

the server they provide is just a child play. do they host my own server?

Yes, there are service providers that will host your box, it's going to cost you though. Also, it won't be any desktop PC but has to be able to be placed in a rack.

 

[Same Lazy Element]

my algorithm trading needs lots of computations. I plan to build a computer myself. my ideal cpu is AMD 3950x, but it does not support ecc memory. does ecc memory is a must for quantitative trading?

In my experience, having to worry about compute times/capacity at runtime is fairly unusual (unless you are running an options market making business). In general, anything that requires meaningful processing power (fitting, calibration etc) should be run off-line relatively infrequently and uploaded to your trading machine.

 

[trend2009]

what software are you running?

my own algorithm

In my experience, having to worry about compute times/capacity at runtime is fairly unusual (unless you are running an options market making business). In general, anything that requires meaningful processing power (fitting, calibration etc) should be run off-line relatively infrequently and uploaded to your trading machine.

i am day trading. Need to recalculate after each 1-min bar. So can not preload

 

[Same Lazy Element]

i am day trading. Need to recalculate after each 1-min bar. So can not preload

Well, possibly, whatever you are calculating after each 1-min bar you should not be calculating after every 1 min bar. Standard HFT machines are not that powerful and yet HFT strategies update every every T&Q tick.

 

[Turveyd]

my own algorithm

i am day trading. Need to recalculate after each 1-min bar. So can not preload

If its 1min bars even if it takes 30seconds to calculate thats fine, minutes ending aren't magic could get a better price 30seconds later.

 

[MrMuppet]

my own algorithm

i am day trading. Need to recalculate after each 1-min bar. So can not preload

Did you really just say 1min bars? I was under the impression that you're into stuff that needs some real time deconstruction of a multitude of orderbooks 50 levels deep.

But when you're working with such high granularity price data, I wonder what takes so much computing power that you need 128GB of ram. May I ask how many instruments you are analyzing?

Perhaps you can save yourself alot of trouble by just using a different database, feedhandler, etc.

 

[trend2009]

Did you really just say 1min bars? I was under the impression that you're into stuff that needs some real time deconstruction of a multitude of orderbooks 50 levels deep.

But when you're working with such high granularity price data, I wonder what takes so much computing power that you need 128GB of ram. May I ask how many instruments you are analyzing?

Perhaps you can save yourself alot of trouble by just using a different database, feedhandler, etc.

i am watching all US stocks for intraday movement from today to last 3 days.

 

[MrMuppet]

i am watching all US stocks for intraday movement from today to last 3 days.

Is the processing power required for handling the data or is the algorithm so complex that it needs the power for computing the result from the data?