My new rig

L

lolatency

I'm excited about this new box, because I'm eager to tinker with the i7 and all its new instructions, plus CUDA.

New box specs:

550 Watt PS (might be too little, but if it isn't enough, I will get another one and swap this one out with my other box, which has a screwy PS]
Motherboard: Genuine Intel DX58SO Motherboard with DDR3, PCI Express, X58 chipset
Processor: Intel® Core™ i7 processor i7-920, quad 2.66GHz cores, 8MB Cache, 4.8 GT/sec
CPU Cooling: (1) Intel Certified High Performance Heatsink
DDR3 Memory (1) 6GB DDR3-1333 Triple Channel Memory with Heat Spreader (3x2048)

PCX Video (1) 2 x 896MB NVIDIA GeForce GTX 260 in SLI
Audio (1) On-Board Integrated High Definition 7.1 Hard Drive 1 (1) 500GB Hitachi 7200rpm 16MB Cache SATA 300 w/NCQ
Optical Drive 1 (1) 20x Lite On® DVD+/-RW Dual Layer Burner with LightScribe Labeling Technology, Optical Drive 2 (1) 16x DVD/48x CD-RW Lite On Combo Drive
Media Reader (1) 8-in-1 Media Reader: SD/Mini-SD/MMC/XD/MS/MS Pro/MS Duo/MS Pro Duo
Network Adapter (1) Integrated 10/100/1000MBps Gigabit Ethernet Network Adapter
Network Adapter 2 or WiFi Adapter (1) None
FireWire (1) 2 Integrated IEEE 1394 FireWire Ports, 1 front & 1 rear
USB 2.0 Ports (1) 10 USB 2.0 Ports, 2 front & 8 rear

I've got a rag-tag cluster of about 14 desktops that I use for trading and data-mining, but here's the new specs on my latest "main" box. The hope is I can use the CUDA features to speed up some calculations and keep the transactions under 200ms, since I have a ghetto, non-colo arrangement. When I make enough to justify it, I'll start colo'ing boxes one at a time.

Biggest problem right now? I use up too much power in my apartment and am out of room, so I have to consolidate boxes and start moving into multi-core systems. Don't know how to get around it, if I pay for colo, I need to make more money trading. I started with an i7, non-server config, and am probably dumping an old p3 box running a linux 2.4 kernel.

I live in a cold basement apartment, which is good for the computers but bad for me. The other day, I turned on my space heater and the thing started smoking and burning. I panicked, cut off the circuit breakers, than manually had to reboot all the boxes and kick back all the processes.

My ping to the broker is around 85ms, estimated time for ticks to come out of my feed provider is probably 150-200ms, and my calculation time per stock is around 5-30ms (e.g., SPY takes longer to work with than something like, say, NTAP or DNA), portfolio goes up and down from around 100 to 700 stocks. Home connection is around 20MBps downstream, upstream is 1MBps [which is fine, though I am pushing the limits]. This is laughable by pro standards, but this is my home experimentation setup. I want to be a pro-day trader and not some Wall St. monkey.

Some other issues:

1) Would like to get a new backup broker, a decent paper-trading broker, where I can write code to their interface and just turn it on
2) I really need some better cluster/process management stuff. I tried to compile Condor, but it wouldn't compile. Any suggestions on how I can manage all these boxes without doing stupid stuff like keeping 20 ssh windows open, or running ssh commands to dump status everywhere?
3) Database cycling. I know jack about DBs other than what I read from basic web tutorials, but I manually go in every weekend and lop off the data that's more than 1 week old. Is there a better way to do this, and what's it called?
 
You ever thought about smaller cases for your other PCs? Possible a rack-style with fewer/bigger PSUs.

Also you can turn any API style broker into paper trading. Just edit the code where you execute to only record it internally and not send to broker.

If your database is on linux just setup your Cron (ie. Vixie-Cron) to run a script like "DROP TABLE data WHERE date blahblahblah" every weekend.


Are you doing algo trading where you need microsecond speeds from colocation? What I mean is do you really need to? Heard it is quite a pain.
 
The most important aspect for a trader is the internet connection. The power of the machine doesn't affect anything very much. I traded on an amd single core 2 ghz processor, moved to an amd 4800+ dual core 2 ghz processor, to an intel core 2 duo 2.4 ghz processor. Nothing changed. The only thing that affected my trading was the internet connection.
 
Quote from RiceRocket:

The most important aspect for a trader is the internet connection. The power of the machine doesn't affect anything very much. I traded on an amd single core 2 ghz processor, moved to an amd 4800+ dual core 2 ghz processor, to an intel core 2 duo 2.4 ghz processor. Nothing changed. The only thing that affected my trading was the internet connection.
More...

My strategies need the processing power, because they are filtering and manipulating the time-series data in real-time on multiple stocks. Are you manually trading?
 
Quote from Darkhand:

You ever thought about smaller cases for your other PCs? Possible a rack-style with fewer/bigger PSUs.

Also you can turn any API style broker into paper trading. Just edit the code where you execute to only record it internally and not send to broker.

If your database is on linux just setup your Cron (ie. Vixie-Cron) to run a script like "DROP TABLE data WHERE date blahblahblah" every weekend.


Are you doing algo trading where you need microsecond speeds from colocation? What I mean is do you really need to? Heard it is quite a pain.
More...

I can get away with around 400-500ms (round trip) lag to the exchange (via brokers, data providers) on my strategies, but a good 15-30% of transactions will end up in a net loss or commission-grind on account of latency. This varies, though -- depends on the volume in the exchange, the speed of the instrument, etc. I can make intuitive guesses as to which trades will fail, but it's [quantifiable] random variable. Profit improvement is not large enough to justify the colocation unless I expand my strategy.
 
Quote from RiceRocket:

The most important aspect for a trader is the internet connection. The power of the machine doesn't affect anything very much. I traded on an amd single core 2 ghz processor, moved to an amd 4800+ dual core 2 ghz processor, to an intel core 2 duo 2.4 ghz processor. Nothing changed. The only thing that affected my trading was the internet connection.
More...

I don't think the internet connection is the most important.

However, it is a critical concern.

Thus, no matter how powerful or great the computer is...

If the ISP provider for the internet connection or router/network has problems (stalls, outage, latency et cetera)...

That awesome computer isn't going to improve anything.

Mark
 
Quote from NihabaAshi:

I don't think the internet connection is the most important.

However, it is a critical concern.
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I would tend to AGREE.

I am located out on the West Coast and no matter how fast my broadband download speed is, I still had to go clear across the country ( and through ALL sorts of Internet congestion in the Mid-West ) in order to connect to my broker's trading/data servers back in the NY/NJ area.

The latency via the transfer hops went from 65 ms all the way up to 110ms over the last several years.

Recently, I came across a broker with servers in the Mid-West, thus my latency issues have dramatically improved over what it once was.

Again, the fastest trading rig in the world is only as good as the Internet connection, where the broker's trading/data servers are located, AND how reliable those servers are!
 
Quote from lolatency:
...
Biggest problem right now? I use up too much power in my apartment and am out of room, so I have to consolidate boxes and start moving into multi-core systems. Don't know how to get around it, if I pay for colo, I need to make more money trading. I started with an i7, non-server config, and am probably dumping an old p3 box running a linux 2.4 kernel.
... [/B]
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You didn't mention how many monitors and such you using, but i am guessing quiet a few and you probably have keyboards and mouses all over the place ?
This is just a suggestion, in case you haven't think about it,
but to save power and lot of wires and space, you could use some KVM boxes to hook a few computers which you don't need instant monitoring.
 
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