Help: Building PC for R Programming / Algorithm Trading

[Keyser_Sosay]

Budget = Unlimited

As the title says, I'm going to be building a dedicated computer for the algorithm trading I'm going to be doing through R. Just had some questions when it comes to hardware and what I should prioritize:

- GPU: single 1080 or 1080SLI (is R or computer programming in general compatible with SLI?)
- CPU: 4 core 4790k OC to 5.0ghz or 10 core 3.0ghz ( do I want ghz or cores?)
- Ram: 32g high MHz or 64g normal MHz?
- M.2 SSD vs Sata SSD

Planning to water cool everything since it will be running 24/7.

Let me know if I overlooked something and I look forward to your guidance.

 

[bambiboom]

Budget = Unlimited

As the title says, I'm going to be building a dedicated computer for the algorithm trading I'm going to be doing through R. Just had some questions when it comes to hardware and what I should prioritize:

- GPU: single 1080 or 1080SLI (is R or computer programming in general compatible with SLI?)
- CPU: 4 core 4790k OC to 5.0ghz or 10 core 3.0ghz ( do I want ghz or cores?)
- Ram: 32g high MHz or 64g normal MHz?
- M.2 SSD vs Sata SSD

Planning to water cool everything since it will be running 24/7.

Let me know if I overlooked something and I look forward to your guidance.

Keyser Sosay,

In my view the proposed system needs extreme calculation density at the highest double precision and the ability for multit-threaded platform wrapping as in Matlab, The emphasis is on core count and not clock speed, supported by GPU co=processing. The following idea is for a system that would be suitable for an level of analysis and simulation based on a pair of the recently released Xeon E5-2640 v4 mounted in a Supermicro Superworksation that includes a Supermicro X10DRG-Q motherboard that accommodates four double height GPU's along with PCIe slots for other peripherals. As far as I know, this is the only motherboard that does this, due to the spacing of the PCIe slots so they are not covering the other slots. The Superworkstation is convenient as it provides a case, motherboard with a 1620W power supply, CPU coolers, and hot swap drive bays so assembly is simply plugging in the CPU's, RAM, GPU's, and drives.

Time is money!

As algorithm trading is processed by milliseconds increments and precision of timing is most of the advantage. The two 10-core Xeon 10-cores are supplemented by GPU acceleration. This in miniature is the configuration of the world's fastest supercomputers. this idea proposes 3X Telsa K20's. In this example they are purchased used as this reduces the cost by about $1,000 each. The Tesla K20 is ultra-reliable with a MTBF of 170,000 hours- 19 years continuous running.

BambiBoom CalcuCannon <Compurtradesimulicious iWork TurboSignature Extreme StockStuffer 9900 ®©$$™®£™©™ _ 7.11.16

CPU: 2X Intel Xeon Processor E5-2640 v4 (10-core @2.40 / 3.4 GHz, 25M Cache) > $1,840 ($920 each)(Superbiiz)

___ Intel Xeon Processor E5-2640 v4 Passmark average CPU Mark: dual= 21916 / Single- threaded mark = 1861 Performance on ASUS Z10PE-D16: 25080

Motherboard, Case, CPU coolers, Power Supply: sCASE: Supermicro SuperChassis CSE-747TQ-R1620B 1620W 4U Rackmount/Tower Server Chassis (Dark Gray) > $950

___Motherboard: Included in the above Supermicro X10DRG-Q (4X PCIe x16 GPU slots) (Superbiiz)(This motherboard has four GPU slots)(Review of this motherboard)

Memory: 128GB (8 X 16GB) Crucial DDR4-2133 16GB/2Gx72 ECC/REG CL15 Server Memory > $800 (Superbiiz)

GPU 1: NVIDIA Quadro K4200NVIDIA Quadro K4200 (4GB) Part No. VCQK4200-PB > used about $550 (The K4200 is chosen as the GPU in the Quadro and Tesla co-processors have to match)

GPU 2,3,4: TESLA K20 GPU ACCELERATOR > $2,700 (used about $900 each)

RAID Controller:LSI 9300 MegaRAID SAS 9361-8i (LSI00417) PCI-Express 3.0 x8 Low Profile SATA / SAS High Performance Eight-Port 12Gb/s RAID Controller (Single Pack)--Avago Technologies > $534

Drive 1: SAMSUNG 950 PRO M.2 512GB PCI-Express 3.0 x4 Internal Solid State Drive (SSD) MZ-V5P512BW) > $320

Drive 2,3,4,5,6: 5X Seagate Constellation ES.3 ST4000NM0033 4TB 7200 RPM 128MB Cache SATA 6.0Gb/s 3.5" Enterprise Internal Hard Drive Bare Drive > $800 ($160 each)

Drive 2, 3: 2X Seagate Constellation ES.3 ST3000NM0023 3TB 7200RPM SAS3/SAS 6.0 GB/s 128MB Enterprise Hard Drive (3.5 inch) $370 > ($185 each)

Operating System: Microsoft Windows 7 Professional SP1 64-bit English (1-Pack), OEM > $139.

____________________________________

TOTAL = about $9,000

Notes:

I believe that purchased as a proprietary system, this would cost at least $20,000.

1. The 4X GPU configuration is unconventional: The Quadro K4200 is single height but the Tesla K20's are double- height cards. However the GPU slots are double spaced on the Supermicro X10DRG-Q motherboard.

2. The Xeon E5-2640 v4 has not been benchmarked extensively, but performance should be very good. There are two systems using the E5-2640 v4 on Passmark and the CPU score for a single CPU is 15776 and for a dual configuration- 25080. That would place it at No. 8 in the Passmark dual CPU list. A total of 20-cores /40 threads, and 8,832 CUDA cores (1344 + 7488) provide a lot calculation power. The 3.4Ghz turbo speed should have a sufficient single-threaded capability in combination with the Quadro K4200 for quite demanding visualizations, so in addition to Matlab and Mathematica: financial analysis, simulation animation, Arc/GIS, 3D structural design /analysis, particle and thermal simulation, and visualizations of these should be very good.

2. The Quadro K4200 was chosen as the GPU's in a NVIDIA Maximus configuration (Quadro + Tesla) have to have the same series processor- in this case all have to be Kepler series.

[3. Benchmarks of GPU's:

NVIDIA Quadro K4200 _________NVIDIA Tesla K20

OS Windows
API OpenCL

Face Detection

27.889 mPixels/s_________________32.104 mPixels/s

TV-L1 Optical Flow

9.092 mPixels/s_________________ 11.228 mPixels/s

Ocean Surface Simulation

1032.353 Frames/s______________ 1427.912 Frames/s

Particle Simulation - 64k

363.404 mInteraction/s___________ 377.433 mInteraction/s

T-Rex

2.597 Frames/s__________________4.129 Frames/s

Video Composition

38.83 Frames/s _________________ 64.479 Frames/s

Bitcoin Mining

66.493 mHash/s ________________ 179.058 mHash/s

______________________________________________________________

4. The disk system uses a RAID controller to add a RAID 5 (hot swap) for the storage. In previous system, my inclination was to have a cache drive for fast swaps to RAM and to saves, but the M.2 is so fast it's not necessary- have the active projects on the OS/programs drive.

A complicated configuration that does need a bit more detailed study, but uses the latest Xeon E5-2600 series v4. I think has a very good cost / performance potential along with excellent system stability at high performance. As a new, proprietary system I estimate the cost at $20,000+ as 3 new K20's would be over $9,000 alone.

Cheers,

BambiBoom

1. HP z420 (2015) > Xeon E5-1660 v2 (6-core @ 3.7 / 4.0GHz) > 32GB DDR3 1866 ECC RAM > Quadro K4200 (4GB) > Samsung SM951 M.2 256GB AHCI / Intel 730 480GB (9SSDSC2BP480G4R5) / Western Digital Black WD1003FZEX 1TB> M-Audio 192 sound card > 600W PSU> > Windows 7 Professional 64-bit > Logitech z2300 speakers > 2X Dell Ultrasharp U2715H (2560 X 1440)>
[ Passmark Rating = 5581 > CPU= 14046 / 2D= 838 / 3D= 4694 / Mem= 2777 / Disk= 11559] [6.12.16]

2. Dell Precision T5500 (2011) (Revised) > 2X Xeon X5680 (6-core @ 3.33 / 3.6GHz), 48GB DDR3 1333 ECC Reg. > Quadro K2200 (4GB ) > PERC H310 / Samsung 840 250GB / WD RE4 Enterprise 1TB > M-Audio 192 sound card > Logitech z313 > 875W PSU > Windows 7 Professional 64> HP 2711x (27", 1920 X 1080)
[ Passmark system rating = 3844 > CPU = 15047 / 2D= 662 / 3D= 3550 / Mem= 1785 / Disk= 2649] (12.30.15)

 

[Doggie314]

i trade. wanna talk about algo trading?