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Best configuration for automated trading machine?

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August 29, 2011 11:21:15 PM

Hello,
I was hoping to get some member feedback about best components for a dedicated automated trading computer.

This is not the lightning fast algo trading you hear about but it is a pretty complex "retail" software(Tradestation).

Essentially it stores 6 months of cached data, combines it with the streaming live data, calculates entries and exits based on strategy algorithms and places the trades into market. As you can imagine, speed is everything.

I need this to be working on about 10 different charts and each of them would be executing as described above so it can get quite demanding, especially at times where the market surges.

So, I was hoping I could get some feedback on how best to build a system that would take advantage of new cpu's, video cards and SSD's.

Any help would be greatly appreciated. Thank you.
a c 150 à CPUs
August 30, 2011 12:19:27 AM

For GPU's I dont think they will make a bit of diffence unless the software you plan on using can take advantage of GPU acceleration. You can check that with your software maker since you didn't list any. Your GPU will likely only be for multimonitor setups like the day traders i know use (3 and 4 monitor setups).

CPU - its hard to beat the i7-2600k though you may want to look into some of the new sandy bridge server xeon's. esp the new one due out real soon. Again your most demanding application should have a recommended processors list I should think.

You say speed is everything but in your situation I would think reliability would be rated higher so I think you would be looking at a raid 6 array of server SSD's (way more expensive) plus a backup/restore solution. (do you really want to loose your 6 months of cached data?)
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August 30, 2011 2:38:13 AM

I don't want to give the impression that reliability isn't important but we have so many redundancies built into our data and strategies I am more concerned with raw speed for this machine.

In regards to the GPU I am quite certain the software (Tradestation) is not set up to take advantage of GPU acceleration. Because of that fact and that we don't need multiple monitors for this machine, do we gain benefit from a discreet video card? The only graphics being processed are the 2D trading charts. Would a new, high end Mobo be able to handle this with the newer improved onboard video or would we be dragging down the system? I am not opposed to buying a fast card if it will help.

CPU - as you mentioned, it appears the i7-2600k makes the most sense. Do you have a suggestion for a Mobo to go with this? Also, what type and qty of RAM would you suggest? Again, given the task specific requirements is this a situation where as much as we can get is helpful or is there a point where it is just throwing money away?

Finally, in regards to SSD's. I know there used to be a speed vs reliability tradeoff. Has a winner emerged for a smaller drive (100 GB range) that is fast yet reliable?

Thank you again.
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