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Extreme calculations call for extreme computing power

Posted: Thu Oct 11, 2007 3:04 pm
by michal.kreslik
Hello, friends,

as some of you probably already know, I never place a live trade until I perform an extensive research and simulation of the given trading system first.

Demanding statistical calculations and brute force / genetic optimizations call for an extreme computing power. So I'm setting up a new research server for me based on Intel Quad Core architecture:



Is there anything more rewarding than setting up a new high-performance computer? :D

By the way, you won't believe what happened to me in Tucson: Avery (TheRumpledOne) got a new computer by mail and he left it untouched in the hall for almost the whole day! That's just unbelievable. At the end of the day, it was getting unbearable: "I have to unwrap it for you, Avery. I can't stand the new computer in the house being ignored like this". Avery laughed. Weird. Am I being different or what? :)

Michal

Posted: Thu Oct 11, 2007 3:42 pm
by thugzzzx
Sweeeeet! Just make sure you pass on that trading system once you have it!!! Just kidding, not! ...can't wait for the Dominator Series Twin2X2048-10000C5DF to be available in a 4GB kit. :smt023

Posted: Thu Oct 11, 2007 4:01 pm
by michal.kreslik
I was able to develop and optimize stable trading systems with a moderate horse power before, but some new concepts - especially when applied to millisecond-precision ticks - are much more challenging :)

Currently, on my server disks there's an SQL database with more than 350 million ticks that occupies around 110 GBs alone, so that calls for some extra heat under the kettle as well 8)

Michal

Posted: Fri Oct 12, 2007 12:35 am
by Patch
Hi Michal

That is one awesome mother board and processor and cooling stack !!!

You must be getting ready to trade you new system.

Jeff
In VA

Posted: Fri Oct 12, 2007 4:27 am
by Enikma
Wow,

Looks like something that sticks out of a bonet of a car!!!
The most important question is - Where's the coffee cup holder???

Well done Michal

Nik

Posted: Fri Oct 12, 2007 12:05 pm
by pr
Michal,

Nice picture! Which mobo did you choose?

Posted: Fri Oct 12, 2007 12:36 pm
by michal.kreslik
pr wrote:Michal,

Nice picture! Which mobo did you choose?


ASUS P5K Premium Wifi/AP.

Enikma: The cup holders come as an option, as well as the chrome exhaust pipes :D

Patch the pirate: It does not take that much horse power to actually run the strategies. But it takes a lot of steam to build and optimize them.

Unless, of course, you're Mr. Bernanke's wife. Then all it takes is a notepad and a pencil to jot down the interest rate decision 30 minutes before its release :)

Actually, even then you might not be safe as the markets often behave erratically and unpredictably after a "clear cut" news release.

So at the end of the day, you still need computers to test your system thoroughly before you ever trade it live. There can be no successful TA-based trading without the help of computers at some stage of the trading sytem development these days.


Michal

Posted: Sun Oct 14, 2007 12:09 am
by 4x=0
michal.kreslik wrote:
So at the end of the day, you still need computers to test your system thoroughly before you ever trade it live. There can be no successful TA-based trading without the help of computers at some stage of the trading sytem development these days.


Michal


Exactly Michal. I must thank You and other people like you who test the systems that traders use to trade with them selves. It lets us devote our focus to becoming better at trading the system.

Posted: Sun Oct 14, 2007 3:23 am
by eudamonia
pr wrote:Michal,

There can be no successful TA-based trading without the help of computers at some stage of the trading sytem development these days.

Michal


I respectfully disagree. As omnipresent as computers are in this day and age of trading they do not replace trading experience.

As a case in point, I know a very successful programmer who makes his money selling software and programming services. He also loves the markets and is trying to learn them. Despite his extensive programming knowledge he still makes all the mistakes of a beginning trader and has yet to find his "holy grail".

As an aside I also know a trader who does everything with paper charts. He's been living off of his considerable trading income for over 20 years.

I say this not to belittle the idea that computers are important to today's trader. Of course they are. I myself could not trade the way I do without one. However, just like my golf game, the clubs do not make the ball go in the hole - only I can do that.

Edward

Posted: Sun Oct 14, 2007 3:51 pm
by 4x=0
eudamonia wrote:
As an aside I also know a trader who does everything with paper charts. He's been living off of his considerable trading income for over 20 years.

Edward


Not as an aside. More like, a "case in point".

Conversely, there are "traders" who only let their computers do the "trading" for them. If I had to guess, I'd say these types are not envious but deep down wish they had the aptitude necessary to even over come what our own lutra has called the "incredible bad odds to succeed in trading".

Code code code, ok computer says its ok. trade computer trade!