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High Frequency Trading Research Rig

by hbucher

Description

This water cooled, overclocked box will be used as a number crunching box to process financial trading information (aka market data) on high frequency trading - usually around 60 GB/day, and we typically go through at least 3 months worth of data in each backtest. As there will be many of these deployed through the organization we have to be budget conscious but still pack a big punch.

We chose the Haswell-E because our algorithms depend on the new sets of instructions that come in this line. We also explore successfully the large amount of cache in these processors.

The rig will run under dual boot Windows/Ubuntu 14.04 LTS so we took care that the parts were compatible. Corsair's cooler being the only exception (no linux support) but wiring the fan controls to the motherboard's CHA1 and CHA2 inputs took care of the problem.

Part Reviews

CPU

6-core Haswell-E beast. Best performance per dollar on the high-end. With the money that you could buy a i7-5860k one can buy at least three of these and the performance does not scale equally.

CPU Cooler

Corsair is very well known in the market, has been around for a long time. This cooler was a bit of a overspending since at full throttle @4.4GHz the highest CPU temperature never rose beyond 60C. Under Linux the water pump is at a constant speed but we connected the radiators to the MB fan control so the Asus X99-A can successfully tweak the CPU temperature.

Motherboard

best priced motherboard from Asus, which is a brand known for its overclocking capabilities. The step up would be the DELUXE model but it did not have features that were useful to us. Unless you're planning to run a 3-way SLI one should consider the upgrade.

Memory

A little bit disappointed with this item, as I was not able to overclock it to DDR4-3000 as I expected. But it is a CAS 15 and the price is right.

Storage

Best price point per size and performance at the moment. And I trust Samsung above all.

Storage

I have used the green line as a server (red) and I have never had a bust in many years. And the price is the best.

Video Card

The GTX 960 is at the best price/feature point among all Nvidia cards and excellent for CUDA development (1024 cuda cores). This is a factory-overclocked card, which is a plus. We did not consider ATI for obvious reasons. One card we disable on xorg.conf for CUDA development and the other for X work. Under windows we can play Battlefield under SLI at full speed.

Case

It is simply gorgeous. And the easiness to install all the power cabling is mind boggling. The color combination also matches my two favorite teams: Flamengo (BR) and Barcelona (ES). An alternative would be the R5 Define.

Power Supply

Corsair I trust. The power is around 2x the max demand from the parts.

Monitor

ASUS is very trustworthy, never had a problem with them. The 2560 x 1440 screen is perfect for dividing it up on emacs. The productivity is way better. And it looks gorgeous too at a very reasonable price point.

Keyboard

This is the best keyboard I've ever typed in. Its shallow keys and "perfect touch" technology make it very comfortable when dumping the humongous amount of code we usually do on a daily basis.

Mouse

The grip is fantastic - when I ever need it outside emacs. It is just on another level than your corporate mouse. On Windows, it is programmable and very precise.

Comments Sorted by:

IBCrazy17 1 Build 4 points 45 months ago

Hey, you know that you can reroute those cables behind the motherboard tray for better overall airflow right? The cables coming up to the GPUs can route through a little hole in the PSU cover. Trust me, getting good ratings on this site requires at least an attempt at cable management.

DaedalusReturned 4 points 45 months ago

I would have to concur. The first thing that stood out to me was the messy cable management.

hbucher submitter 1 Build 0 points 45 months ago

Messy? These cables look neat! You should see my desk... :)

hbucher submitter 1 Build 1 point 45 months ago

100% agree. I had less than a day to build this up as we needed to get up and running immediately. I was able to build it in a couple hours and cable management was the least of my concerns, I have to confess. As per ratings, my intention was just an attempt to "thank you" this website that helped me choose the parts I needed with ease and share the results on facebook. But I promise I'll give it a crack next weekend. Thanks for the tip btw.

BobSm99 3 points 35 months ago

Most trading applications are not multi-threaded (thinkorswim, interactive brokers, esignal, tradestation) so wouldn't the 4 core Skylake i7-6700K at 4GHz be a better choice than the (more expensive and power hungry) i7-5820K?

hbucher submitter 1 Build 0 points 14 months ago

Mine is custom so we do use all the threads.

SpecificAlduin 2 Builds 2 points 44 months ago

Fix. The. Damn. Cables.

Other than that, great build!

hbucher submitter 1 Build 0 points 42 months ago

OK I WILL how? Basically I'm not a professional builder. If I close the case door and the thing turns on, I'm on my way to heaven. However I feel compelled to do it once you asked so maturely. But I dont know what is wrong in the first place :))

SpecificAlduin 2 Builds 1 point 42 months ago

Go out, buy some zip ties, watch some cable management videos for the H440, shut down the computer, unplug the power cord, press the power button to drain the power from the computers internal battery, unplug all your internal cables, and route them to where they are supposed to go while putting them behind the motherboard tray. If some cables are too short, plug them in how they were before, and buy an extension, then route them behind the tray. if you need to uninstall components to get cables routed better, do it. It will make much of a difference.

tnargsnave 2 points 44 months ago

Why did you decide to go with SLI 960s instead of a single 970? Do the 960s out perform a single 970?

dustySoda 2 points 44 months ago

I believe that with 2x 960 cards, they'll have 2048 CUDA cores as with 1x 970 card, you get 1664 cores. Since this is a more a research rig rather than gaming, they'll be making use of them CUDA cores more.

tnargsnave 1 point 44 months ago

Cool.

hbucher submitter 1 Build 0 points 42 months ago

I have this use case where I use one card for normal graphics and another card for CUDA development - I'm a software programmer. Nothing to do with performance.

NvidiaGirl 2 points 37 months ago

LoL. You said i7-5860k :P Did you mean i7-5960x?

Akilla 2 points 37 months ago

what programming language is your coding done in? R?

hbucher submitter 1 Build 0 points 14 months ago

C++

BTPraat 2 points 35 months ago

I see you're a Flamengo supporter :)

hbucher submitter 1 Build 0 points 14 months ago

IN Brazil...

JoshuaaM 1 point 8 months ago

Why did you decide to buy these instead of simply using cloud solutions for when you need it? Amazon's AWS EC2 has GPU instances?

JoshuaaM 1 point 8 months ago

Oh, it was 3 years ago. Not too sure if they existed back then. May have answered my own question?