First Build Since 2009, Please Give Some Guidance

[James999]

Hi All,

Time to upgrade to a new system. First I want to answer all the questions listed in the Sticky thread.

I need to do some heavy computation work (optimizing trading strategies with one year of historical data, based on C++ like code with multiple scenarios). I'm not sure if the trading software can take advantage of multiple cores, but I'm trying to find that out. Right now an optimization run is taking up to 20min--no fun. I also like to run games like the latest Wolfenstein or Call of Duty at 1080p, but this is secondary.

I am a steadfast Intel/Win guy, would like to OC the system fairly aggressively when running the trading computations, will be buying parts in the US and my budget is $2,500. I plan to build immediately, but would like an upgrade path to faster DDR4 and M.2 (or PCIe) storage when there are bootable drives and the standards have settled out better. The only parts that will carry over from my current system are a DVD/CD writer and an ASUS ac WiFi card (I think its an RT ac 66U). I will need to purchase Win8.1.

The system I am planning to build is listed out below. Please let me know if you see anything mismatched, and also whether the PSU is enough. The only other concern I have is thermal--will a 4.5Ghz OC be too much heat for this setup? Thanks for your help!! :biggrin:

**CPU** | [Intel Core i7-5930K 3.5GHz 6-Core Processor] | $499.99 @ Micro Center
**CPU Cooler** | [Swiftech H220-X 55.0 CFM Liquid CPU Cooler] | $138.35 @ NCIX US
**Motherboard** | [ASRock X99M Extreme4 Micro ATX LGA2011-3 ] | $215.99 @ Newegg
**Memory** | [G.Skill Ripjaws 4 series 16GB (4 x 4GB) DDR4-3000 Memory] | $402.98 @ Newegg
**Storage** | [Samsung 850 Pro Series 256GB 2.5" Solid State Drive] | $169.98 @ OutletPC
**Video Card** | [EVGA GeForce GTX 970 4GB ACX 2.0 Video Card] | $339.99 @ Amazon
**Case** | [Thermaltake Core V21 MicroATX Mini Tower Case] | $69.99 @ Amazon
**Power Supply** | [SeaSonic 750W 80+ Gold Fully-Modular ATX PSU] | $129.99 @ Newegg
**Operating System** | [Microsoft Windows 8.1 (OEM) (64-bit)] | $89.98 @ OutletPC
| | **Total** | Prices include shipping, taxes, and discounts when available | $2057.24

[PCPartPicker part list](http://pcpartpicker.com/p/BkbY8d)

 

[Ken g6]

I'm not sure if the trading software can take advantage of multiple cores, but I'm trying to find that out.

Well, that would be an important thing to find out before selecting a processor. Unless you can effectively use six copies of the software at the same time?

would like to OC the system fairly aggressively when running the trading computations

I think overclocking any system that's used for important work - especially money-making work - is probably a bad idea.

 

[James999]

The trading optimizations are for hobby trading, not my day job, so not mission critical. Also these computations are not driving live trades, they are backtesting ideas before taking actual trades. Hope that clarifies a bit.

 

[Termie]

Looks good, just a few thoughts:

(1) 256GB is a pretty small SSD at this point. Consider going with a slightly-slower, much larger MX100 512GB for about $30 more.
(2) If you're buying the CPU at Microcenter, get the motherboard there too. Keep in mind you can only get that price in person...although I see your link actually shows another store, so maybe you realized that.
(3) An EVGA Supernova G2 is typically cheaper than the Seasonic X750 and just as good if not better. It is bigger, but that shouldn't be an issue here.
(4) That DDR4 is too expensive. Kingston is much cheaper for DDR4-3000, but keep in mind that DDR4-2666 is the fastest speed approved by the Intel spec. Some motherboards initially couldn't boot at higher speeds, so check your board choice before spending money on DDR4-3000.

 

[James999]

Looks good, just a few thoughts:

(1) 256GB is a pretty small SSD at this point. Consider going with a slightly-slower, much larger MX100 512GB for about $30 more.
(2) If you're buying the CPU at Microcenter, get the motherboard there too. Keep in mind you can only get that price in person...although I see your link actually shows another store, so maybe you realized that.
(3) An EVGA Supernova G2 is typically cheaper than the Seasonic X750 and just as good if not better. It is bigger, but that shouldn't be an issue here.
(4) That DDR4 is too expensive. Kingston is much cheaper for DDR4-3000, but keep in mind that DDR4-2666 is the fastest speed approved by the Intel spec. Some motherboards initially couldn't boot at higher speeds, so check your board choice before spending money on DDR4-3000.

Thanks for the advice, Termie, very helpful. Microcenter is right near the school I teach at, so in person pick up is not a problem. I will get the MOBO there as well. I see what you mean about the EVGA power supply, sounds good. On the DDR speed, the Extreme4 should be able to handle 3000+ OC according to ASRock, so I think I'm okay there, but you're right the Kingston is way more affordable.

The only one I'm still debating is the storage choice. I wanted to get a fast drive, but not spend too much at this point, since I will be upgrading eventually to either M.2 or PCIe. I do have two 500GB drives in a NAS unit already, so I usually keep large files like photos and such backed up on that.

It turns out the software for the trading scenarios is multi-threading (not sure if that's the exact term) so I think the processor, although kind of
expensive, is the right choice (replying to the moderator's initial post).

Thank you all very much for the help here, I really appreciate it.

 

[Termie]

Oh, one last comment. If you'd like six cores but won't be running more than one video card, the 5820K is a better choice for you. Once overclocked, it will perform identically to a 5930K, with its only weakness fewer PCIe lanes, which can slightly constrain multi-GPU setups. This will save you $200. Unfortunately Microcenter does not have any mATX X99 boards at a discount:

http://viewer.zmags.com/publication/2287b82d#/2287b82d/33

 

[James999]

Oh, one last comment. If you'd like six cores but won't be running more than one video card, the 5820K is a better choice for you. Once overclocked, it will perform identically to a 5930K, with its only weakness fewer PCIe lanes, which can slightly constrain multi-GPU setups.

Makes sense, and once again, thank you for giving me a hand with this.

 

[Essence_of_War]

(2) If you're buying the CPU at Microcenter, get the motherboard there too. Keep in mind you can only get that price in person...although I see your link actually shows another store, so maybe you realized that.

Along with this, consider getting RAM at MC as well. They often have a RAM bundle if you buy a CPU+MoBo that is price competitive to newegg/amazon et al.

 

[James999]

Along with this, consider getting RAM at MC as well. They often have a RAM bundle if you buy a CPU+MoBo that is price competitive to newegg/amazon et al.

Sounds good. I will stop in there on Monday and see what they have for package deals.

 

[mfenn]

(4) That DDR4 is too expensive. Kingston is much cheaper for DDR4-3000, but keep in mind that DDR4-2666 is the fastest speed approved by the Intel spec. Some motherboards initially couldn't boot at higher speeds, so check your board choice before spending money on DDR4-3000.

Agree here. Unless the code is memory bandwidth limited instead of computationally limited, fast memory won't help.

 

[James999]

Agree here. Unless the code is memory bandwidth limited instead of computationally limited, fast memory won't help.

Interesting, guess I'll have to test and find out. Here is what the software platform company (TradeStation) says:

Multi-threaded Optimization - Improved Processing Speed
We have designed a new multi-threaded optimization engine that can use multiple cores to perform an optimization during back-testing. We have integrated this new engine into the Charting application, so strategy optimizations will now run much faster on computers with a multi-core processor.
The following table illustrates the optimization performance improvements in TradeStation 9.5. We compared an optimization of Bollinger Bands LE and SE strategies between TradeStation 9.1 and TradeStation 9.5. In the first series of tests, we repeated the same optimization four times for each version of TradeStation over six months of history. In the second series of tests, we performed the same optimization over three years of history. All tests were performed on a desktop computer with four processor cores.


Here is a link to the page where this is discussed: http://www.tradestation.com/en/trading-technology/whats-new/tradestation-9-5/base/feature-3

 

[mfenn]

Interesting, guess I'll have to test and find out. Here is what the software platform company (TradeStation) says:

Multi-threaded Optimization - Improved Processing Speed
We have designed a new multi-threaded optimization engine that can use multiple cores to perform an optimization during back-testing. We have integrated this new engine into the Charting application, so strategy optimizations will now run much faster on computers with a multi-core processor.
The following table illustrates the optimization performance improvements in TradeStation 9.5. We compared an optimization of Bollinger Bands LE and SE strategies between TradeStation 9.1 and TradeStation 9.5. In the first series of tests, we repeated the same optimization four times for each version of TradeStation over six months of history. In the second series of tests, we performed the same optimization over three years of history. All tests were performed on a desktop computer with four processor cores.


Here is a link to the page where this is discussed: http://www.tradestation.com/en/trading-technology/whats-new/tradestation-9-5/base/feature-3

The data at that link isn't really enough to say whether or not faster memory will help, but the test description does give a hint. With 3 years of data sampled every 5 minutes, that's roughly 74,880 data points (assuming 8 hours of data per day, 5 days per week, 52 weeks per year). I'm guessing they are probably storing the data internally as ints (in units of mills probably) so that's 299 KB of data in the data set. This is a tiny amount, easily enough to fit entirely in cache, so I would say memory speed probably does not matter.

Let me know if my data point assumptions are wrong or don't match the data you're using.

 

[James999]

The data at that link isn't really enough to say whether or not faster memory will help, but the test description does give a hint. With 3 years of data sampled every 5 minutes, that's roughly 74,880 data points (assuming 8 hours of data per day, 5 days per week, 52 weeks per year). I'm guessing they are probably storing the data internally as ints (in units of mills probably) so that's 299 KB of data in the data set. This is a tiny amount, easily enough to fit entirely in cache, so I would say memory speed probably does not matter.

Let me know if my data point assumptions are wrong or don't match the data you're using.

You are close on your assumptions, except the data per "bar" and "bars" per minute. My calc would be High, Low, Close for each "bar" on the chart (3), times 6 "bars" per minute, since I'm using a fairly granular, 10 sec interval (6), times 60 min per hour (60), times 9 hours per day, since I trade from 6am to 3 pm (9), times 250 trading days per year, because there are 10 or 11 market holidays (250). So the total for one year would be 2,430,000 data points. The precision can be as high as 4 decimals for a currency, so the total data might be as high as (roughly) 10,000KB per year. Although, I think for backtesting at this level of granularity, the data is limited to six months, so probably more like 5,000KB per half year.

 

[Essence_of_War]

**Storage** | [Samsung 850 Pro Series 256GB 2.5" Solid State Drive] | $169.98 @ OutletPC

(1) 256GB is a pretty small SSD at this point. Consider going with a slightly-slower, much larger MX100 512GB for about $30 more.

Delightfully prescient, Termie! Newegg has the 512GB Crucial M550 for $168, shipped, today! OP, you can double up on capacity at the same price point if you don't need to have an SSD with an "8" and a "pro" on the label

 

[James999]

Delightfully prescient, Termie! Newegg has the 512GB Crucial M550 for $168, shipped, today! OP, you can double up on capacity at the same price point if you don't need to have an SSD with an "8" and a "pro" on the label

I don't need an "8" or a "pro" but I would pay almost any price for that red stripe.

 

[Termie]

Delightfully prescient, Termie! Newegg has the 512GB Crucial M550 for $168, shipped, today! OP, you can double up on capacity at the same price point if you don't need to have an SSD with an "8" and a "pro" on the label

Indeed, that was a good deal, but it was sold out before dawn Newegg's time!

 

[mfenn]

You are close on your assumptions, except the data per "bar" and "bars" per minute. My calc would be High, Low, Close for each "bar" on the chart (3), times 6 "bars" per minute, since I'm using a fairly granular, 10 sec interval (6), times 60 min per hour (60), times 9 hours per day, since I trade from 6am to 3 pm (9), times 250 trading days per year, because there are 10 or 11 market holidays (250). So the total for one year would be 2,430,000 data points. The precision can be as high as 4 decimals for a currency, so the total data might be as high as (roughly) 10,000KB per year. Although, I think for backtesting at this level of granularity, the data is limited to six months, so probably more like 5,000KB per half year.

Thanks for the clarification. Even at 30 MB (full resolution for 3 years), that's still a small amount of data. While that whole data set won't fit into the cache of an i7 5930K (15 MB L3), it still won't be exercising the memory much at all, especially if the data is processed in time-series order.

 

[James999]

Thanks for the clarification. Even at 30 MB (full resolution for 3 years), that's still a small amount of data. While that whole data set won't fit into the cache of an i7 5930K (15 MB L3), it still won't be exercising the memory much at all, especially if the data is processed in time-series order.

That makes sense. Interesting, especially about processing in time-series order. You would need a good chunk of data points in memory, because the code includes multiple different moving average calculations, some as long as 35 days back. But you wouldn't need 3 years or even six months.

 

[James999]

Thanks again to the AnandTech community members who helped me out here! I decided to go full-blast on this build so I will hopefully be able to make it another 5 yrs before I need a new system. Still came in just under my budget. Here is the final build:

**CPU** | [Intel Core i7-5960X 3.0GHz 8-Core Processor]
**CPU Cooler** | [Swiftech H220-X 55.0 CFM Liquid ]
**Motherboard** | [ASRock X99M Extreme4 Micro ATX ]
**Memory** | [Kingston 16GB (4 x 4GB) DDR4-2800 CAS 14 ]
**Storage** | [Samsung 850 Pro Series 256GB 2.5" SSD]
**Video Card** | [EVGA GeForce GTX 970 4GB ACX 2.0 ]
**Case** | [Thermaltake Core V21 MicroATX Mini Tower Case]
**Power Supply** | [SeaSonic X Series 850W 80+ Gold Fully-Modular]
**Operating System** | [Microsoft Windows 8.1 (OEM) (64-bit)]

[PCPartPicker part list](http://pcpartpicker.com/p/JXcQMp)

 

[mfenn]

I would say that you probably went overkill on the CPU, HSF, and PSU. Also, the SSD is very expensive for a workload that isn't particularly I/O bound. You could get a Crucial MX100 512GB for $213 which would probably make life easier in the long run than the equivalent amount of money spent on the expensive PSU.

Anyway, hope the build goes smoothly and let us know if you run into any trouble!

 

[James999]

I would say that you probably went overkill on the CPU, HSF, and PSU. Also, the SSD is very expensive for a workload that isn't particularly I/O bound. You could get a Crucial MX100 512GB for $213 which would probably make life easier in the long run than the equivalent amount of money spent on the expensive PSU.

Anyway, hope the build goes smoothly and let us know if you run into any trouble!

Thanks for all your help.

I will let you know how the build goes once all the parts get here. The Pro 850 256GB only cost me $169, so not too bad on that. Also, I got the PSU under a Newegg promotion for $109, which is not a whole lot more than the EVGA unit, plus 100 extra watts/all black flat-cabling.

The CPU is definitely overkill. My thought there was that in terms of future-proofing, more software will likely use more cores as time goes by. Also the current main reason for the new build is the multi-threaded trading optimizations, so more cores can't hurt. My wallet hurts, though.

I probably did invest too much in the HSF.

 

[Termie]

That HSF is perfect for building an ultra-quiet semi-extreme build like this one. The fans are tuned for silence rather than overclocking. See the review at HardOCP.

 

[Termie]

...but you're going to be adding more SSD space sooner than you think.

 

[James999]

...but you're going to be adding more SSD space sooner than you think.

Just waiting for a 1TB, M.2, PCIe3x8 for under $250.

Nice review of the H220-X, thanks.

 

[lehtv]

You paid $1k for a CPU just to "future-proof"? Return it. Future-proofing is a concept that exists only when the more expensive part is still actually good value for money.