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Hi,
I am doing a few studies of my trading system that require a LOT of
computing power. I need to run a few thousand optimization steps. I
know CPU matters, but I'm wondering what specifically matters (FLOPS,
MIPS, Cache size, etc.), as well as what other factors make a big
difference (RAM, Hard Drive speed, etc.). Basically, I'm curious what
to emphasize or expect if I were to obtain some new PC's.
Normally I would just test and see what makes a difference, but I am a
bit baffled by what I am seeing. My stock database is roughly 560 MB.
Here are some system specs along with backtest times for my system:
P4 1.8 GHz, 1 GB RAM, 10,000RPM SCSI Ultra 160 -- 8.5 minutes
P4 1.8 GHz, 512 MB RAM, 10,000RPM SCSI Ultra 160 -- 9.2 minutes
P3 0.733 GHz, 768 MB RAM, 10,000RPM SCSI Ultra 160 -- 9.6 minutes
P3 0.733 GHz, 256 MB RAM, 10,000RPM SCSI Ultra 160 -- 9.8 minutes
Dual P4 Xeon 3.06 GHz, 2.5 GB RAM, 10,000RPM SCSI Ultra 320 (running
two simultaneous instances of AmiBroker, two backtests simultaneously) -
- 4.1 minutes (total time for a total of two backtests)
Basically, I am wondering why the P4 with 512MB RAM barely outperforms
the P3 with 256 MB RAM, but the Xeon system is much faster than the P4
systems. Is hard drive bandwidth really that big of a factor? Both
the P4 system with 1GB RAM as well as the Xeon system seem to grab all
the RAM they need (with some still left over).
Any thoughts on this would be welcome. Thanks.
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