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Intel Core i7-3930K vs Xeon E5-2630 For Long-duration Financial Calculations

post #1 of 100
Thread Starter 
Hello,

I wonder if you can help me to build the perfect PC setup for the following task:

I am going to perform daily financial market analysis on multiple instruments using Excel (large workbooks around 300 and 500 mbs), Matlab and Automation software. The price will be loaded into Excel, the results would be fed into Matlab to create charts (this sequence will be repeated many times). I plan to sell the resultant analysis at my website for a set monthly subscription – so this can be considered a production workstation. The total process would take 5-7 hours daily. I need this process to run as error-free as possible – absolutely predictably on autopilot. So I am not planning to over-clock the CPU.

I am deciding between a workstation built on Intel Core i7-3930K or the one built on single Intel Xeon E5-2630. These CPUs are roughly the same in price (same number of cores, different speed though) with the I7 being much faster one. But I am more concerned with reliability and stability of this setup. Do you think the ECC memory can help eliminate system crashes when the analysis job is running? I need to be able to connect this PC remotely to initiate the analysis jobs as well. I am also thinking of Intel Core i7-3930K which is very fast but not sure about its stability for long-duration number crunching sessions (it can overheat if run at full speed for many hours?).

Please let me know what you think,

Dave
post #2 of 100
It would be silly to use a K class chip in this environment (especially since you're NOT going to OC) - if there is liability involved, go Xeon & ECC. Modern Xeons have an impressive ability to recover from / detect errors (there's a lot more to it than just ECC memory).

If you need the speed, grab a few more cores or step up the ladder a few rungs, but an SSD will probably make more difference than a faster chip given the amount of data moving locally.
Such chips would be the E5-1660 or E5-2650, and yes they cost 70% more, but I have the feeling that won't matter in the long run.


I might also suggest an intel SSD for such a task - they seem to do well from a reliability standpoint.
Edited by u3b3rg33k - 11/24/12 at 11:34am
 
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Reginald
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post #3 of 100
Thread Starter 
thank you for your reply...yes I am thinking of using the SSD...thank you for your suggestion about intel sdd)
post #4 of 100
Thread Starter 
I am just concerned if i7 will be able to run the continuous number crunching session lasting MONTHS ? I might not power-off the computer for months! you think XEON can handle such workload? and I7?
post #5 of 100
I actually do this for my job. I recently sized out and install custom software framework on 8 dual-socket E5 servers. We run financial models and Monte Carlo simulation on them for trading. thumb.gif

What kinds of analysis are you running exactly? How accurate does it have to be? (i.e. Are you averaging the results of 1000 simulations dropping the top and bottom outside 2 standard deviations?) If so, you can be a bit more lax in accuracy and focus more on redundency.

If you want mission-critical processors (and don't want to drop $100K), then you should be looking at Xeon E7 with their RAS features: http://www.intel.com/content/www/us/en/servers/reliability-availability-and-serviceability-for-the-always-on-enterprise-paper.html Unfortunately, the existing E7 are based on a few generation old Westmere microarchitecture and Ivy Bridge E7 are not due out for another 3-5 months.

People run consumer Intel and AMD at 100% load for months continously already. They do so for Folding@Home, BOINC, and other distributed computing projects. Overheating is an issue of not getting enough cooling which is easily mitigated.
Edited by DuckieHo - 11/24/12 at 1:19pm
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post #6 of 100
Thread Starter 
hello) I am glad to hear you are workign on the same project....I will be doing price analysis in excel using large model files - 200 mbs, 300 mbs and over 500 mbs each -many of these files will need to be processed for each time frame of each currency pair....I need a very fast and very reliable system for this project...I will use the results to help people trade and save time analysing the forex markets....still I am on a budjet for now - around 1500$ - I am thinking of i7 but intrigued by stability and ECC support of the XEON 2600 family......which processors do you think might suit this task the best??? I need to reanalyze longs ot market data daily - to present fresh analysis for the clients each morning...so I need a super reliable system....
post #7 of 100
Quote:
Originally Posted by dima777 View Post

hello) I am glad to hear you are workign on the same project....I will be doing price analysis in excel using large model files - 200 mbs, 300 mbs and over 500 mbs each -many of these files will need to be processed for each time frame of each currency pair....I need a very fast and very reliable system for this project...I will use the results to help people trade and save time analysing the forex markets....still I am on a budjet for now - around 1500$ - I am thinking of i7 but intrigued by stability and ECC support of the XEON 2600 family......which processors do you think might suit this task the best??? I need to reanalyze longs ot market data daily - to present fresh analysis for the clients each morning...so I need a super reliable system....


Reliabilty is subjective.

Is it better to build one expensive system to run all calculations or multiple cheap systems to run some calculations?

Do you have to use Excel? I know quants love doing their production work in it... we system guys just shake our heads at that... You probably will be able to get better performance writing your own code.


What's the workflow like? Can you run dual streams and compare output within a tolerance? If fails, rerun?
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post #8 of 100
Thread Starter 
yes I am thinking of running large models through excel - yes compiling it into c++ can make it much faster but the code is fluid so this cannot be done now...I have a question - you think it can be posisbel to assemble a viable xeon based workstation on my own - or using a freelance assemble which can be close to guilty of a xeon-powered dell workstation?
post #9 of 100
Quote:
Originally Posted by dima777 View Post

yes I am thinking of running large models through excel - yes compiling it into c++ can make it much faster but the code is fluid so this cannot be done now...I have a question - you think it can be posisbel to assemble a viable xeon based workstation on my own - or using a freelance assemble which can be close to guilty of a xeon-powered dell workstation?

Why not just get a Dell or HP unit? You get a warranty and defer liablity. Basically, you either go all in with OEM or go all in with custom-built.


"Code is fluid".... are you doing source control? If not, hardware reliability really doesn't matter since software is much much much more likely the culprit of any issues. If that's the case, just get the fast possible stable-enough system and be prepared to rerun as needed.
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post #10 of 100
Thread Starter 
thank you for your interesting reply.....well I have 50 currency pairs to analyse daily - 4 time frames each - each time frame shoudl be analyzed using a few different large excel files (5 or so) - around 300 mbs on average....meaning on average the 300 mbs excel file would need to be recalculated 5*4*50=1000 times including getting the data into it and outputting to Matlab that would need to be recalculated 1000 times as well per day....

do you think this process can be speeded up if I break each of the 4 time frames into different virtual machines and place the analysis pipeline into them?.....you think a 4 core E3 1275 V2 might be enough for it???
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