Using CUDA GPU to build a HFT super computer. The debate of Windows versus Linux is also over! #linux #cuda #gpu #windows #hft

(Last Updated On: November 28, 2012)

Using CUDA GPU to build a HFT super computer. The debate of Windows versus Linux is also over! #linux #cuda #gpu #windows #hft

So you want to build a super computer?  Nvidia has this interesting article:

http://www.nvidia.ca/object/tesla_build_your_own.html

You could build your solution with decent quality provider Super Micro. http://www.supermicro.com/products/system/4U/7046/SYS-7046GT-TRF.cfm

I can confirm some big HFT shops use this brand. You could play with the calculator to customize your hardware including the CUDA boards. Go play.

From my calculations, you could a potentially build a quick 8000 core system for under $10K but maybe you should also hold out for the future as prices may come done.

A few notes from my 12 hours of CUDA knowledge, commodity PCs only have only 1 slot for your CUDA board so that means you cannot put in multiple ones as I originally thought you could do. The system above can so keep that in mind.

As for operating systems:

Also, the operating system debate is kind over on my end. As I have wasted countless weeks on Linux, the Windows has saved me in productivity. As the Nvidia link mentioned, for optimal performance you should be on Windows XP 64 bit or Linux 64 bit. To benchmark the comparison,  I would like to see the exact CUDA hardware configuration set up done with exact software (like the Nvidia C++ financial examples). As a result, I won’t entertain this debate further until a video is provided to see the results. Or better yet, I would like to Nvidia do this benchmark comparison.

Also, XP is easier to work with as compared to the horrendous set up with Linux. I really don’t need to hear the debate Linux is more stable and secure. Security is not concerned when your server is properly ring fenced with decent firewall and other configuration. As for stability, I wonder how banks use XP throughout their ecosystem with little concern. So you reboot the box late at every nite to clear out any dangling processes. If XP is indeed just as fast, I ask myself why would I go down the path of pulling out hair with sub par Linux administration and set up.

From my high level research, everything comes down to drivers that sets the difference. I wonder if Nvidia provided drivers are really much better on Linux or Mac OSX. I kind of wonder about that but only Nvidia really can answer that. As said, they do offer the choice of XP and Linux so maybe the performance is the same. Who knows? Who cares? I just want to build to working HFT system with strategies/algos that generate lots of $$.

All in all, if you are really worried about it. Develop your platform using only C++ libraries with no Microsoft .NET calls. That way it should port over fairly quickly no matter what operating system platform you choose for your PRODUCTTION LIVE system.  Just a note, don’t you hate it when Microsoft bastardizes a language like C++ anyhow?

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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs