I am in the process of upgrading my computer for future strategy development on NJ. I understand the incoming NJ7 is quite efficient in its memory usage, but I still would like to make sure my new computer would be optimized to run backtesting on NJ as quickly as possible.
An important question first.
What is the usual bottleneck for backtesting on massive minute/tick data? CPU? Ram? Hard drive latency and/or reading/writing speed?
I know that NJ7 supports multi-core CPU and I would be getting a high end quad CPU, so that's done.
As for ram, would I get benefit from a 6 GB memory over a 4 GB?
More importantly, would I get a significant boost in backtesting speed if the program (and database) is on a Solid State Drive?
I'm still deciding between getting the Intel 80GB X25-M G2 SDD or G.Skill Falcon II 128 GB SDD.
The main difference is in that the Intel drive is far capable in random small bits writing/reading speed, but has inferior sequential writing speed. Whereas, the G.Skill has much faster sequential writing speed but average random small bits writing/reading speed.
My assumption is that importing historic data into NJ would considered as sequential writing. That is of a low priority to me as it is usually a one off job.
As for backtesting, I would assume it involves a lot more reading than writing, and would be more on small bit data than large size files. That means the Intel drive would be faster in that regards.
Of course, that also assumes the HDD is the real bottleneck when backtesting even on high end CPUs.
Any advices would be great. Thanks!!
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