5820K or 6700K, which is best for automated trading & optimization?

[w00dmann]

I am using Ninjatrader 7 and I'm just getting into strategy development. I know that (for example) strategy optimization requires a lot of CPU horsepower; I haven't done this yet, but can see myself doing so shortly. I am also aware that Ninjatrader will soon (?) upgrade to NT 8 which will better make use of system resources. Coincidentally, it is time to upgrade my beloved i920 so my question is, which is better - 5820K or 6700K? Will more (weaker) cores help me, or will fewer - but faster - cores make the difference? I'm hoping there are some gurus on this board who can steer me in the right direction.

For the rest of my system, I plan on having 16 GB G.Skill Ripjaws memory; EVGA GeForce GTX 970 4GB video card; Kingston Sandforce Sata III SSD; 650W power supply; and so forth.

Thanks in advance for your help!

[sledge]

Is your 920k on Win7 or later? Is it 64 bit? How much ram do you have?

It might not be as dead as you think.

NT8 open beta6 is already out.

NT7 is supposed to be supported into the future for quite a while from what I've read/seen in youtube videos.

I haven't really run any optimizations, I can't because of how my strategy is setup (accesses files to read)..

I have the 5820k myself, with asus x99 motherboard - and I overclocked it in their software Dual Intelligent Processors 5. Have 48gb on board. (16 original and got 32 this year). So it's overclocked to 4.0ghz and the ram is at 3.0ghz. Very stable. The software underclocks it to 1.2ghz when sitting around idle. Definitely need water cooling for this.

My MSi workstation laptops beat the desktop in market replay by almost double. They are at 2.6ghz/2.8ghz 4core/8thread with 16gbs of ddr3l. I still can't believe it.

I was experimenting with ImDisk and loading all my replay data. I should re-run that test with the overclocked system.. I might have too many utilities running on the 5820k machine that is slowing it down vs the lesser laptops... That's the only thing I can think of?...

Anyways - this probably doesn't help your exact answers...but if you are at least 64 bit on that 920k, you might give NT8 a try and see how well your machine performs. It might surprise you.

[NinjaTrader_MichaelM]

Hello w00dmann,

Thank you for writing in. I will investigate this based on the way NinjaTrader 8 handles multi-threading with our product management team and I will update this post further as soon as possible. Please note our normal hours of operation are between 8:30AM ERST and 6:00PM EST Monday through Friday.

Thank you for your continued patience in the meantime.

[NinjaTrader_PatrickH]

Hello w00dmann,

Thank you for your patience.

NinjaTrader 8 is multi-thread which means it will correctly use multiple cores that are available. The more cores, the better.

There are factors that play into this though. It is not as simple as more cores the better as the user's set up comes in to play here as well.

An example from our Product Management team is below.

A trader has 4 charts with a bunch of Indicators.
In this case the heavy load is distributed across 4 UI threads where each individual core has a chance to execute in parallel.
In this case if the user had 6 cores but slower processing speed they would be worse off in the scenario above as it would have benefited from more speed on the 4 cores in use then more cores.
This is in contrast to a trader who would have 20+ charts in which case more cores likely would serve him better.

So in the end multiple cores may be great for multiple tasks, yet if you have less cores and greater speed you could benefit far more in a specific set up that only used a few UI threads.

[w00dmann]

Thanks

Thanks for looking into that Patrick

[mhamrin]

What about nt7? Does nt 7 utilize multiple cores?

I've got too much tied up into nt7 to switch to nt8 at this point.

[mhamrin]

Problem solved?

I am using Ninjatrader 7 and I'm just getting into strategy development. I know that (for example) strategy optimization requires a lot of CPU horsepower; I haven't done this yet, but can see myself doing so shortly. I am also aware that Ninjatrader will soon (?) upgrade to NT 8 which will better make use of system resources. Coincidentally, it is time to upgrade my beloved i920 so my question is, which is better - 5820K or 6700K? Will more (weaker) cores help me, or will fewer - but faster - cores make the difference? I'm hoping there are some gurus on this board who can steer me in the right direction.

For the rest of my system, I plan on having 16 GB G.Skill Ripjaws memory; EVGA GeForce GTX 970 4GB video card; Kingston Sandforce Sata III SSD; 650W power supply; and so forth.

Thanks in advance for your help!

W00dmann, can i ask what solution you went with...5820k or 6700k? And how much it helped?

I'm in the same boat. I've invested so much time and $$ and now nt7 has me stuck in the mud frozen most of the time. I guessing the 6700k would be best for nt7 cuz more processing speed per core...and nt7 not utilizing multiple cores (from what i now understand). And the 5820k best for nt 8 because of multiple cores. Just wondering if you've solved your posted issues with the system you built.

Thanks!

[NinjaTrader_PatrickH]

What about nt7? Does nt 7 utilize multiple cores?

I've got too much tied up into nt7 to switch to nt8 at this point.

NinjaTrader 7 would not utilize multiple cores.

[bltdavid]

NinjaTrader 7 would not utilize multiple cores.

Wait, what? Does that include the strategy optimizer in NT7?

There are all kinds of stuff said prior about NT7 strategy optimizer using multiple threads. Aren't these multiple threads using multiple cores?

[mhamrin]

NinjaTrader 7 would not utilize multiple cores.

I know yall can't recommend upgrades but I just need a solution. That's why i asked someone who may have made some upgrades to fix a similar problem.

Just need to fix a problem. That's what i'm hoping someone can help me with

[w00dmann]

Upgraded

Hi all,

To answer your question: in the end, I ended up going with the 5820K. I never bought a 6700K so I can't say how much faster (or slower?) this may have been, but I can say that the 5820K does certainly run faster than my old i920 eg. when running backtest on NT. I never timed it, but my guess is that the 5820K is about 70%+ faster than i920 on equivalent test. That said, I suspect the 6700K would be faster still, given its higher clockspeed. However, I decided the 5820K was a bit more future-proof.

Hope that helps.

[NinjaTrader_PatrickH]

Wait, what? Does that include the strategy optimizer in NT7?

There are all kinds of stuff said prior about NT7 strategy optimizer using multiple threads. Aren't these multiple threads using multiple cores?

This would refer to Multi-Threading for Optimizations at the following link. This would not be multiple cores or threads in other operations such as charting though.

• http://ninjatrader.com/support/helpG..._threading.htm

[mhamrin]

W00dmann, That is the most helpful and concrete piece of info I have gotten so far. Many thanks!

I feel the same way about future proofing. Also with your mobo you can upgrade to 5960x (8 cores)...although is like $700 more than the 5820k. It's nice to know we have that option.

If I have issues with nt 7 freezing with the 5820 i'll overclock. I ordered an amazing cooler so this shouldn't be a problem.

Thanks again w00dmann!

[sledge]

W00dmann, That is the most helpful and concrete piece of info I have gotten so far. Many thanks!

I feel the same way about future proofing. Also with your mobo you can upgrade to 5960x (8 cores)...although is like $700 more than the 5820k. It's nice to know we have that option.

If I have issues with nt 7 freezing with the 5820 i'll overclock. I ordered an amazing cooler so this shouldn't be a problem.

Thanks again w00dmann!

And also upgrade to 6950x!!!

[mhamrin]

And also upgrade to 6950x!!!

OMG...a friggin beast! 10 core! Wow. The good news is this uses the x99 chipset. So just pull the 5820k and drop it in. There is going to be a skylake with similar stats soon to come.

One caution: I've read from benchmarkers that the broadwell-e doesn't overclock as well as haswell.

Pcpartpicker doesn't have this part avail but it's supposed to be $999 which is amazing.