PC for StrategyQuant X

皆さん、こんにちは,

I’m planning to get a new PC specifically for StrategyQuant X and I could use some input from people who have experience with different CPUs in real SQX workloads. Especially MC, Parameters and Walk Forward.

Right now I’m deciding between three hardware options and trying to understand which one makes the most sense:

• Intel Core Ultra 9 285K -> 24 cores (3.2 / 5.7 GHz) 128GB DDR5 RAM (3160$)
• Dual Xeon Gold 6122 -> 40 cores (1.8 / 3.7 GHz) 256GB DDR4 RAM (1390$)
• Dual Xeon Gold 6252 -> 48 cores (2.1 / 3.7 GHz) 256GB DDR4 RAM (2000$)

All of the systems above are Lenovo Workstations. The ones with the Xeon CPUs is used hardware (6-8 years old) and the one with the Ultra 9 295k is new.

Which one would you recommend more for StrategyQuant?

Questions:

1. Does StrategyQuant X scale well with lots of cores/threads, or is single-thread performance and memory latency more important?
2. Has anyone run SQX on dual-socket/NUMA systems and noticed any issues or benefits?
3. How do these systems behave under long continuous full load (multi-day jobs)?
4. Any thoughts on efficiency (performance per watt) and operating costs?
5. Any real-world benefit of ECC RAM for SQX?
6. Looking back, would you choose many slower cores or fewer faster cores for SQX today?
7. Did anyone need to tune JVM settings to get good performance on dual-Xeon systems?
8. How well does StrategyQuant X utilize Intel P-cores vs E-cores in practice?
9. Any known JVM or scheduling issues with Intel hybrid CPUs?
10. Would an AMD CPU with uniform cores perform better or more consistently for SQX?

よろしくお願いいたします。,

トーマス

こんにちは,
While i may not be able to answer all of your questions directly,mybe my experience may help.

 Does StrategyQuant X scale well with lots of cores/threads, or is single-thread performance and memory latency more important?

Yes Scales well. However Single core performance and Memory latency do matter.

I started with an amd threadripper 1950x (16core) and 32gb ddr4.
my current computer is an amd 7700x (8core) and 32gb ddr 5.

In terms of performance they are about equal, so a newer computer with half the cores matches my older computer.

I remember there was some talk regarding intel P cores versus E cores, i personally would go with amd so that wouldnt be an issue.

At the moment i am continually running out of memory, for me, 64gb would be minimum but i would try to go 96/128gb atleast.

Compare multithreaded benchmarks between modern amd cpus and those older multicore intel cpu’s, it may suprise you.

When i looked briefly, the new amd 16core was beating some of those older systems, plus they are not using as much electricity.

Next computer, i would go with a 16core amd and 2x48gb ram, stepping up to a modern threadripper would be too much for me.