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0 pointsIanCutress7y ago0 comments

HFT

0 comments

xxs7y ago

By nature HFT is not highly multithreaded and avoids handoff. So having more cores is not that different than having more discrete CPUs -- no benefits for cache locality/faster coherency.

In that regard if latency is an issue overclocked 8700K (or 8086K) should be sufficient.

allenrb7y ago

Binned & overclocked i9-9980XE’s are already available though. I’m honestly at a bit of a loss to understand Intel’s latest offering. But hey, it made us stop laughing about 10nm for a few minutes.

earenndil7y ago

Isn't their primary concern latency? I doubt a few GHz boost would do anything for them.

xxs7y ago

>Isn't their primary concern latency?

It is, but at some point you can't do much more about the network latency; shaving off a couple dozen us, might the difference of getting the price/quote or missing it out. Especially, when you play versus similarly equipped firms.

ShinTakuya7y ago

Depends on how low the latency already is. If you're already <0.5ms away network wise then perhaps shearing off 0.1ms from a 1ms operation could make a significant difference.

ShinTakuya7y ago

Also some types of HFT don't rely on network latency at all, it can be based on other factors.

a_imho7y ago

Are there dedicated HFT ICs?

philjohn7y ago

According to a HFT programming talk posted recently there are some trading houses using in-house designed ASICs.

raverbashing7y ago

I'm guessing the chance of an eventual calculation error is not worth the potential speed gains (though you could run those Pi calculators to check for CPU stability)

HFT is not so much about CPU speed but algorithmic optimization.

j / k navigate · click thread line to collapse

0 comments

xxs7y ago

By nature HFT is not highly multithreaded and avoids handoff. So having more cores is not that different than having more discrete CPUs -- no benefits for cache locality/faster coherency.

In that regard if latency is an issue overclocked 8700K (or 8086K) should be sufficient.

allenrb7y ago

earenndil7y ago

Isn't their primary concern latency? I doubt a few GHz boost would do anything for them.

xxs7y ago

>Isn't their primary concern latency?

ShinTakuya7y ago

Depends on how low the latency already is. If you're already <0.5ms away network wise then perhaps shearing off 0.1ms from a 1ms operation could make a significant difference.

ShinTakuya7y ago

Also some types of HFT don't rely on network latency at all, it can be based on other factors.

a_imho7y ago

Are there dedicated HFT ICs?

philjohn7y ago

According to a HFT programming talk posted recently there are some trading houses using in-house designed ASICs.

raverbashing7y ago

I'm guessing the chance of an eventual calculation error is not worth the potential speed gains (though you could run those Pi calculators to check for CPU stability)

HFT is not so much about CPU speed but algorithmic optimization.

j / k navigate · click thread line to collapse