Building a computer to optimize Matlab with applications to algorithmic trading
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I'm interested in selecting components for a computer that will optimize the performance of Matlab software with applications to algorithmic trading. For instance, what cpu, memory, graphics card(for cuda), etc will optimize matlab. I will be performing large matrix computations and fft functions mostly. I plan on using control system, signal processing, and computational finance toolboxes to name a few. Overall goal is to research, back test, and develop algorithms. I have viewed the following link below and was wondering if anyone would be willing to share their benchmarking data applied to their system. Thanks!
Accepted Answer
John D'Errico
on 25 Feb 2014
The problem is, this is an impossible question as posed. To "optimize matlab" means nothing, since every application is slightly different. Anyway, choosing the truly optimal hardware is a silly goal, since your own applications will probably change over time as you use various tools and your problems change.
Just get a reasonably powerful system. Get sufficient memory. The fact is, no matter how much memory you have, no matter how fast a CPU you get, it will be insufficient if you are determined to exceed the limits imposed. There will always be some determined optimist who will insist on solving a problem just too large for the computer they have available, and then be proud of the fact that their problem is so large and nasty.
Once you have that reasonable system, then learn to use it. Learn to use MATLAB to solve the problems that you have. The best people in this respect are able to to choose the necessary approximations to enable them to solve the problems they are faced with. Don't just throw the largest, most powerful computer at the largest problems. Instead, find ways to reduce the problem to something you can solve. As I said, this is a special skill, but one that can be learned by those who are willing to do so.
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