Speed comparisons of NT7 backtesting w/ a solid state drive vs. a regular hard drive?

[ChiTrader2000]

Hello,

I am in the process of choosing a computer to purchase that will be only for 2 things: 1) backtesting and optimizing NT7 strategies, and 2) trading those strategies automatically, using DTN IQFeed market data and Interactive Brokers.

I am considering spending the extra money for a solid state drive to (hopefully) make NT7 backtesting faster.

Does anyone have any experiences with the speed differences between doing NT7 backtests with solid state drives vs. doing NT7 backtests with a normal hard drive?

Thanks in advance!

ChiTrader2000

[kdoren]

I haven't tried a solid-state drive, but I don't think it will give you any improvement in optimization. I believe I'm primarily compute-bound, not I/O bound, but of course that would depend on what your strategy is doing. An example of what I'm talking about is portfolio-level optimization of a strategy that works with over 2 years of 1-minute data for 70 pairs of stocks (140 instruments). After initialization, my disk light hardly comes on.

My observation is that NT7 seems spend some time at the beginning of an optimization, getting everything ready. But once it starts running, it doesn't seem to keep hitting the disk over and over again to retrieve the same data.

This might be due to caching that is done by Windows 7, or by the database engine, or maybe it is done by NT7. I don't really care which it is, it seems to work fairly well.

If you're doing backtesting without optimization then you might see some benefit as I/O becomes a bigger percentage of the job, especially if you're using large amounts of tick data.

[ChiTrader2000]

kdoren,

Thank you very much for your informative and detailed answer.

I am going to go for a larger SAS drive instead of a smaller solid state drive.

Thanks again!

ChiTrader2000