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Intel Xeon Gold vs i9 for Backtesting

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    Intel Xeon Gold vs i9 for Backtesting

    I'm building a machine for strategy backtesting purposes only. My strategy uses tick data on several instruments so a large load. I was considering an i9 5.3GHz (8-core) but read that the Intel Xeon Gold (8-core) is a processor designed more for big data yet the GHz is significantly less. Do you have any insight about which might be more efficient for strategy backtesting?

    Here is the Intel Xeon Gold
    https://www.intel.com/content/www/us/en ... tions.html

    Here is the i9
    https://www.intel.com/content/www/us/en ... tions.html

    #2
    Hello connorgrant5,

    From a support perspective we can only suggest the minimum and recommended specs to run the platform, unfortunately we would not be able to say which processor may run better with NinjaTrader from a performance perspective. If any users have real-world experience with either of these processors they will certainly reply here.

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      #3
      Ok understood, thanks.
      Since a multi-core CPU will not increase the backtesting speed as it is a linear calculation procedure and it cannot be divided into parts for calculation, I'm still researching which CPU is best for my situation. As mentioned, my strategy has a heavy load of tick data and takes about 6 days to backtest . I realize that less cores with higher GHz base frequency is optimal but will the backtest stay near the base frequency for the majority of the backtest? If so, that would imply that this older i7 (4-core) @ 4.2GHz base would be faster than this i9 (24-core) @ 3.2GHz base even though the i9 has a 6.2GHz max and the i7 only has a 4.5GHz max. Newer cpu's have more advanced performance cores with Turbo Boost and Thermal Velocity Boost, but unclear if those are able to maintain over a 6 day backtest. So I am trying to decide between a higher base frequency or higher max frequency and appreciate your opinion?


      Here is i7


      Here is i9
      https://www.intel.com/content/www/us...fications.html
      ​​
      Last edited by connorgrant5; 12-08-2024, 12:45 PM.

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        #4
        Here is i7
        https://www.intel.com/content/www/us...fications.html​​

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