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The people we serve · Finance

A modeled workload · Systematic trading desk

Backtesting the full 5 TB history, for two dollars a run

A quant desk runs the entire tick history nightly on a right-sized L4 for ~$2, instead of a 10% sample that hid tail risk.

The challenge

5 TB of tick history doesn't fit a laptop's disk, so the desk backtested on a 10% sample, quietly hiding tail risk. The instinct was to throw a big GPU at it.

Understanding the workload

One saw a 5 TB working set (exceeds local disk → burst) that is IO-bound, not compute-bound, so raw GPU horsepower wouldn't help.

Best hardware for the job

Matched 1× NVIDIA L4, cheaper than the naive 2× T4 pick AND the H100 pick, because the bottleneck is data, not FLOPs.

Benchmark

PickHardwareTimeCostVerdict
undersized2× T4~362 min$4.22slower and pricier
One's match1× L4~182 min$2.12right tool for an IO-bound job
oversized1× H100~18 min$3.00a frontier GPU mostly idle

Completion

Full-dataset backtest ran in the desk's own cloud, results returned, instance torn down.

What changed

+13 accuracy pts on tail estimates (99% vs 86% sample)
Output quality
~$2.12
Cost per run
100% of history (vs 10% sample)
Coverage
The feeling we build for

The H100 felt right and was almost pure waste. One put it on an L4 and it cost two dollars.

Placement, hardware matching and completion are real system behavior; the figures are editable model inputs.

Your workload, your cloud

Run the heavy jobs on your terms.

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