I always love these DIY server articles and I'm curious about people really running this way. In reality, I'm sure you'd build this into a U[x] chassis with redundant power supplies and maybe NICs. From there I guess you build a second one for real redundancy and then you build a small box purely for load balancing in front of those aaaand down the rabbit hole we go. But, as a start, I'm wondering where you physically place this?
[1]: https://tanelpoder.com/posts/11m-iops-with-10-ssds-on-amd-threadripper-pro-workstation/
I have a couple of whitebox servers sitting in my office at home. I purpose went with tower servers as they are quieter than rack mount. Mine is just for lab stuff, so I don't need redundant power or anything like that.
Colo is another option, cost varies greatly from area to area. I've thought about doing it myself, but colo space in Austin is real expensive.
The reason the box you linked doesn't get put in a colo is primarily power consumption and space. Colos charge mainly per amp. And that thing looks like it will draw a ton of power. Also some colos don't allow anything but standard racked computers. So you need to put it into a standard rack unit. This is primarily so they can standardize on cooling/airflow (generally racks have hot and cold aisles).
That said if you rent a whole rack you can probably get away with it. But then again it is expensive and you pay for transit as well.
Other options include at an office or even at home.