STAC Report: STAC-A2 on Phi-enabled HP Apollo-based server

Leading-edge performance for this amount of CPU cores and server memory on an Intel architecture

11 March 2015

Today STAC released audited STAC-A2 Benchmark results for a server based on the HP Apollo 6000 system architecture (ProLiant XL250a Gen9) using an Intel Xeon Phi 7120P coprocessor with Intel "Haswell" CPUs. The STAC Pack (benchmark implementation) was the same code used in other recent tests of Intel-based solutions.

Compared to other results on Intel Architecture, this solution stack delivered results for the baseline warm processing time, max assets, and max paths that were leading edge for this number of CPU cores and amount of server memory (STAC-A2.β2.GREEKS.TIME.WARM, STAC-A2.β2.GREEKS.MAX_ASSETS, STAC-A2.β2.GREEKS.MAX_PATHS, respectively).

STAC-A2 is the user-developed benchmark standard based on financial market risk analysis. Designed by quants and technologists from some of the world's largest banks, STAC-A2 reports the performance, scaling, quality, and resource efficiency of any technology stack that is able to handle the workload (Monte Carlo estimation of Heston-based Greeks for a path-dependent, multi-asset option with early exercise).

The report is available at the link above. Premium subscribers also have access to the code used in this project and the micro-detailed configuration information for the solution. To learn about subscription options, please contact us.

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