STAC Report: STAC-A2 on Haswell-EX
4-socket system sets speed records for the baseline workload
13 August 2015
Today STAC released audited STAC-A2 Benchmark results for a 4-socket server using the Intel Xeon E7-8890 v3 (Haswell EX) processor with a newly optimized STAC Pack (benchmark implementation). This SUT set a new speed record for any architecture in both warm and cold runs of the baseline GREEKS benchmark (STAC-A2.β2.GREEKS.TIME.WARM, STAC-A2.β2.GREEKS.TIME.COLD).
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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