STAC Report: STAC-A2 on 4 x NVIDIA Tesla P100 GPUs

Quad-GPU system sets multiple records in efficiency and performance.

November 10, 2016

STAC recently performed STAC-A2 Benchmark tests on a Supermicro server containing four NVIDIA Tesla P100 PCIe GPU accelerator cards. The STAC Report is now available here.

This stack consisted of the NVIDIA STAC-A2 Pack for CUDA (Rev C) driving four NVIDIA Tesla P100 PCIe GPU accelerator cards in a Supermicro SYS-2028GR-TRT server with dual Intel Xeon E5-2698 v3 processors and CentOS 7.2.
STAC-A2 is the technology 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).

This system set many records among publicly reported systems, including:

  • Highest energy efficiency: 99,793 options/kWh (STAC-A2.β2.HPORTFOLIO.ENERG_EFF)
    • Over 2.9x that of the next best system (INTC161016)
  • Highest space efficiency: 24.7 options/hour per cubic inch (STAC-A2.?2.HPORTFOLIO. SPACE_EFF)
    • 37% more than the next best (INTC161016)
  • Fastest portfolio speed: 25.0 options per second (STAC-A2.β2.HPORTFOLIO.SPEED)
    • Over 5.3x that of the next best system (INTC161016)
  • Fastest warm time in the baseline Greeks benchmark (STAC-A2.β2.GREEKS.TIME.WARM)
    • Over 4x that of the next best system (INTC161016) when using all 4 GPUs
    • Over 30% faster than the same system when using only 1 GPU

​For details, please see the report 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.

About STAC News

Read the latest about research, events, and other important news from STAC.

Subscribe to notifications of research, events, and more.

Enter your email above, then click "Sign Up" to join the STAC mail list and (optionally) register to access materials on the site. Click for terms.