STAC Report: STAC-A2 on Dell C4130 with 4 x P100 GPU

Highest throughput and efficiency for any publicly reported system to date

1 August 2017

STAC recently performed STAC-A2 Benchmark tests on a stack consisting of the STAC-A2 pack for CUDA (Rev C) on a Dell PowerEdge C4130 server with 4 x NVIDIA Tesla P100 GPU cards and 2 x Intel Xeon E5-2690v4 CPUs. The STAC Report is now available here.

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 solution set several records compared to all other publicly reported STAC-A2 results to date, including:

  • Highest space efficiency (STAC-A2.β2.HPORTFOLIO.SPACE_EFF)
    • 1.98x the efficiency of the previously tested system with 4 x P100 GPUs (NVDA161102)
    • 1.95x the efficiency of the previous record holder (INTC170503)
  • Highest energy efficiency (STAC-A2.β2.HPORTFOLIO.ENERG_EFF)
    • 12% higher than the previously tested system with 4 x P100 GPUs (NVDA161102)
  • Highest throughput in the portfolio benchmark (STAC-A2.β2.HPORTFOLIO.SPEED)
    • 25.2 options per second
  • Fastest performance in warm and cold runs of the large problem size Greeks benchmark
    • 12.7 seconds (STAC-A2.β2.GREEKS.10-100k-1260.TIME.WARM)
    • 13.5 seconds (STAC-A2.β2.GREEKS.10-100k-1260.TIME.COLD)

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.

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