STAC Report: STAC-A2 on Intel Emerald Rapids

Emerald Rapids improves on Sapphire Rapids’ throughput, speed, and efficiency.

1 May 2024

STAC recently performed the first STAC-A2 Benchmark tests on Intel’s 5th Gen Xeon® processors. The stack featured 2 x Intel® Xeon® Platinum 8592+ (Emerald Rapids) processors in a QuantaGrid D54Q-2U system with 1 TiB of memory and running Red Hat Enterprise Linux release 9.3 (Plow). The server had patches applied to mitigate Spectre & Meltdown security vulnerabilities.

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).

Intel wished to highlight several results from this report:

  • Compared to a similar 2-socket system using Intel® Xeon® Platinum 8480+ (4th Gen) processors and previous versions of the oneAPI toolkits (SUT ID INTC230524), this solution delivers:
    • 1.2x the throughput 1
    • 2.01x / 1.12x the speed in cold / warm runs of the baseline problem size2
    • 1.69x / 1.17x the speed in cold / warm runs of the large problem size3
    • 1.21x the space 4
    • 1.25x the energy efficiency5
    • 1.06x the number of correlated assets simulated in 10 minutes6

For details, please see the report at the link above.

Premium subscribers also have access to the code used in this project as well as the micro-detailed configuration information for the solution. To learn about subscription options, please contact us.

3STAC-A2.β2.GREEKS.10-100k-1260TIME.[COLD / WARM ]

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