6,250 times as many simulations on a basket of 50 instruments in 1 hour as the previous record
Cascade Lake solution computed Greeks 23-84% faster than Skylake solution
First STAC-M3 results on Microsoft Azure
New form of memory shows numerous large speedups over 3D NAND SSD
Project examined scale-up and scale-out of a natural language processing problem
Latest NVIDIA-based HPE system sets new records
The Spring 2019 STAC Summits are now open for registration:
STAC Summits bring together industry leaders from top financial and technology firms to discuss ways to meet important engineering challenges in finance using innovative technologies. Challenges like alpha generation, risk management, trade execution, time-sync compliance, and other business imperatives involving fast data, big data, and big compute.
The STAC-TS Working Group has poured a lot of effort into developing standards and software for demonstrating timestamp accuracy to the satisfaction of European regulators concerned with RTS 25 of MiFID 2. Much of that effort has concerned software-application timestamps. App timestamping is central to many firm's plans but is one of the most misunderstood issues with RTS 25.