NFS-based solution beats previously tested Lustre-based solution in most benchmarks
Solution sets 8 records in scale tests
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
The Fall 2019 STAC Summits are now open for registration:
STAC Summits bring together CTOs and other industry leaders responsible for solution architecture, infrastructure engineering, application development, machine learning/deep learning engineering, data engineering, and operational intelligence to discuss important technical challenges in trading and investment that involve fast data, big data, big compute, fast compute, or operational intelligence.
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.