Backtesting price-performance of Spark/AWS with and without data acceleration
13 February 2018
2.4x the previous best throughput of a system using 5 nodes
Performance and efficiency comparison of different Xeon Scalable SKUs
First STAC-A2 results on cloud-based Sklyake instances
Beat each preceding STAC-M3 submission in over 50% of the baseline benchmarks in 1:1 comparisons
First STAC benchmarks of a container/orchestration framework
The Spring 2018 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.