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
Thanks to all of you who made the Spring 2019 STAC Summits a huge success. These events brought together industry leaders from top financial and technology firms to discuss ways to meet important engineering challenges in finance using innovative technologies.
To see the event agendas and presentation slides (members only), click on the appropriate link below:
Plans are now underway for the Fall 2019 STAC Summits. Dates will be announced shortly.
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.