Vault Report: STAC-A2 in Julia

Initial results using the Julia language

24 May 2016

As we've mentioned at the recent STAC Summits, Julia Computing has submitted STAC-A2 results to the STAC Vault. The unaudited report and configuration disclosure are now available to STAC members with a premium subscription.

The results are from an implementation of the STAC-A2 Benchmark suite written in Julia, a new technical computing language from MIT that aims to combine ease of expression with high performance. STAC-A2 is the standard set of technology benchmarks based on financial market risk analysis, designed by quants and technologists from some of the world's largest banks. The initial Julia implementation is single threaded and uses Julia 0.4.5. The Julia team tested this implementation on an Amazon Web Services (AWS) Elastic Compute Cloud (EC2) r3.2xlarge server instance.

In addition to accessing the report and configuration disclosure at the link above, premium subscribers can request the implementation code (the STAC-A2 Pack for Julia).

To learn about subscription options, please contact us.