STAC Report: STAC-A2 on Cray XC40 with KNL

Best score to date in warm runs of the baseline Greeks benchmark

7 October 2016

STAC recently performed STAC-A2 Benchmark tests on a single Cray XC40 compute node with a Knights Landing processor from Intel. The STAC Report from those tests is now available here.

STAC-A2 is the benchmark standard based on financial market risk analysis, designed by quants and technologists from some of the world's largest banks, STAC-A2 reports the performance, scaling, quality, and resource efficiency of any technology stack that is able to handle the workload (Monte Carlo estimation of Heston-based Greeks for a path-dependent, multi-asset option with early exercise).

The stack under test consisted of the Intel STAC-A2 Pack for Composer XE (Rev H) on a Cray XC40 KNL Compute Node using an Intel Xeon Phi 7250 (Knights Landing or KNL) Processor with 192GB of DRAM and 16GB of Multi-Channel DRAM, on a Cray Linux Environment (CLE) 6.0 UP01.

In pure performance, this single-socket Cray compute node had the best score to date in warm runs of the baseline Greeks benchmark (STAC-A2. β2.GREEKS.TIME.WARM), with a mean of just 0.212 seconds. This performance was also:

  • 4% faster than the KNL timing reported by Intel (INTC160428)
  • 36% faster than the fastest reported GPU-based system (NVDA141116)
  • 50% faster than the fastest reported non-Intel CPU-based system (IBM150305)

The reader is also encouraged to inspect Cray's unofficial energy efficiency results in Section 13 of the report (official energy results weren't feasible due to the scale of the overall system).

For all the details, please see the report at the link above. Premium subscribers also have access to the code used in this project and the micro-detailed configuration information for the solution. To learn about subscription options, please contact us.

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