STAC Report: STAC-A2 on Dell C6320p with KNL

Fastest time ever in both the baseline and large problem sizes

27 October 2016

STAC recently performed STAC-A2 Benchmark tests on a Dell PowerEdge C6320p compute node with an Intel Knights Landing processor. The STAC Report is now available here.

This stack consisted of the Intel STAC-A2 Pack for Composer XE (Rev I) on a single Dell PowerEdge C6320p node with 292GB of DRAM and an Intel® Xeon Phi™ 7290 (Knights Landing) Processor with 16GB of Multi-Channel DRAM, using a Red Hat Enterprise Linux release 7.3 (Beta).
 
STAC-A2 is the technology 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).

Comparing this system to other publicly reported systems, key results included:

  • Fastest result ever in warm runs of the baseline Greeks benchmark (STAC-A2.β2.GREEKS.TIME.WARM)
  • Fastest result ever in warm runs of the large Greeks benchmark (STAC-A2.β2.10-100k-1260.GREEKS.TIME.WARM), which was 43% faster than a 4 x Haswell system (INTC 150811) and 7% faster than the best time on a non-Intel Architecture system (IBM150305)
  • First project to report the new portfolio speed benchmark
  • First project to report the new energy- and space-efficiency benchmarks 

For 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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