STAC Report: Latest STAC-A2 results on Dell C6320p & KNL

Highest throughput to date for a system with a single CPU, GPU, or other co-processor

9 May 2017

Back in October 2016, we performed STAC-A2 Benchmark tests on a Dell PowerEdge C6320p compute node with an Intel Knights Landing processor (SUT ID INTC161016). This week we tested a nearly identical hardware configuration with an improved STAC-A2 implementation from Intel The STAC Report is now available here.

The stack consisted of the STAC-A2 Pack for Intel (Rev J) on a single Dell PowerEdge C6320p node with 192GB of DRAM and an Intel® Xeon Phi™ 7290F (Knights Landing) Processor with 16GB of Multi-Channel DRAM, using RHEL 7.3.
 
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).

Key results:

  • Compared to all publicly released STAC-A2 results to date, this system demonstrated the highest space efficiency to date (STAC-A2.ß2.HPORTFOLIO.SPACE_EFF)
  • Compared to all publicly released STAC-A2 results using a single CPU, GPU, or other co-processor, this system with a single Intel Xeon Phi processor demonstrated:
    • The highest throughput (STAC-A2.ß2.HPORTFOLIO.SPEED)
    • Fastest time in warm runs of the baseline Greeks benchmark (STAC-A2.ß2.GREEKS.TIME)
  • Compared to previous tests on a nearly identical platform (SUT ID INTC161016), this SUT demonstrated:
    • 47% faster time in warm runs of the baseline Greeks benchmark (STAC-A2.ß2.GREEKS.TIME)
    • 39% higher throughput (STAC-A2.ß2.HPORTFOLIO.SPEED)
    • 41% higher energy efficiency (STAC-A2.ß2.HPORTFOLIO.ENERG_EFF)
    • 26% lower idle power consumption (STAC-A2.ß2.IDLE.POWER)

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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