STAC Report: STAC-A2 on 8 x Volta GPUs in HPE ProLiant

New records in all performance benchmarks and the energy efficiency benchmark

31 October 2017

STAC recently performed STAC-A2 Benchmark tests on a stack consisting of the STAC-A2 pack for CUDA (Rev D) on an HPE ProLiant XL270d Gen9 server with 8 x NVIDIA Tesla V100 (Volta) GPU cards and 2 x Intel Xeon E5-2680v4 CPUs. The STAC Report is now available here.

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 included:

  • Compared to all publicly reported results to date, this solution set new records in all performance benchmarks and the energy efficiency benchmark
  • Compared to all publicly reported results to date on non-NVIDIA based architectures, this solution was:
    • 8.9x the next best throughput (STAC-A2.β2.HPORTFOLIO.SPEED)
    • 6.2x the next best time in warm runs of the baseline Greeks benchmark (STAC-A2.β2.GREEKS.TIME.WARM)
    • 2.7x the next best energy efficiency (STAC-A2.β2.HPORTFOLIO.ENERG_EFF)
    • 1.9x the maximum basket size (STAC-A2.β2.GREEKS.MAX_ASSETS)
    • 1.5x the next best space efficiency (STAC-A2.β2.HPORTFOLIO.SPACE_EFF)
  • Compared to the best performing solution to date using 4 previous-generation NVIDIA Tesla P100 GPUs (SUT ID NVDA170718), this solution with 8 NVIDIA Volta V100 GPUs in an HPE server was:
    • 2.7x in throughput (STAC-A2.β2.HPORTFOLIO.SPEED)
    • 2.4x in warm runs of the baseline Greeks benchmark (STAC-A2.β2.GREEKS.TIME.WARM)
    • 1.5x in the maximum basket size (STAC-A2.β2.GREEKS.MAX_ASSETS)
    • 1.2x in energy efficiency (STAC-A2.β2.HPORTFOLIO.ENERG_EFF)

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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