Vault Report: STAC-A2 on GCP Skylake vs Broadwell

First STAC-A2 results on cloud-based Sklyake instances

7 December 2017

STAC recently submitted STAC-A2 results for two Google Cloud configurations to the STAC Vault:

• 64 vCPU (Intel Xeon "Broadwell") with 240GB memory
• 96 vCPU (Intel Xeon "Skylake") with 360GB memory

The reports, configuration disclosures, and sosreports are available at the links above to STAC members with an appropriate subscription.*

Each instance ran RHEL 7.4 and used the STAC-A2 Pack for Intel Composer XE (Rev K). The purpose of these tests was to understand the performance and price-performance difference between Sklyake and Broadwell in the GCP environment.

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 (or price-performance) 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).

In lieu of the standard STAC-A2 energy- and space-efficiency benchmarks (which are irrelevant to and unobtainable from public cloud solutions), these reports propose a methodology for measuring price-performance in the cloud (with advantages over the methodology proposed in an earlier study of AWS). We look forward to your feedback.

* If your firm does not have access to these materials, please contact us to discuss subscription options.