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:

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.

About STAC News

Read the latest about research, events, and other important news from STAC.

Subscribe to notifications of research, events, and more.

Enter your email above, then click "Sign Up" to join the STAC mail list and (optionally) register to access materials on the site. Click for terms.