Vault Reports: STAC-A3 and Spark on AWS, with and without Levyx Xenon

Backtesting price-performance of Spark/AWS with and without data acceleration

13 February 2018

Levyx recently submitted unaudited STAC-A3 benchmark test results from a stack consisting of the STAC-A3 Pack for Spark (Rev C) with Apache Spark 1.6.1 on 2 x Amazon Web Services (AWS) i3.16xlarge instances and a total of 15.2TB of local SSD. One case was plain vanilla Spark, while another case used Levyx Xenon 3.2.1 software for data acceleration. The reports are available here to STAC members with an appropriate subscription:

STAC-A3 simulates workloads common in the refinement and backtesting of trading strategies. As a rate-limiting step in a firm's response to changing market conditions, the performance of backtesting infrastructure has a top-line impact. Several trading firms drove the requirements for STAC-A3 in order to facilitate software and hardware comparisons. Like other STAC Benchmarks, STAC-A3 is agnostic to architecture.

The reports provide performance and price-performance results for the solution. The configuration details, implementation code, and test-harness software are also available to firms with appropriate subscriptions.

STAC-A3 work is ongoing. If you'd like to be involved, or to learn more about subscription options, please contact us.

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