STAC Report: STAC-A2 on Intel Emerald Rapids

Emerald Rapids improves on Sapphire Rapids’ throughput, speed, and efficiency.

1 May 2024

STAC recently performed the first STAC-A2 Benchmark tests on Intel’s 5th Gen Xeon® processors. The stack featured 2 x Intel® Xeon® Platinum 8592+ (Emerald Rapids) processors in a QuantaGrid D54Q-2U system with 1 TiB of memory and running Red Hat Enterprise Linux release 9.3 (Plow). The server had patches applied to mitigate Spectre & Meltdown security vulnerabilities.

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).

Intel wished to highlight several results from this report:

• Compared to a similar 2-socket system using Intel® Xeon® Platinum 8480+ (4th Gen) processors and previous versions of the oneAPI toolkits (SUT ID INTC230524), this solution delivers:
• 1.2x the throughput ¹
• 2.01x / 1.12x the speed in cold / warm runs of the baseline problem size²
• 1.69x / 1.17x the speed in cold / warm runs of the large problem size³
• 1.21x the space ⁴
• 1.25x the energy efficiency⁵
• 1.06x the number of correlated assets simulated in 10 minutes⁶

For details, please see the report at the link above.

Premium subscribers also have access to the code used in this project as well as the micro-detailed configuration information for the solution. To learn about subscription options, please contact us.

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¹STAC-A2.β2.HPORTFOLIO.SPEED
²STAC-A2.β2.GREEKS.TIME.[COLD / WARM]
³STAC-A2.β2.GREEKS.10-100k-1260TIME.[COLD / WARM ]
⁴STAC-A2.β2.HPORTFOLIO.SPACE_EFF
⁵STAC-A2.β2.HPORTFOLIO.ENERG_EFF
⁶STAC-A2.β2.GREEKS.MAX_ASSETS