STAC Report: Amazon EC2 c7i.metal under STAC-A2

AWS c7i.metal improves on prior generation EC2 instance’s throughput and speed.

18 September 2024

STAC recently performed STAC-A2 Benchmark tests on Amazon’s latest EC2 base-metal instance with Intel’s Sapphire Rapids processors.

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 can handle the workload (Monte Carlo estimation of Heston-based Greeks for a path-dependent, multi-asset option with early exercise).

The stack consisted of the STAC-A2 Pack for Intel® oneAPI (Rev N) on a single Amazon EC2 c7i.metal-48xl instance with 2 x Intel® Xeon® Platinum 8488C processors and 384 GiB of DRAM.

Compared to an AWS c6i.metal system featuring 2 x Intel® 3rd-Generation Scalable Xeon® processors and previous versions of the oneAPI toolkits, this system delivers:

• 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:
• 1.29x the throughput¹
• 1.39x / 1.16x the speed in cold / warm runs of the baseline problem size²
• 1.18x / 1.53x the speed in cold / warm runs of the large problem size³
• 1.15x the number of correlated assets simulated in 10 minutes⁴

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.GREEKS.MAX_ASSETS