Reports
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STAC-A2 is the technology benchmark standard for financial market risk analysis, evaluating the performance, scaling, quality, and resource efficiency of stacks capable of running a compute-intensive workload: Monte Carlo estimation of Heston-based Greeks for a path-dependent, multi-asset option with early exercise.
Compared to all publicly reported solutions to date, this solution based on 2x Intel® Xeon® 6980P Processors set a new performance record for the fastest cold time in the baseline problem size Greeks benchmark1, improving the previous best time by 1.08x
Compared to a solution featuring 2 x Intel® Xeon® Platinum 8952+ Processors and the rev N of Intel STAC Pack (SUT ID INTC240321), this solution delivered:
- 2.13x the throughput2
- 9.89x / 1.56x the speed in cold / warm runs of the baseline problem size3
- 1.98x / 2.09x the speed in cold / warm runs of the large problem size4
- 1.28x the energy efficiency5
Compared to a solution using 4x NVIDIA A100 GPUs, 2x AMD EPYC 7713, and rev G of the NVIDIA STAC Pack (SUT ID NVDA221007), this solution delivered:
- 1.52x / 1.22x the speed in cold / warm runs of the large problem size4
- 3.92x / 85% the speed in cold / warm runs of the baseline problem size3
- 5.10x lower idle power6
Intel also contributed a STAC-A2 Vault report featuring 2 x Intel® Xeon® 6767P processors in a QuantaGrid D55Q-2U system with 512 GiB of memory and running Red Hat Enterprise Linux 9.5 (Plow).