STAC Report: STAC-A2 on Xeon Phi and 2-socket Intel Ivy Bridge system

System with one Xeon Phi was faster in the end-to-end Greeks benchmark (warm test runs) than previous system tested using 2 GPUs

4 June 2014 - London

STAC recently used STAC-A2 to test an Intel white box with two Ivy Bridge processors complemented by one Xeon Phi co-processor card. Compared to a system using 2 CPUs and 2 GPUs, this system with a single Xeon Phi exhibited faster execution of the end-to-end Greeks benchmark in warm runs (STAC-A2.beta2.GREEKS.TIME.WARM) and 27% higher max assets (STAC-A2.beta2.GREEKS.MAX_ASSETS).

For details of these and other recent tests of Intel-based systems, click here.

As the opening talk of today's STAC Summit in London, Intel will explain how they achieved these results. They will also do the same at the upcoming STAC Summit in New York. If you work with C++ in computational finance, you'll benefit from attending.