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Python 3.6.2 with the High Performance Analytics Toolkit (HPAT) on 20 x Google Cloud 64 vCPU Intel Xeon (Skylake) instances with Google Cloud Persistent SSD

Type: Audited

Specs: STAC-A3 Benchmarks

Stack under test:

  • STAC-A3 Pack for Python, Rev A
  • Python 3.6.2
  • High Performance Analytics Toolkit (HPAT) ~0.1
  • 20 x Google Cloud Platform 64 vCPU + 270GB DRAM
  • 14TB Google Provisioned SSD

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The STAC Backtesting Working Group consists of end-user organizations and vendors with an interest in the engineering challenges associated with the backtesting of trading strategies.

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