Numerix CrossAsset XL and Windows HPC Server 2008 R2
|
|
- Kelley Logan
- 8 years ago
- Views:
Transcription
1 Numerix CrossAsset XL and Windows HPC Server 2008 R2 Faster Performance for Valuation and Risk Management in Complex Derivative Portfolios Microsoft Corporation Published: February 2011 Abstract Numerix, a leading provider of cross-asset analytics for derivative portfolio valuation and risk management, working together with Microsoft to enable Numerix CrossAsset XL with Windows HPC Server 2008 R2 and Windows HPC Services for Excel This highperformance computing (HPC) solution allows financial services professionals from traders and risk managers to insurance actuaries to more efficiently manage their portfolios and assess risk on an interactive and day-to-day basis because the solution provides enhanced accuracy and more timely pricing and risk information. This paper presents benchmark and performance test results for typical derivative portfolio use cases. The test results show that portfolio calculation speed increased almost linearly as more compute nodes were added to a HPC cluster. In terms of compute time, the testing showed the following excellent results: For a portfolio of 10,000 Foreign Exchange (FX) trades, it took minutes to compute results on a standalone desktop with two quad-core processors. Running it on a twonode cluster with one head node and one compute node (two quad-core processors per node) reduced compute time to 12.5 minutes an 88 percent improvement. On a nine-node cluster (two quad-core processors per node), calculation speed for 10,000 FX trades was almost 50 times faster than with a standalone desktop. For a variable annuity Guaranteed Minimum Benefit (GMxB) policy set of 10,000, total compute time was reduced from minutes on a desktop to 2.6 minutes on a 72- core HPC cluster a 98 percent improvement. These faster calculations save large amounts of time. Financial services professionals get the answers they need faster, so they can respond more quickly to changing market dynamics as they manage their derivative portfolios.
2 Disclaimer 2011 Microsoft Corporation. All rights reserved. This document is provided "as-is." Information and views expressed in this document, including URL and other Internet Web site references, may change without notice. You bear the risk of using it. Some examples are for illustration only and are fictitious. No real association is intended or inferred. This document does not provide you with any legal rights to any intellectual property in any Microsoft product. You may copy and use this document for your internal, reference purposes.
3 Table of Contents Challenges to Managing Complex Derivative Portfolios on a Daily Basis... 1 Risk Management with Numerix and Microsoft High Performance Computing... 1 HPC Performance Testing for Derivative Portfolio Calculations... 2 Test Environment... 2 Use Cases and Test Results... 3 Use Case 1: FX Trader in Numerix CrossAsset XL... 3 Use Case 1 Test Results... 4 Use Case 2: Variable Annuity GMxB Policy Pricing in Numerix CrossAsset XL... 6 Use Case 2 Test Results... 7 Conclusion Resources... 11
4 Challenges to Managing Complex Derivative Portfolios on a Daily Basis Managing risk and valuing complex derivative portfolios on a daily basis is challenging and computationally intensive. Traders, risk managers, and actuaries in capital markets and insurance must have timely and accurate information to assess value and risk. However, they are faced with several major challenges: Choosing between time and accuracy: Traders, risk managers, and actuaries have had to rely on estimates and rough calculations based on stale data. Capturing all derivative trading activity into a common framework with consistent valuations across asset classes has been time-consuming, cumbersome, and error prone. Running risk analysis on large, computationally intensive derivative portfolios and bespoke deal types generally takes too long to provide information that can be used for daily risk management. Market uncertainty, increasing regulatory demands, and new accounting standards (as outlined in Basel II, FAS 133/157, and IAS 39, for example) are creating increased pressure on derivative portfolio managers to establish accurate, timely, and consistent pricing, risk, and reporting measures enterprise-wide. To meet these challenges, financial services professionals need a powerful, highly scalable solution for the pricing, valuation, and risk management of today s most complex derivative portfolios. Risk Management with Numerix and Microsoft High- Performance Computing Currently, many financial services professionals are limited in their ability to perform valuations and assess risk by the computing power of their individual desktops. To increase performance, forward-looking companies are creating solutions that use highperformance computing. Numerix and Microsoft are working together to provide a cost-effective HPC-based solution for managing risk and valuing derivative or variable annuity portfolios. Numerix CrossAsset XL takes advantage of the features of the Windows HPC Server 2008 R2 and Windows HPC Services for Excel solution to access powerful grid-computing capabilities. These tools from Numerix, when coupled with the value of an integrated HPC solution from Microsoft, provide: Rapid unified risk calculations. Accelerated real-time valuations. Improved systems productivity. Interoperability and full transparency for deal definitions. Numerix CrossAsset XL A flexible, Microsoft Excel based platform for structuring, pricing, and analyzing derivative or structured products. Features Grid-computing enabled for parallel Excel computations, with built-in support for Windows HPC Server 2008 R2. Broad instrument support, available as a complete crossasset solution or individual modules. Comprehensive library of singleand multi-factor models and high-performance numerical methods. Hundreds of templates and examples, and a Structuring Wizard for new deal types. Simple payoff scripting language for defining bespoke instruments. Full valuations and Greeks (even for structured products). Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 1
5 HPC Performance Testing for Derivative Portfolio Calculations In this paper, Numerix and Microsoft demonstrate that adding computational capacity significantly improves performance on complex calculations for derivative portfolios. The performance testing was designed to answer the following questions: Does performance improve by using an HPC cluster for portfolio calculations? How much does performance change as the number of cores increases? What is the HPC cluster overhead? Test Environment A series of tests were conducted on a 12-node HPC cluster. Each node was configured identically as shown in Table 1. Each test was run on a standalone node to establish a baseline for standalone desktop performance. The desktop system had two quad-core processors, for a total of eight cores. For cluster performance testing, one of the nodes was designated as the head node, which performed the following tasks: Deployed copies of the test workbook to the rest of the nodes (called compute nodes). Opened and closed Excel on the compute nodes. Hosted the master Excel spreadsheet used for each test. Updated the results in the master spreadsheet. The compute nodes handled the calculations using Excel in server mode (no GUI running) and sent the results back to the head node. Software used in the testing included the following: Numerix CrossAsset XL Windows HPC Server 2008 R2 Windows Services for Excel 2010 Microsoft Office Excel Core HPC Cluster Compute Node Configuration Compute nodes 12 Processors per node Cores per node 8 Total cores in HPC cluster 96 Type of processor 2 quad-core Table 1. HPC cluster compute node configuration Intel Xeon E5345 (8 MB Cache, 2.33 GHz) The performance tests were run two to three times to ensure that the results were consistent. Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 2
6 Use Cases and Test Results Two use cases, each one common to a particular industry or asset class, were tested using the HPC cluster: 1. Foreign Exchange: Commonly traded and semi-exotic deals (Numerix CrossAsset XL FX Trader module). 2. Insurance industry: Variable annuity GMxB policy pricing (Numerix CrossAsset XL). Use Case 1: FX Trader in Numerix CrossAsset XL This use case tested HPC performance on the Numerix CrossAsset XL FX Trader module, which provides an intuitive Excel-based workflow interface for traders to apply sophisticated pricing and risk models to many commonly traded and semi-exotic deals. The CrossAsset XL FX Trader module provides all the building blocks needed to simulate unique portfolio trades, along with pre-built templates to get started quickly. Sets of 1,000, 5,000, and 10,000 trades were conducted with increasing numbers of cores. The following types of trades were tested in this use case: Barrier Digital Barrier European Spot/Forward Touch The tests computed the present value (PV) of each trade, along with the following first and second order Greeks: Delta Delta CCY Gamma Phi Rho Theta Vanna Vega Volga Windows HPC Server 2008 R2 An interoperable HPC solution with a productive development environment for organizations that have not had access to HPC capabilities in the past. Features Seamlessly scale from workstation to cluster by making it possible for users to harness the power of distributed computing through a familiar Windows desktop environment without requiring specialized skills or training. Rapidly develop HPC applications using the Microsoft Visual Studio development system, which provides a comprehensive parallel programming environment. Improve systems administration and cluster interoperability by simplifying the overall deployment, administration, and management over the entire system lifetime, while ensuring interoperability with existing systems infrastructure. Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 3
7 Use Case 1 Test Results Cluster vs. Desktop Performance Testing showed that performance improved significantly when trade calculations were run on an HPC cluster as opposed to a standalone desktop. As shown in Figure 1, the 10,000 trade set exhibited a substantial increase in speed as more cores were added. With as few as 32 cores, calculation speed was 27 times faster than on the desktop. With 72 cores, calculation speed was almost 50 times faster. Figure 1. FX trade calculation speed up on an HPC cluster relative to a standalone desktop From a total compute time perspective, simply using a two-node cluster with eight cores to calculate large trade sets resulted in dramatic improvements in compute time. As Table 2 shows, it took minutes to compute the results of 10,000 FX trades on a standalone desktop with two quad-core processors. Running the same calculations on a two-node cluster with a head node and one compute node, each with two quadcore processors, took only 12.5 minutes an 88 percent improvement. The 5,000 and 1,000 trade sets experienced similar Total Compute Time (minutes) FX trade count 10,000 5,000 1,000 Desktop Cluster w/8 cores Improvement 88% 86% 81% Table 2. Improvement in compute time for FX trade sets on a two-node HPC cluster versus a desktop Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 4
8 improvements in compute time at 86 and 81 percent, respectively. These significant improvements in compute time are due to Excel calculation being spread across multiple cores and multiple machines that operate in parallel. Cluster Performance In all of the tests, larger calculation sets experienced much greater performance gains than smaller sets as cores increased (Figure 2). Calculation times dropped dramatically for the 5,000 and 10,000 trade sets as up to 32 cores were added. Although smaller, the performance gains from 32 to 72 cores were still considerable. For example, running 60 portfolios with 10,000 trades each on 72 cores versus 32 cores would save almost two hours in computing time (1.7 minutes less per portfolio), giving financial services professionals vital information much faster. Figure 2. HPC cluster performance gains based on total compute time in minutes for FX trades The long, tapering performance tail shown in Figure 2 was common in all use cases. Two primary factors explain the decrease in HPC cluster performance after 32 cores: Bandwidth between the head node and the compute nodes As more cores send data back to the head node, bandwidth is consumed very quickly, creating a bottleneck for incoming data coming into the head node. Also, the head node handles workbook deployment to the compute nodes. In some cases, the head node may still be deploying workbooks when the first results begin to come in. This two-way traffic decreases available bandwidth to receive results from the compute nodes. Though there are techniques for improving overhead, such as shared memory, none were employed here. The head node s ability to process results coming in from the compute nodes The master Excel spreadsheet resides on the head node. Performance may be constrained by Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 5
9 how quickly the incoming results can be aggregated and properly placed in the master spreadsheet. The reduction in compute time for large trade sets between eight and 32 cores is very positive. For 10,000 FX trades, the compute time dropped from 12.5 minutes on eight cores to 3.7 minutes on 32 cores. Similar performance gains can be extrapolated for much larger trade sets. Cluster Overhead As cores increased, HPC cluster overhead activities not related to calculations also increased. However, larger sets of trade calculations exhibited less overhead than smaller sets (Figure 3). For example, a small 1,000 trade set running on 72 cores spent 53 percent of the total computing time on overhead activities. In contrast, the 10,000 trade set running on 72 cores only spent 23 percent of the total computing time on cluster overhead. The trend shown here suggests that the most efficient use of an HPC cluster is to run large sets of calculations on fewer cores, thus reducing overhead. Figure 3. Percent of total computing time spent on HPC cluster overhead during FX trade calculations Use Case 2: Variable Annuity GMxB Policy Pricing in Numerix CrossAsset XL This use case focuses on pricing variable annuity GMxB policies. These standard insurance derivative products have many options and must rely on pricing models and computational algorithms to create accurate prices for the policies. The data used in this case came from the Numerix CrossAsset XL GMxB Excel workbook, which contains millions of policies with many different variables. The data sets tested here represent a well-defined sample of policies. The tests calculated the present value of each policy in the set using 1,000 Monte Carlo paths. The model used for each asset was: Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 6
10 Hybrid: [HW2 (USD) + Heston (SPX) + Heston (RTY) + Credit (CDX) ] + Actuarial data (Mortality/Lapse/Withdrawal Tables) Performance was measured as increasing numbers of cores were used to run the calculations on the HPC cluster. Use Case 2 Test Results Cluster vs. Desktop Performance As with the FX trades, larger calculation sets experienced much greater performance gains than smaller sets when run on an HPC cluster. Compared to a standalone desktop, the 10,000 policy calculation was 29.5 times faster on 32 cores and 53.7 times faster on 72 cores (Figure 4). Figure 4. GMxB policy calculation speed up on an HPC cluster relative to a standalone desktop The 1,000 policy set exhibited smaller performance gains, running 13.2 times faster on 72 cores than on a desktop. Given the results for the 1,000 policy set, it is clear that the larger the calculation set, the better the performance on an HPC cluster. Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 7
11 Total compute time for the 10,000 policy set on a desktop was minutes, or two hours 19 minutes. When run on 72 cores in an HPC cluster, it took only 2.6 minutes. Similar performance gains happened with the smaller policy sets (Table 3). Total Compute Time (Minutes) Variable annuity policy count 10,000 5,000 1,000 Desktop Cluster Performance In all of the policy pricing tests, the larger Cluster w/72 cores Improvement % % % calculation sets experienced greater Table 3. Improvement in compute time for GMxB policy sets on performance gains than smaller sets as cores a two-node HPC cluster versus a desktop increased (Figure 5), especially as up to 32 cores were added. The performance gains from 32 to 72 cores were smaller but still created important time savings for situations where many portfolios are calculated. Figure 5. HPC cluster performance gains based on total compute time in minutes for GMxB policies These results are very similar to the performance gains seen in the FX trades testing, as are the smaller performance gains above 32 cores. Improvements in compute time for large trade sets between eight and 32 cores remained very positive for the GMxB policies: For the 10,000 policy set, compute time dropped from 16.5 minutes on eight cores to 4.7 minutes on 32 cores. Based on these findings, similar performance gains can be extrapolated for much larger policy sets. Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 8
12 Cluster Overhead The HPC cluster overhead results for GMxB pricing calculations mirrored the results from the FX trades testing (Figure 6). The trend shown here reiterates the finding that, in terms of reducing overhead, the most efficient use of an HPC cluster is to run large sets of calculations on fewer cores. The increase in overhead as more cores are added can most likely be explained by the same factors that reduced cluster performance with more cores, as explained in Use Case 1: Bandwidth between the head node and the compute nodes to receive results. The head node s ability to process results coming in from the compute nodes. Figure 6. Percent of total computing time spent on HPC cluster overhead during GMxB policy pricing calculations Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 9
13 Conclusion The test results presented in this paper clearly demonstrate the value that HPC brings to complex derivative portfolio management. Numerix and Microsoft together provide a powerful, highly scalable solution that helps financial services professionals to more efficiently and accurately price, value, and manage risk based on available information. Testing also clearly shows that adding more cores to an HPC cluster significantly increases performance: An eight core cluster ran 10,000 FX trades in only 12.5 minutes. Calculating the present value for 10,000 GMxB policies took only 2 minutes using 72 cores. Using an HPC solution that is based on Numerix CrossAsset XL and Windows HPC Server 2008 R2 with Windows HPC Services for Excel lets traders, risk managers, and actuarial professionals access the most powerful grid computing capabilities available to the financial industry today. This also helps to solve common challenges by: Providing more timely and accurate information for daily risk management. Capturing relevant derivative trading activity into a common framework with enhanced consistency of valuations across asset classes. Significantly reducing the time needed to run risk analyses on large, computationally intensive derivative portfolios and bespoke deal types. Meeting regulatory demands and new accounting standards for accurate, timely, and consistent pricing, risk, and reporting measures enterprise-wide. Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 10
14 Resources For more information, visit the following resources: Numerix CrossAsset XL Windows HPC Server 2008 R2 Benchmark Results for Windows HPC Server 2008 R2 and Numerix CrossAsset XL 11
HPC in Finance on Windows Azure. Philip Bull Azure Business Development Manager Microsoft UK
HPC in Finance on Windows Azure Philip Bull Azure Business Development Manager Microsoft UK Major datacenter West US, North Central US, S. Central US, East US, N. Europe, W. Europe, E. Asia, S.E. Asia
More informationSTATISTICA Solutions for Financial Risk Management Management and Validated Compliance Solutions for the Banking Industry (Basel II)
STATISTICA Solutions for Financial Risk Management Management and Validated Compliance Solutions for the Banking Industry (Basel II) With the New Basel Capital Accord of 2001 (BASEL II) the banking industry
More informationIBM Platform Computing Cloud Service Ready to use Platform LSF & Symphony clusters in the SoftLayer cloud
IBM Platform Computing Cloud Service Ready to use Platform LSF & Symphony clusters in the SoftLayer cloud February 25, 2014 1 Agenda v Mapping clients needs to cloud technologies v Addressing your pain
More informationsupercomputing. simplified.
supercomputing. simplified. INTRODUCING WINDOWS HPC SERVER 2008 R2 SUITE Windows HPC Server 2008 R2, Microsoft s third-generation HPC solution, provides a comprehensive and costeffective solution for harnessing
More informationIT Firm Virtualizes Databases: Trims Servers 85 Percent, Ups Performance 50 Percent
Microsoft Virtualization: Data Center to Desktop Customer Solution Case Study IT Firm Virtualizes Databases: Trims Servers 85 Percent, Ups Performance 50 Percent Overview Country or Region: United States
More informationSQL Server 2012 Performance White Paper
Published: April 2012 Applies to: SQL Server 2012 Copyright The information contained in this document represents the current view of Microsoft Corporation on the issues discussed as of the date of publication.
More informationImproving Grid Processing Efficiency through Compute-Data Confluence
Solution Brief GemFire* Symphony* Intel Xeon processor Improving Grid Processing Efficiency through Compute-Data Confluence A benchmark report featuring GemStone Systems, Intel Corporation and Platform
More informationPentaho High-Performance Big Data Reference Configurations using Cisco Unified Computing System
Pentaho High-Performance Big Data Reference Configurations using Cisco Unified Computing System By Jake Cornelius Senior Vice President of Products Pentaho June 1, 2012 Pentaho Delivers High-Performance
More informationGENERALI PANEUROPE LIMITED
GENERALI PANEUROPE LIMITED Considerations for Variable Annuity Writers when internalising their hedging activities Michael Sharpe 27th November 2014 1 Contents 1. About Generali PanEurope 2. Variable Annuities
More informationA powerful duo. PRIMEQUEST and SQL Server
A powerful duo PRIMEQUEST and SQL Server The challenge: Moving forward to new worlds in IT More efficient, powerful and agile infrastructures are what IT managers want. And if costs can be cut and the
More informationContents. List of Figures. List of Tables. List of Examples. Preface to Volume IV
Contents List of Figures List of Tables List of Examples Foreword Preface to Volume IV xiii xvi xxi xxv xxix IV.1 Value at Risk and Other Risk Metrics 1 IV.1.1 Introduction 1 IV.1.2 An Overview of Market
More informationCisco, Citrix, Microsoft, and NetApp Deliver Simplified High-Performance Infrastructure for Virtual Desktops
Cisco, Citrix, Microsoft, and NetApp Deliver Simplified High-Performance Infrastructure for Virtual Desktops Greater Efficiency and Performance from the Industry Leaders Citrix XenDesktop with Microsoft
More informationOn-Demand Supercomputing Multiplies the Possibilities
Microsoft Windows Compute Cluster Server 2003 Partner Solution Brief Image courtesy of Wolfram Research, Inc. On-Demand Supercomputing Multiplies the Possibilities Microsoft Windows Compute Cluster Server
More informationUnified Computing Systems
Unified Computing Systems Cisco Unified Computing Systems simplify your data center architecture; reduce the number of devices to purchase, deploy, and maintain; and improve speed and agility. Cisco Unified
More informationFLOW-3D Performance Benchmark and Profiling. September 2012
FLOW-3D Performance Benchmark and Profiling September 2012 Note The following research was performed under the HPC Advisory Council activities Participating vendors: FLOW-3D, Dell, Intel, Mellanox Compute
More informationUnderstanding the Benefits of IBM SPSS Statistics Server
IBM SPSS Statistics Server Understanding the Benefits of IBM SPSS Statistics Server Contents: 1 Introduction 2 Performance 101: Understanding the drivers of better performance 3 Why performance is faster
More informationAchieving Nanosecond Latency Between Applications with IPC Shared Memory Messaging
Achieving Nanosecond Latency Between Applications with IPC Shared Memory Messaging In some markets and scenarios where competitive advantage is all about speed, speed is measured in micro- and even nano-seconds.
More informationWINDOWS AZURE AND WINDOWS HPC SERVER
David Chappell March 2012 WINDOWS AZURE AND WINDOWS HPC SERVER HIGH-PERFORMANCE COMPUTING IN THE CLOUD Sponsored by Microsoft Corporation Copyright 2012 Chappell & Associates Contents High-Performance
More informationKondor+ 3.3 What s New Enterprise trade and risk management for the new world of finance
Enterprise trade and risk management for the new world of finance SERVICE GATEWAY BUSINESS PROCESS CATALOGUE ASSET CLASS BUNDLES INDIVIDUAL ASSET CLASSES FINANCIAL REPORTS CASH FLOW REPORTS KONDOR UX NEW
More informationHow To Build A Cloud Computer
Introducing the Singlechip Cloud Computer Exploring the Future of Many-core Processors White Paper Intel Labs Jim Held Intel Fellow, Intel Labs Director, Tera-scale Computing Research Sean Koehl Technology
More informationAPT Integrated risk management for the buy-side
APT Integrated risk management for the buy-side SUNGARD S APT: INTEGRATED RISK MANAGEMENT FOR THE BUY-SIDE SunGard APT helps your business to effectively monitor and manage its investment risks. Whatever
More informationCisco Data Preparation
Data Sheet Cisco Data Preparation Unleash your business analysts to develop the insights that drive better business outcomes, sooner, from all your data. As self-service business intelligence (BI) and
More informationCloud Storage. Parallels. Performance Benchmark Results. White Paper. www.parallels.com
Parallels Cloud Storage White Paper Performance Benchmark Results www.parallels.com Table of Contents Executive Summary... 3 Architecture Overview... 3 Key Features... 4 No Special Hardware Requirements...
More informationAccelerating High-Speed Networking with Intel I/O Acceleration Technology
White Paper Intel I/O Acceleration Technology Accelerating High-Speed Networking with Intel I/O Acceleration Technology The emergence of multi-gigabit Ethernet allows data centers to adapt to the increasing
More informationA Study on the Scalability of Hybrid LS-DYNA on Multicore Architectures
11 th International LS-DYNA Users Conference Computing Technology A Study on the Scalability of Hybrid LS-DYNA on Multicore Architectures Yih-Yih Lin Hewlett-Packard Company Abstract In this paper, the
More information2009 Oracle Corporation 1
The following is intended to outline our general product direction. It is intended for information purposes only, and may not be incorporated into any contract. It is not a commitment to deliver any material,
More informationCisco for SAP HANA Scale-Out Solution on Cisco UCS with NetApp Storage
Cisco for SAP HANA Scale-Out Solution Solution Brief December 2014 With Intelligent Intel Xeon Processors Highlights Scale SAP HANA on Demand Scale-out capabilities, combined with high-performance NetApp
More informationSummary. Contents. Introduction
June 2007 Building Distributed Applications Integrating the Trading Value Chain via.net Framework Applies to: Financial Services Architecture.NET Framework Steven A. Smith 4 th Story, LLC. John T. Powers
More informationTop 5 Reasons to choose Microsoft Windows Server 2008 R2 SP1 Hyper-V over VMware vsphere 5
Top 5 Reasons to choose Microsoft Windows Server 2008 R2 SP1 Hyper-V over VMware Published: April 2012 2012 Microsoft Corporation. All rights reserved. This document is provided "as-is." Information and
More informationRemoving Performance Bottlenecks in Databases with Red Hat Enterprise Linux and Violin Memory Flash Storage Arrays. Red Hat Performance Engineering
Removing Performance Bottlenecks in Databases with Red Hat Enterprise Linux and Violin Memory Flash Storage Arrays Red Hat Performance Engineering Version 1.0 August 2013 1801 Varsity Drive Raleigh NC
More informationPrivate cloud computing advances
Building robust private cloud services infrastructures By Brian Gautreau and Gong Wang Private clouds optimize utilization and management of IT resources to heighten availability. Microsoft Private Cloud
More informationSoftware-defined Storage Architecture for Analytics Computing
Software-defined Storage Architecture for Analytics Computing Arati Joshi Performance Engineering Colin Eldridge File System Engineering Carlos Carrero Product Management June 2015 Reference Architecture
More informationAccelerating Hadoop MapReduce Using an In-Memory Data Grid
Accelerating Hadoop MapReduce Using an In-Memory Data Grid By David L. Brinker and William L. Bain, ScaleOut Software, Inc. 2013 ScaleOut Software, Inc. 12/27/2012 H adoop has been widely embraced for
More informationKey Benefits of Microsoft Visual Studio Team System
of Microsoft Visual Studio Team System White Paper November 2007 For the latest information, please see www.microsoft.com/vstudio The information contained in this document represents the current view
More informationBase One's Rich Client Architecture
Base One's Rich Client Architecture Base One provides a unique approach for developing Internet-enabled applications, combining both efficiency and ease of programming through its "Rich Client" architecture.
More informationVDI Without Compromise with SimpliVity OmniStack and Citrix XenDesktop
VDI Without Compromise with SimpliVity OmniStack and Citrix XenDesktop Page 1 of 11 Introduction Virtual Desktop Infrastructure (VDI) provides customers with a more consistent end-user experience and excellent
More informationMANAGE RISK WITH CONFIDENCE
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> ENTERPRISE RISK Bloomberg Trading Solutions MANAGE RISK WITH CONFIDENCE >>>>> SHARPEN YOUR VIEW Managing risk is more critical than ever. And more
More informationMS EXCHANGE SERVER ACCELERATION IN VMWARE ENVIRONMENTS WITH SANRAD VXL
MS EXCHANGE SERVER ACCELERATION IN VMWARE ENVIRONMENTS WITH SANRAD VXL Dr. Allon Cohen Eli Ben Namer info@sanrad.com 1 EXECUTIVE SUMMARY SANRAD VXL provides enterprise class acceleration for virtualized
More informationHadoopTM Analytics DDN
DDN Solution Brief Accelerate> HadoopTM Analytics with the SFA Big Data Platform Organizations that need to extract value from all data can leverage the award winning SFA platform to really accelerate
More informationMicrosoft Technical Computing The Advancement of Parallelism. Tom Quinn, Technical Computing Partner Manager
Presented at the COMSOL Conference 2010 Boston Microsoft Technical Computing The Advancement of Parallelism Tom Quinn, Technical Computing Partner Manager 21 1.2 x 10 New Bytes of Information in 2010 Source:
More informationHosting Company Implements Virtualization to Expand Services and Cut Operations Costs
Microsoft Virtualization: Data Center to Desktop Customer Solution Case Study Hosting Company Implements Virtualization to Expand Services and Cut Operations Costs Overview Country or Region: United States
More informationTableau Server 7.0 scalability
Tableau Server 7.0 scalability February 2012 p2 Executive summary In January 2012, we performed scalability tests on Tableau Server to help our customers plan for large deployments. We tested three different
More informationTechnical Overview of Windows HPC Server 2008
Technical Overview of Windows HPC Server 2008 Published: June, 2008, Revised September 2008 Abstract Windows HPC Server 2008 brings the power, performance, and scale of high performance computing (HPC)
More informationMS Exchange Server Acceleration
White Paper MS Exchange Server Acceleration Using virtualization to dramatically maximize user experience for Microsoft Exchange Server Allon Cohen, PhD Scott Harlin OCZ Storage Solutions, Inc. A Toshiba
More informationNEXT GENERATION ARCHIVE MIGRATION TOOLS
NEXT GENERATION ARCHIVE MIGRATION TOOLS Cloud Ready, Scalable, & Highly Customizable - Migrate 6.0 Ensures Faster & Smarter Migrations EXECUTIVE SUMMARY Data migrations and the products used to perform
More informationMaximize Performance and Scalability of RADIOSS* Structural Analysis Software on Intel Xeon Processor E7 v2 Family-Based Platforms
Maximize Performance and Scalability of RADIOSS* Structural Analysis Software on Family-Based Platforms Executive Summary Complex simulations of structural and systems performance, such as car crash simulations,
More informationScaling Objectivity Database Performance with Panasas Scale-Out NAS Storage
White Paper Scaling Objectivity Database Performance with Panasas Scale-Out NAS Storage A Benchmark Report August 211 Background Objectivity/DB uses a powerful distributed processing architecture to manage
More informationCisco Unified Data Center Solutions for MapR: Deliver Automated, High-Performance Hadoop Workloads
Solution Overview Cisco Unified Data Center Solutions for MapR: Deliver Automated, High-Performance Hadoop Workloads What You Will Learn MapR Hadoop clusters on Cisco Unified Computing System (Cisco UCS
More informationOracle Hyperion Planning
Oracle Hyperion Planning Oracle Hyperion Planning is an agile planning solution that supports enterprise wide planning, budgeting, and forecasting using desktop, mobile and Microsoft Office interfaces.
More informationAxceleon s CloudFuzion Turbocharges 3D Rendering On Amazon s EC2
Axceleon s CloudFuzion Turbocharges 3D Rendering On Amazon s EC2 In the movie making, visual effects and 3D animation industrues meeting project and timing deadlines is critical to success. Poor quality
More informationVendor Update Intel 49 th IDC HPC User Forum. Mike Lafferty HPC Marketing Intel Americas Corp.
Vendor Update Intel 49 th IDC HPC User Forum Mike Lafferty HPC Marketing Intel Americas Corp. Legal Information Today s presentations contain forward-looking statements. All statements made that are not
More informationEMC XtremSF: Delivering Next Generation Performance for Oracle Database
White Paper EMC XtremSF: Delivering Next Generation Performance for Oracle Database Abstract This white paper addresses the challenges currently facing business executives to store and process the growing
More informationSummit FT The treasury and capital markets solution
Summit FT The treasury and capital markets solution Summit FT The treasury and capital markets solution Summit FT helps you meet the challenges of today s complex global markets through offering cross
More informationMICROSOFT HYPER-V SCALABILITY WITH EMC SYMMETRIX VMAX
White Paper MICROSOFT HYPER-V SCALABILITY WITH EMC SYMMETRIX VMAX Abstract This white paper highlights EMC s Hyper-V scalability test in which one of the largest Hyper-V environments in the world was created.
More informationHPC Cloud Computing Guide. www.penguincomputing.com 1-888-PENGUIN (736-4846) twitter: @Penguin HPC
HPC Cloud Computing Guide www.penguincomputing.com 1888PENGUIN (7364846) twitter: @Penguin HPC organizations are facing increasing pressure to deliver critical services to their users while their budgets
More informationJoe Young, Senior Windows Administrator, Hostway
Many of our enterprise customers wanted dedicated virtual servers that offered a much higher degree of isolation... we needed to step up our virtualization efforts to stay competitive." Joe Young, Senior
More informationHPC & Big Data THE TIME HAS COME FOR A SCALABLE FRAMEWORK
HPC & Big Data THE TIME HAS COME FOR A SCALABLE FRAMEWORK Barry Davis, General Manager, High Performance Fabrics Operation Data Center Group, Intel Corporation Legal Disclaimer Today s presentations contain
More informationORACLE FINANCIAL SERVICES ANALYTICAL APPLICATIONS INFRASTRUCTURE
ORACLE FINANCIAL SERVICES ANALYTICAL APPLICATIONS INFRASTRUCTURE KEY FEATURES Rich and comprehensive business metadata allows business users to interact with financial services data model to configure
More informationEMC XtremSF: Delivering Next Generation Storage Performance for SQL Server
White Paper EMC XtremSF: Delivering Next Generation Storage Performance for SQL Server Abstract This white paper addresses the challenges currently facing business executives to store and process the growing
More informationCase Study: Double No Touch and Other FX Option Strategies for Low Volatility Markets
Case Study: Double No Touch and Other FX Option Strategies for Low Volatility Markets This case study covers various foreign exchange (FX) option strategies that take advantage of low volatility market
More informationVirtualization of the MS Exchange Server Environment
MS Exchange Server Acceleration Maximizing Users in a Virtualized Environment with Flash-Powered Consolidation Allon Cohen, PhD OCZ Technology Group Introduction Microsoft (MS) Exchange Server is one of
More informationECLIPSE Best Practices Performance, Productivity, Efficiency. March 2009
ECLIPSE Best Practices Performance, Productivity, Efficiency March 29 ECLIPSE Performance, Productivity, Efficiency The following research was performed under the HPC Advisory Council activities HPC Advisory
More informationShare and aggregate GPUs in your cluster. F. Silla Technical University of Valencia Spain
Share and aggregate s in your cluster F. Silla Technical University of Valencia Spain ... more technically... Remote virtualization F. Silla Technical University of Valencia Spain Accelerating applications
More informationSystem Requirements Table of contents
Table of contents 1 Introduction... 2 2 Knoa Agent... 2 2.1 System Requirements...2 2.2 Environment Requirements...4 3 Knoa Server Architecture...4 3.1 Knoa Server Components... 4 3.2 Server Hardware Setup...5
More information$257,493,225 37.21 22.41 11000101001\00001 00101001001001001001 0010101011000 11000101001\00001 001010100101010 11000101001\00001
CDW FINANCIAL SERVICES WE VE GOT YOUR STRATEGY FOR 00101001001001001001 0010101011000 11000101001\00001 001010100101010 2% Big ata WE GET IT 00101001001001001001 0010101011000 11000101001\00001 $348,271,7978
More informationWhat Is Microsoft Private Cloud Fast Track?
What Is Microsoft Private Cloud Fast Track? MICROSOFT PRIVATE CLOUD FAST TRACK is a reference architecture for building private clouds that combines Microsoft software, consolidated guidance, and validated
More informationColgate-Palmolive selects SAP HANA to improve the speed of business analytics with IBM and SAP
selects SAP HANA to improve the speed of business analytics with IBM and SAP Founded in 1806, is a global consumer products company which sells nearly $17 billion annually in personal care, home care,
More informationWhat s New. Microsoft Corp. All rights reserved
What s New Microsoft Project Server 2010 provides unifi ed project and portfolio management to help organizations prioritize investments, align resources and execute projects effi ciently and effectively.
More informationHow In-Memory Data Grids Can Analyze Fast-Changing Data in Real Time
SCALEOUT SOFTWARE How In-Memory Data Grids Can Analyze Fast-Changing Data in Real Time by Dr. William Bain and Dr. Mikhail Sobolev, ScaleOut Software, Inc. 2012 ScaleOut Software, Inc. 12/27/2012 T wenty-first
More informationCapacity Planning for Microsoft SharePoint Technologies
Capacity Planning for Microsoft SharePoint Technologies Capacity Planning The process of evaluating a technology against the needs of an organization, and making an educated decision about the configuration
More informationParallel Computing with MATLAB
Parallel Computing with MATLAB Scott Benway Senior Account Manager Jiro Doke, Ph.D. Senior Application Engineer 2013 The MathWorks, Inc. 1 Acceleration Strategies Applied in MATLAB Approach Options Best
More informationHigh-performance computing: Use the cloud to outcompute the competition and get ahead
High-performance computing: Use the cloud to outcompute the competition and get ahead High performance computing (HPC) has proved to be effective in offering highly analytical workloads the benefits of
More informationCOURSE SYLLABUS COURSE TITLE:
1 COURSE SYLLABUS COURSE TITLE: FORMAT: CERTIFICATION EXAMS: 55043AC Microsoft End to End Business Intelligence Boot Camp Instructor-led None This course syllabus should be used to determine whether the
More informationAccelerating Microsoft Exchange Servers with I/O Caching
Accelerating Microsoft Exchange Servers with I/O Caching QLogic FabricCache Caching Technology Designed for High-Performance Microsoft Exchange Servers Key Findings The QLogic FabricCache 10000 Series
More informationSAP BusinessObjects Design Studio Overview. Jie Deng, Product Management Analysis Clients November 2012
SAP BusinessObjects Design Studio Overview Jie Deng, Product Management Analysis Clients November 2012 Legal Disclaimer 2 SAP BusinessObjects Dashboarding Strategy Self Service Dashboarding Professional
More informationOnline Transaction Processing in SQL Server 2008
Online Transaction Processing in SQL Server 2008 White Paper Published: August 2007 Updated: July 2008 Summary: Microsoft SQL Server 2008 provides a database platform that is optimized for today s applications,
More informationUsing the Windows Cluster
Using the Windows Cluster Christian Terboven terboven@rz.rwth aachen.de Center for Computing and Communication RWTH Aachen University Windows HPC 2008 (II) September 17, RWTH Aachen Agenda o Windows Cluster
More informationFinite Elements Infinite Possibilities. Virtual Simulation and High-Performance Computing
Microsoft Windows Compute Cluster Server 2003 Partner Solution Brief Finite Elements Infinite Possibilities. Virtual Simulation and High-Performance Computing Microsoft Windows Compute Cluster Server Runs
More informationNexenta Performance Scaling for Speed and Cost
Nexenta Performance Scaling for Speed and Cost Key Features Optimize Performance Optimize Performance NexentaStor improves performance for all workloads by adopting commodity components and leveraging
More informationNew Features in SANsymphony -V10 Storage Virtualization Software
New Features in SANsymphony -V10 Storage Virtualization Software Updated: May 28, 2014 Contents Introduction... 1 Virtual SAN Configurations (Pooling Direct-attached Storage on hosts)... 1 Scalability
More informationMake the Most of Big Data to Drive Innovation Through Reseach
White Paper Make the Most of Big Data to Drive Innovation Through Reseach Bob Burwell, NetApp November 2012 WP-7172 Abstract Monumental data growth is a fact of life in research universities. The ability
More informationBusiness white paper. HP Process Automation. Version 7.0. Server performance
Business white paper HP Process Automation Version 7.0 Server performance Table of contents 3 Summary of results 4 Benchmark profile 5 Benchmark environmant 6 Performance metrics 6 Process throughput 6
More informationPerformance Across the Generations: Processor and Interconnect Technologies
WHITE Paper Performance Across the Generations: Processor and Interconnect Technologies HPC Performance Results ANSYS CFD 12 Executive Summary Today s engineering, research, and development applications
More informationTurning Data into Actionable Insights: Predictive Analytics with MATLAB WHITE PAPER
Turning Data into Actionable Insights: Predictive Analytics with MATLAB WHITE PAPER Introduction: Knowing Your Risk Financial professionals constantly make decisions that impact future outcomes in the
More informationKONDOR+ STRAIGHT THROUGH PROCESSING ONE PRODUCT, ONE DATABASE, ONE WORKFLOW: INCREASING EFFICIENCY AND REDUCING COSTS FROM THE FRONT TO THE BACK
KONDOR+ STRAIGHT THROUGH PROCESSING ONE PRODUCT, ONE DATABASE, ONE WORKFLOW: INCREASING EFFICIENCY AND REDUCING COSTS FROM THE FRONT TO THE BACK OFFICE Kondor+ Straight Through Processing KONDOR+ INTEGRATING
More informationSage 300 2016. Compatibility guide. Last revised: October 26, 2015
Sage 300 2016 Compatibility guide Last revised: October 26, 2015 This is a publication of Sage Software, Inc. Copyright 2015. Sage Software, Inc. All rights reserved. Sage, the Sage logos, and the Sage
More informationHPC Storage Solutions at transtec. Parallel NFS with Panasas ActiveStor
HPC Storage Solutions at transtec Parallel NFS with Panasas ActiveStor HIGH PERFORMANCE COMPUTING AT TRANSTEC More than 30 Years of Experience in Scientific Computing 1980: transtec founded, a reseller
More informationLeveraging Windows HPC Server for Cluster Computing with Abaqus FEA
Leveraging Windows HPC Server for Cluster Computing with Abaqus FEA This white paper outlines the benefits of using Windows HPC Server as part of a cluster computing solution for performing realistic simulation.
More informationData Sheet: Archiving Symantec Enterprise Vault for Microsoft Exchange Store, Manage, and Discover Critical Business Information
Store, Manage, and Discover Critical Business Information Trusted and proven email archiving Enterprise Vault, the industry leader in email and content archiving, enables companies to store, manage, and
More informationWhy Choose VMware vsphere for Desktop Virtualization? WHITE PAPER
Why Choose VMware vsphere for Desktop Virtualization? WHITE PAPER Table of Contents Thin, Legacy-Free, Purpose-Built Hypervisor.... 3 More Secure with Smaller Footprint.... 4 Less Downtime Caused by Patches...
More information7 Real Benefits of a Virtual Infrastructure
7 Real Benefits of a Virtual Infrastructure Dell September 2007 Even the best run IT shops face challenges. Many IT organizations find themselves with under-utilized servers and storage, yet they need
More informationVirtualization Support - Real Backups of Virtual Environments
Virtualization Support Real Backups of Virtual Environments Contents Virtualization Challenges 3 The Benefits of Agentless Backup 4 Backup and Recovery Built for Virtualized Environments 4 Agentless in
More informationSimulating Insurance Portfolios using Cloud Computing
Mat-2.4177 Seminar on case studies in operations research Simulating Insurance Portfolios using Cloud Computing Project Plan February 23, 2011 Client: Model IT Jimmy Forsman Tuomo Paavilainen Topi Sikanen
More informationBig Data Performance Growth on the Rise
Impact of Big Data growth On Transparent Computing Michael A. Greene Intel Vice President, Software and Services Group, General Manager, System Technologies and Optimization 1 Transparent Computing (TC)
More informationScala Storage Scale-Out Clustered Storage White Paper
White Paper Scala Storage Scale-Out Clustered Storage White Paper Chapter 1 Introduction... 3 Capacity - Explosive Growth of Unstructured Data... 3 Performance - Cluster Computing... 3 Chapter 2 Current
More informationHybrid Cloud Backup and Recovery Software. Virtualization Support Real Backups of Virtual Environments
Hybrid Cloud Backup and Recovery Software Virtualization Support Asigra Inc. 1120 Finch Avenue West, Suite 400 Toronto, ON Canada M3J 3H7 tel: 416-736-8111 fax: 416-736-7120 email: info@asigra.com www.recoveryourcool.com
More informationOpen source business rules management system
JBoss Enterprise BRMS Open source business rules management system What is it? JBoss Enterprise BRMS is an open source business rules management system that enables easy business policy and rules development,
More informationDeploying MATLAB -based Applications David Willingham Senior Application Engineer
Deploying MATLAB -based Applications David Willingham Senior Application Engineer 2014 The MathWorks, Inc. 1 Data Analytics Workflow Access Files Explore & Discover Data Analysis & Modeling Share Reporting
More informationIBM Deep Computing Visualization Offering
P - 271 IBM Deep Computing Visualization Offering Parijat Sharma, Infrastructure Solution Architect, IBM India Pvt Ltd. email: parijatsharma@in.ibm.com Summary Deep Computing Visualization in Oil & Gas
More informationSGI HPC Systems Help Fuel Manufacturing Rebirth
SGI HPC Systems Help Fuel Manufacturing Rebirth Created by T A B L E O F C O N T E N T S 1.0 Introduction 1 2.0 Ongoing Challenges 1 3.0 Meeting the Challenge 2 4.0 SGI Solution Environment and CAE Applications
More information