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"IBM Power System S824 breaks records in the STAC-A Market Risk Analytics Benchmark"
IBM Power System S824 breaks records iTrading firms devote a tremendous amount of resources to analyzing their market risk — that is, how the value of the positions they hold in various financial instruments would change given potential combinations of price movements in the markets.
Designed by quantitative analysts 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 is able to handle the workload (Monte Carlo estimation of Heston-based Greeks for a path-dependent, multi-asset option with early exercise).n the STAC-A Market Risk Analytics Benchmark.
Make sure to attend the upcoming Trading Shows to hear from Sridhar Sudarsan, CTO & Chief Architect- IBM Watson Ecosystem, IBM Watson Group on insights on how this technology can provide a critical edge for quant funds and trading firms.
Regards,
The Trading Show Chicago team