Winning with High Frequency: From Stocks to IOps, Strategy Matters

Market making strategies from Stocks to IOps share a key characteristic, namely the ability to handle ins and outs with speed and at volume with consistent and predictable rates.

On October 14, 2019, the Securities Technology Analysis Center (STAC®) announced that Pavilion’s Hyperparallel Flash Array (HFA) set world records in 8 mean-response time benchmarks in the STAC-M3™ Antuco suite using kdb+ 3.6. STAC members can see the full audited report here.

The testing showed that Pavilion’s HFA outperformed all publicly disclosed results in 4 mean-response time benchmarks (aka all world records across all storage architectures) for the M3 Antuco suite. Pavilion outperformed scale-out file systems, NAS appliances, even Direct-Attached Storage (DAS) with SCM. And Pavilion accomplished this using commodity, off the shelf components.

As the leader in NVMe-oF, Pavilion often talks about redefining storage to put real time performance at scale within the reach of all. What kind of performance does that actually mean for a customer’s specific use case, such as high frequency trading?

These performance numbers mean that by leveraging the power of the Pavilion HFA, customers can enable real time algorithmic trading, high-frequency trading (HFT), and analytics of tick data to achieve faster outcomes and higher revenues.

Customers using a Pavilion HFA for these workloads can disaggregate their storage to dramatically reduce the total flash required and simultaneously expand the performance value of the datasets, while scaling them for greater data capacity. This is because in some DAS clusters, you need to have full copies of the database in every database node. For our test, with six nodes, that would require six times the storage of a shared HFA cluster. As the number of tick databases grows, or your clusters expand, the savings keep on multiplying.

To perform the tests, we configured the HFA with a combination of NVMe SSDs and commodity servers. We then ran four tests involving high-thread-count queries (i.e., lots of users, lots of models running at once). These were the multi-thread STATS-UI tests, which are high intensity read, and the analytics test STAC-M3.β1.10T.STATS-AGG.TIME.

In four additional tests the Pavilion HFA set the AFA records for performance, giving Pavilion a total of 8 world records.Just imagine what you can achieve with the Pavilion HFA.

If you would like to learn more about how the Pavilion HFA is shattering performance records, please schedule a demo or ask for a first meeting follow up.