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NVIDIA DGX-2 Delivers Record Performance on STAC-A3 Benchmark

Today NVIDIA announced record performance on STAC-A3, the financial services industry benchmark suite for backtesting trading algorithms to determine how strategies would have performed on historical data. “Using an NVIDIA DGX-2 system running accelerated Python libraries, NVIDIA shattered several previous STAC-A3 benchmark results, in one case running 20 million simulations on a basket of 50 instruments in the prescribed 60-minute test period versus the previous record of 3,200 simulations.”