Benchmark Results 5.1

Approach: “IMA-DRC”

Please see the DRC Vectors section on DRC Vectors length and density.

note

Due to a known issue around IMA-DRC load time, it was only possible to get data for our small and medium datasets.

IMA-DRC: Dataset Size Breakdown

MDX
Fact Level Small Dataset Facts Medium Dataset Facts
Count 440,461 861,263
Trades 296,025 577,127
Obligors 24,901 37,309

IMA-DRC: Environment Memory Usage

Heap Memory Usage

Cpus Small Dataset Medium Dataset
Average 39.94 GiB 38.24 GiB

Direct Memory Usage

Cpus Small Dataset Medium Dataset
Average 74.11 GiB 123.45 GiB

IMA-DRC: Initial Data Load Times

Number Of Cpus Small Dataset Medium Dataset
16 26 Min 17 Sec 49 Min 17 Sec
32 25 Min 24 Sec 44 Min 56 Sec
64 23 Min 32 Sec 44 Min 45 Sec

IMA-DRC: Query Performance

Query: “DRC IMA (Spot)”

MDX
Number Of Cpus Small Dataset Medium Dataset
16 0.26 Sec 0.26 Sec
32 0.27 Sec 0.27 Sec
64 0.26 Sec 0.26 Sec

Query: “DRC IMA”

MDX
Number Of Cpus Small Dataset Medium Dataset
16 0.02 Sec 0.02 Sec
32 0.02 Sec 0.02 Sec
64 0.02 Sec 0.02 Sec

Approach: “IMA-ES”

IMA-ES: Dataset Size Breakdown

MDX
Fact Level Small Dataset Facts Medium Dataset Facts Large Dataset Facts
Risk Factors 35,297 52,922 70,547
Trades 1,687,770 3,375,270 6,750,270
Count 20,178,228 40,353,228 80,703,228

IMA-ES: Environment Memory Usage

Heap Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 5.58 GiB 8.13 GiB 15.67 GiB

Direct Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 49.97 GiB 87.57 GiB 174.57 GiB

IMA-ES: Initial Data Load Times

Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 2 Min 46 Sec 4 Min 55 Sec 9 Min 25 Sec
32 2 Min 4 Sec 3 Min 46 Sec 7 Min 40 Sec
64 1 Min 58 Sec 3 Min 14 Sec 6 Min 4 Sec

IMA-ES: Query Performance

Query: “IMA ES (Spot)”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 0.01 Sec 0.02 Sec 0.02 Sec
32 0.01 Sec 0.01 Sec 0.02 Sec
64 0.02 Sec 0.02 Sec 0.02 Sec

Query: “IMA ES”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 0.29 Sec 0.29 Sec 0.31 Sec
32 0.28 Sec 0.29 Sec 0.28 Sec
64 0.28 Sec 0.29 Sec 0.29 Sec

Approach: “SA-SBM”

SA-SBM: Dataset Size Breakdown

MDX
Fact Level Small Dataset Facts Medium Dataset Facts Large Dataset Facts
Risk Factors 858,718 1,251,199 N/A
Underlyings 109,220 162,218 N/A
Trades 6,580,329 13,160,329 N/A
Count 95,024,751 188,604,715 N/A

SA-SBM: Environment Memory Usage

Heap Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 10.97 GiB 16.93 GiB 29.79 GiB

Direct Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 19.19 GiB 37.17 GiB 72.60 GiB

SA-SBM: Initial Data Load Times

Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 5 Min 27 Sec 10 Min 35 Sec 25 Min 29 Sec
32 4 Min 34 Sec 8 Min 18 Sec 21 Min 0 Sec
64 4 Min 47 Sec 9 Min 25 Sec 21 Min 58 Sec

SA-SBM: Query Performance

Query: “SA SBM”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 1.03 Sec 1.41 Sec 1.80 Sec
32 1.03 Sec 1.33 Sec 1.39 Sec
64 0.88 Sec 1.10 Sec 1.48 Sec

Approach: “SA-DRC”

SA-DRC: Dataset Size Breakdown

MDX
Fact Level Small Dataset Facts Medium Dataset Facts Large Dataset Facts
Risk Factors 2,741,467 4,117,592 5,493,717
Underlyings 26,500 39,750 53,000
Trades 6,432,500 12,865,000 25,692,120
Count 8,757,500 17,515,000 34,992,120

SA-DRC: Environment Memory Usage

Heap Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 17.47 GiB 29.55 GiB 51.27 GiB

Direct Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 10.44 GiB 18.85 GiB 35.15 GiB

SA-DRC: Initial Data Load Times

Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 1 Min 48 Sec 3 Min 9 Sec 6 Min 49 Sec
32 1 Min 45 Sec 3 Min 19 Sec 6 Min 11 Sec
64 1 Min 48 Sec 3 Min 31 Sec 6 Min 56 Sec

SA-DRC: Query Performance

Query: “SA DRC”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 1.98 Sec 4.37 Sec 6.10 Sec
32 2.05 Sec 3.52 Sec 3.25 Sec
64 1.33 Sec 1.82 Sec 2.54 Sec