Microsoft
HPC++
Microsoft HPC++ CompFin Lab
The Microsoft HPC++ CompFin Lab integrates Microsoft Windows HPC Server, a central market data database and Microsoft productivity products to provide university courses with an online service to publish, execute and manage computational finance models.
Lab Details:
Computing Resources:
  • 256 core/64 node compute cluster
  • 5 TB disk space
  • Low latency interconnect
Rich User Interface:
  • SharePoint 2007 portal to publish, browse and monitor models
  • Excel 2007 as the user interface for models and results
  • Model execution workflow with status email notifications
Central Market Database:
  • 5 year tick data for S&P500
  • Daily & fundamental data for 10,000 stocks
  • Mortgage Backed Securities pool data
Simplified Modeling:
  • .NET platform with Linq for SQL data access
  • SOA framework for parameter sweep models
  • Local model development and test environment
 
Who Can Participate?
Who Can Participate?
The Microsoft HPC++ CompFin Lab is targeted for university courseware and research. Professors can publish models to their students who can execute the models and analyze results from any Internet connection. Please click the Request Enrollment icon on the right to get started.
Current Participants External Site
   
University of North Carolina Charlotte www.mathfinance.uncc.edu
University of Texas El Paso academics.utep.edu
University of Virginia www.sys.virginia.edu
University of Washington www.econ.washington.edu
RENCI www.renci.org
   
 
 
Microsoft HPC++ Labs
Microsoft HPC++ Labs is an incubation effort within the Microsoft Windows HPC Server product team whose goals include:
  • Demonstrate end-to-end integrated HPC solutions using Microsoft Windows HPC Server 2008 with Microsoft productivity and developer products
  • Develop expertise in operating end user focused compute and data intensive HPC services
  • Incubate Microsoft product extensions required to support HPC++ scenarios “out of the box” on customer premises
HPC++ Labs is Hiring!
 
Next Steps
Request Enrollment Request Enrollment
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The HPC++ CompFin Lab was developed
in partnership with Lab49, Inc


Lab 49, Inc.