MEDIA COVERAGE 
Microsoft Unveils Street-Ready HPC
http://www.wallstreetandtech.com/advancedtrading/showArticle.jhtml?articleID=210603111
By Penny Crosman
Sep. 22, 2008
"We have finally earned the HPC moniker," says Kyril Faenov, general manager of Windows High Performance Computing at Microsoft, of the Windows HPC Server 2008 Microsoft announced today. Acknowledging that the previous offering (Windows Compute Cluster Server 2003) was really a workgroup solution, Faenov extolled the virtues of Microsoft's new HPC offering during an exclusive interview this afternoon at the High Performance Computing on Wall Street conference.
Faenov offered three proofs that this latest product is really HPC:
First, in June it won the number 23 spot on the list of the world's 500 fastest supercomputers (although as the New York Times pointed out, only five of those supercomputers run on Windows while 427 run on Linux). In this implementation, the National Center for Supercomputing Applications has reported peak performance of more than 88 trillion calculations per second. (The overall system is comprised of Dell blades with 1,200 PowerEdge 1955 dual-socket, quad-core Intel Xeon 2.3 GHz processors and InfiniBand and GigE connections.)
Second, Microsoft says Windows HPC Server 2008 can handle thousands of messages per second with submillisecond roundtrip latency.
Third, Faenov points to testimony from early adopters Lloyds and Morgan Stanley. In a video Microsoft showed at today's conference, Ricky Higgins, IT director, products and markets at Lloyd's TSB, said he created a 100-node grid in one day -- "overnight HPC," he called it -- to support value at risk calculations. The result was a 50% performance improvement while power consumption was cut in half.
"At Morgan Stanley, we create and develop models and systems designed to enhance our securities and investment banking businesses," said Jay Dweck, global head of strategies and technology for the Institutional Securities Group at Morgan Stanley, in a press release. "We are closely evaluating Microsoft's Windows HPC Server 2008 to provide Morgan Stanley with the ability to maintain our competitive edge." About a quarter of Microsoft's HPC customers are in financial services.
Faenov stops short of claiming Windows HPC Server 2008 could handle real-time trading platforms. However, he says it can ably handle portfolio analysis, value at risk calculations and other types of risk analysis.
Microsoft representatives also say this new high-power server should ease the migration many Wall Street firms need to make to parallel processing, as most high-end servers are now multicore. "We're working to make parallel computing easy for users, administrators and developers to work with," said Bill Laing, corporate vice president, Windows Server and Solutions Division at Microsoft. He said parallel programs for the latest HPC server can be developed in Visual Studio 2008 with templates to help. The next release of Visual Studio will support the functional programming language F# as well as C++. "F# lets quants express algorithms more succinctly and lends itself to parallelization more readily than C or C++," Faenov says. "This will be a boon for the mathematical community," Faenov says. Adding weight to Microsoft's case for being a bona fide HPC provider for Wall Street, several capital markets technology providers announced today that their products will run on Windows HPC Server 2008:
Visual Numerics and Matlabs, which provide software for creating numerical algorithms, both plan to support Windows HPC Server 2008. "Our software load balances the requests to nodes," that such programs generate, Faenov says.
Data Synapse and Platform Computing have both promised that their grid computing software will run on the new Microsoft server. SIMtone Corporation today announced the release of SIMtone ASPEED for Windows HPCS 1.6, which enables Windows-based single- and multi-threaded applications to use the parallel performance and capacity of Microsoft's Windows HPC Server 2008.
Verari Systems, blade-based computing and storage provider, announced that blade servers in its BladeRack 2 X-Series product line now support Windows HPC Server 2008.
Cray announced today a small $25,000 supercomputer that runs the new HPC server, providing supercomputing in a box that can fit under a desk. (The computer can also be stacked in a rack for scalable implementations.) Microsoft is actually raffling one of these off tonight at a cocktail party at the Roosevelt Hotel.
Traditionally, Wall Street's high performance computing has been done on Linux computers. Why move to Windows? "With Windows 2008 and Visual Studio, you have one stack to work with," says Craig Saint-Amour, U.S. Capital Markets Industry Solutions Director at Microsoft. "With Linux, you have to buy individual pieces and integrate them." Faenov adds, "there are many different Linux flavors and the middleware pieces and job scheduling all come from different vendors, making it more difficult to support."
Pricing is $475 per node; a node offers four sockets and up to 128 gigabytes of memory.