In Memory Cloud Datagrid Technologies - Capital Market VaR generation - Sandeep Kanao

In Memory Cloud Datagrid Technologies - Capital Market VaR generation - Sandeep  Kanao

The move to in-memory is all about achieving the best performance, by accessing data held in a server's random access memory (RAM) as opposed to on a hard disk.  Typical access speed for RAM is 0.4 nanoseconds, whereas for disk it's 4 milliseconds - so RAM is 10 million times faster.
A number of in-memory cloud data grid offerings are available, including:

•  ActiveSpaces from Tibco Software
• Oracle's Coherence
• Armanta's Intelligence Services
• GemFire from VMware
• Quartet FS's ActivePivot in-memory analytics
• SAP's High Performance Analytic Appliance (HANA)
• ScaleOut Software's StateServer
• GigaSpaces Technologies XAP platform
•  BigMemory from Software AG's Terracotta unit
• Kognitio's In-Memory Analytics Platform
• GridGain's In-Memory Compute and Data Grid
• Open source Memcached
• NCache (.NET)
• Microsoft Appfabric (.NET)

In Memory Cloud Datagrid Technologies POC application background:

We wanted to try in-memory database for the VaR simulation. VaR engine is hosted on Solaris (2 T44) Solaris boxes with 128 cores each. Application is written in C/C++ (64 bit) and database is Sybase. VaR simulation runs takes 8 hours. The goal is to support at least three VaR within the stipulated window (8 hours) along with performance improvements in the current logic.

We have identified the performance bottleneck within the application. It is found that VaR simulation as well as scenario read/write to Sybase database takes maximum amount of time (over 30%). As a result we evaluated following three in-memory datbases :

•  Activespaces from tibco (installed on the same rack as the client) on 2 - T44 Solaris boxes with 64GB  memory each
• GemFire from VmWare (installed on the same rack as the client) on 2 - T44 Solaris boxes with 64GB om memory each
• SAP Hana, installed on the data grid - 3 - T44 Solaris boxes with 64GB memory each

I will put the results of above  In Memory Cloud Datagrid Technologies PoC in the next post.