Grinham Managed Funds (GMF) is processing high-frequency data faster while reducing its overhead for managing its infrastructure through the use of a new high-performance computing cluster based on Windows Compute Cluster Server 2003.
The Sydney, Australia-based hedge fund manager began by installing a small proof-of-concept cluster running the Windows XP operating system.
“We wanted a high-performance operating system,” says Christopher Mellen, head of research at Grinham Managed Funds. “We were also interested in better tools to help us manage the cluster.”
Instead of processing one scenario after another on a single workstation, the proof-of-concept cluster allowed the company to use parallel processing to run multiple scenarios simultaneously. In addition, GMF application designers work in the Microsoft .NET Framework and use the Microsoft Visual Studio 2005 Professional Edition development system. Working with a Windows-based cluster had advantages for the GMF software designers, who could write applications on their workstations in the C# and C++ programming languages and easily compile code for use on the cluster.
As a result, GMF decided to install an HPC solution based on Windows Compute Cluster Server 2003. Windows Compute Cluster Server would integrate with the corporate Active Directory service. In addition, IT administrators could easily manage the cluster through its intuitive Windows interface.
In July 2007, GMF asked Enspire Digital, a hardware vendor, to install RenderBlade S101 server computers as cluster hardware. After a four-week test period in August 2007, GMF added 120 more server computers from Enspire Digital to the cluster.
The company has met its performance goals and now processes 10 times more jobs per hour than it did before implementing the cluster. The HPC solution is also easy to manage and use because it integrates well with technology already in place at GMF. Because the cluster is integrated with Active Directory, the cluster is managed with other systems as part of a single IT environment.
“It’s like having an incredibly powerful CPU at your fingertips. The ease of use creates a kind of transparency where the line between the desktop and the compute cluster no longer exists,” Mellen says.