Case Study: Quantitative Trading Company achieves high-performance, always-on storage with VAST Data

Leading Hedge Fund Simplifies, Accelerates And Consolidates With Universal Storage

Quantitative Trading Company, a hedge fund focused on quantitative trading, needed a simple, scalable all-flash storage platform that could support both HPC clusters and desktop users. Their existing storage environment was difficult to manage, prone to downtime, and required multiple systems, data copies, and migrations that slowed research and added operational complexity.

VAST Data provided its Universal Storage architecture with NFSoRDMA, QoS, and support for multiple networks, consolidating several storage platforms into one disaggregated, shared-everything cluster. With VAST Data, the customer achieved over 7PB of usable capacity at 2.5:1 data reduction, more than 100GB/s of throughput, and millions of IOPS, while eliminating uptime challenges and giving applications petabyte-scale, high-performance storage.