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STAC-M3 Tick History Analytics in Google Cloud Benchmark Results Reveals it is 18X Faster than Previous Version

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Google Cloud's redesigned STAC -M3™ benchmark suite was recently audited to assess performance of tick analytics stack and other data points that are relevant for financial firms to perform I/O intensive and compute-intensive tasks with market data.

The Securities Technology Analysis Center (STAC®), an organization that improves technology discovery and assessment in the finance industry through dialog and research, recently audited the STAC-M3™ benchmark suite on Google Cloud (SUT ID KDB211210). These enterprise tick-analytics benchmarks assess the ability of a solution stack such as database software, servers, and storage, to perform a variety of I/O-intensive and compute-intensive operations on historical market data.

Following up on our previous STAC-M3 benchmark audit (SUT ID KDB181001), a redesigned Google Cloud architecture leveraged the most recent version of kdb+ 4.0, the time-series database from KX, and achieved significant improvements: 35 out of 41 benchmarks ran faster in the new cluster – by up to 18x faster than Google Cloud’s prior results. Key highlights include the following:

Compared to the previous STAC-M3 Antuco suite results on Google Cloud:

  • Was faster in 13 of 17 mean response-time benchmarks
  • Was 18x faster – a 94% reduction in run time – in the version of Year-High Bid that allows caching (STAC-M3.ß1.1T.YRHIBID-2.TIME), which also set an overall record for all published results
  • Had 9x higher throughput in Year-High Bid (STAC-M3.ß1.1T.YRHIBID.MBPS)

Compared to the previous STAC-M3 Kanaga suite results on Google Cloud:

  • Was faster in 22 of 24 mean response-time benchmarks
  • Was over 10x faster in all four Market Snapshot workloads (STAC-M3.ß1.10T.YR[2,3,4,5]-MKTSNAP.TIME)
  • Had 5x the throughput in Year-High Bid involving 2 years of data (STAC-M3.ß1.1T.2YRHIBID.MBPS)

“The STAC-M3 standard was designed by financial firms to reveal the performance of tick analytics stacks. Generational improvements like those exhibited by Google Cloud’s most recent STAC-M3 audit, are important data points for firms evaluating new architectures for performance and scale,” said Peter Nabicht, President of STAC.

These performance results may translate to real-world advantages that may be difficult for investment firms to achieve in static and costly on-premises environments: immediate answers in high data velocity markets, more thoroughly explored research theories by adding data or new quantitative approaches, and reduced costs by releasing cloud resources more quickly.

STAC-M3: High-speed tick analytics


Designing for record-breaking results

In our STAC-M3 audit, the stack under test (SUT) was designed to take advantage of horizontal scalability in the cloud by sharding data across independent compute nodes. The cluster of 12 Google Compute Engine N2 instances was powered by Intel Cascade Lake, with each node using 32 vCPUs, 160GiB of memory, and 9TiB of local NVMe SSDs. The full STAC-M3 Antuco and Kanaga data set was split across the cluster and kdb+ scripts distributed queries between nodes.

Figure 1.  Sharded kdb+ 4.0 STAC-M3 architecture on Google Cloud.

This configuration was the sweet spot for this particular workload, but this architecture does not need to be limited to 12 nodes for other workloads – the data sharding algorithm could scale to any number of nodes as required by workload demands. Since scaling out the cluster in this manner increases the total pool of available storage, this architecture can continue scaling out to petabytes of storage across hundreds of nodes.

The ability to spawn large clusters with hundreds of thousands of processors on demand at low cost, and to delete the resources when jobs complete, not only changes the economics of running computations on large financial data sets, it also opens up opportunities to explore solutions to new types of problems that were previously overlooked due to the constraints of fixed hardware on-premises. You can check the pricing of this VM configuration using the Google Cloud Pricing Calculator. The costs can be reduced even further by using preemptible VMs.

While the new cluster used a similar number of nodes, cores, and total memory as the previously-audited cluster, the redesigned architecture allowed us to harness the low latency and high throughput of Local NVMe SSDs.

Resources on demand

The cluster was created on demand using Terraform and Ansible during testing and auditing. The use of infrastructure as code (IaC) techniques ensured that the cluster, fully loaded with the STAC-M3 data set, could be created when needed and then removed when benchmarking was complete. It also meant that the cluster configuration was enforced by code on each deployment, eliminating configuration variance and drift. The full IaC definition to create the cluster can be retrieved from the report in the STAC Vault.

Each time the cluster was created, data was streamed to Local SSDs from Google Cloud Storage, our reliable and secure object storage, at up to the line rate of 32Gbps per node. The entire 57TiB STAC-M3 Antuco and Kanaga data was replicated from Cloud Storage to local storage in approximately 20 minutes.

Figure 2. STAC-M3 sharded data set.

Since each node was independent and responsible for its own shard of data, doubling the cluster size would cut the synchronization time in half, or copy twice as much data in the same amount of time. Using higher bandwidth options of up to 100Gbps would triple the possible throughput for a relatively small incremental cost, trading an approximately 11%-23% price increase at current list prices for a 200% data synchronization performance increase. Taking advantage of fast networking to cache sharded data in parallel to a large cluster makes storing bulk data in Cloud Storage viable for even the largest workloads.

For quants working on vast data sets in sprawling compute clusters, the ability to fully describe infrastructure as declarative code, create elastic resources on demand, cache data quickly from cheap bulk storage, and turn resources off when computations complete is a dramatic change compared to waiting months to grow on-premises clusters – and a compelling reason to use cloud infrastructure.

To see how we designed and optimized the cluster for API-driven cloud resources, read our new whitepaper.

STAC-A2™: Calculating derivatives risk


In 2018, we showed that cloud instances can outperform bare metal when analyzing large tick history data sets in the demanding suite of STAC-M3 benchmarks. Last year, Google Cloud’s partner Appsbroker showed that the same was true for calculating derivatives risk in STAC-A2 on Google Cloud. You can read about how Appsbroker built its record-breaking STAC-A2 compute cluster on Google Cloud in its blog post, or access the STAC Report directly. Here are the highlights:

Compared to all other publicly reported solutions, this solution, based on a cluster of 10 virtual machines, had:

  • The highest throughput (STAC-A2.β2.HPORTFOLIO.SPEED)
  • The fastest cold time in the large problem size (STAC-A2.β2.GREEKS.10-100k-1260.TIME.COLD)

Compared to a solution involving an 8-node, on-premises cluster (SUT ID INTC181012), this 10-node, cloud-based solution:

  • Had 5 times the maximum paths (STAC-A2.β2.GREEKS.MAX_PATHS)
  • Had 10% greater throughput (STAC-A2.β2.HPORTFOLIO.SPEED)
  • Was 18% faster in cold runs of the large problem size (STAC-A2.β2.GREEKS.10-100k-1260.TIME)
  • Was 9% faster in cold runs of the baseline problem size (STAC-A2.β2.GREEKS.TIME.COLD)

Finding market advantages with Google Cloud


Across the investment management industry, every firm is seeking many of the same competitive advantages. However, finding unique opportunities and managing larger and larger data sets is becoming a major strain. Cloud is fundamentally changing how quants tackle the problem while empowering them to manage risk and generate higher returns.

Building on-premises computing clusters with tens or hundreds of thousands of cores and petabytes of storage requires huge up-front investments and lead time measured in months or years. Google Cloud makes the same scale available to its customers, provisioned on demand and paid per use. More importantly, the elasticity of cloud resources enables agility that is simply not available in a fixed data center cluster – the agility to explore, experiment, iterate, and respond to markets faster than before.

Scaling out to tens of thousands of cores in minutes and then removing the resources immediately not only changes the speed at which questions can be answered; it encourages different and more frequent questions, asked simultaneously on many independent clusters, free from the constraints of fixed on-premises hardware.

It is this flexibility and power that enables financial services firms to leverage larger data sets and get results, backtest, research, and analyze large amounts of data, faster and whenever they need it.

Download our whitepaper to learn more about our latest STAC-M3 tick history analytics benchmark results and how to optimize cloud infrastructure for high-speed market data analysis.

Trend Analysis

APAC’s Retail Digital Pulse by Google Cloud and IDC Retail Index

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In the post COVID-19 pandemic world, some retail businesses have aced digital transformation while others are still lagging behind. The Google Cloud commissioned IDC Retail Insights analyzed over 1, 108 retailers across seven nations in the Asia Pacific region and across eight different segments (online, drugstores, speciality shops, convenience stores, department stores, restaurants, supermarkets and hypermarkets/big box stores) to develop Google Cloud Retail Digital Index. The digital maturity was reviewed in five dimensions that define the digital pulse like strategy, people, data, technology and process.

Apart from empowering retail brands to live up to customer expectations, technology is the backbone to back-office operations and still ranks low in the digital pulse. Download the Google-ODC InfoBrief to catch up on the latest, detailed insights on Asia Pacific’s Retail Digital Index along with essential guidance on driving digital transformation, use cases and more!

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Data-first Digitization Helps Leverage the Cloud for Your Mainframe Assets

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What's the future state you want to achieve with your mainframe data? Google Cloud's experts introduced the 'data-first digitization', an approach beyond modernization that helps bring data directly to the cloud instead of modernizing apps!

For many enterprises, the venerable mainframe is home to decades’ worth of data about the company’s customers, processes and operations. And it goes without saying that the business would like access to that mainframe data — to report on it, to analyze it with big data analysis tools, or to use it as the basis of new machine learning and artificial intelligence initiatives.

At Google Cloud, we are eager to work with organizations to help them transform their mainframe assets for the cloud era. Of course, we can help them modernize their mainframe applications by migrating them to the cloud. At the same time, working with partners and customers, we’ve developed another, more lightweight approach that can help them start to leverage the cloud for their mainframe assets much more quickly than performing a full-fledged migration. We call this approach data-first digitization.   

In this rapidly evolving digital ecosystem, it’s imperative to understand the difference between ‘modernization’ and ‘digitization.’ With modernization you start with the current state and look forward, and rely on mainframe application migration approaches such as rehosting (emulation), refactoring (automated code transformation), reengineering — or simply replacing a custom application with a commercial package. With digitization, you start with the future state that you want to achieve, and work back to what is required to get there.

1 data-first digitization.jpg
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This data-first digitization approach includes a mainframe data-first integration framework comprising in-house and partner products and tools to migrate heterogeneous data sources from the mainframe to Google Cloud Storage. Once mainframe data has been copied to Cloud Storage, it can then be integrated and leveraged by Google Cloud tools such as BigQueryAI and machine learning prodcuts  and Smart and Stream analytics platforms. The integration framework covers both bulk batch data transfers and real-time data replication (change data capture).

Data First Overview.jpg
Click to enlarge

Data-first digitization is based on the tenet that ‘applications are transient, data is permanent.’ By bringing data first to Google Cloud instead of traditional ways of modernizing applications (for example, with Gartner’s 7 options to Modernize), this allows organizations to leapfrog to new business models, use cases and innovative ways to serve end customers. For example:

  • Making decisions with smart and stream analytics platforms and AI/ML engines. These tools need data to make decisions. Google is a pioneer in extracting information and value from the raw structured and unstructured data, and this approach opens up mainframe data for use by BigQuery and AI/ML models. 
  • Building new reporting applications. With access to mainframe data, you can use Google cloud products like Looker and Appsheet to build net-new reporting applications, expediting the process of retiring mainframe reporting applications, and accelerating your overall transformation.

In our experience, taking a data-first digitization approach to your mainframe offers a number of benefits:

  1. Faster time-to-business: Because data-first modernization is built on existing products, the implementation cycle is much shorter.
  2. Less capital investment: You spend your time integrating products, not developing applications.
  3. Minimized risk: Data-first integrates with existing, proven and reliable Google Cloud products.
  4. Faster overall mainframe transformation: When you shift your modernization center of gravity from the application to the data, you look at mainframe applications from a business perspective instead of just “keeping the lights on.” As a result, only the most business-critical applications are modernized and many support applications can be decommissioned, accelerating your transformation journey. 

Taking a data-first approach to digitization is still relatively new, but we’re heartened by customers’ early successes. Watch this space for additional insights, reference architectures and technical white papers around data-first. And if you think this approach may be right for you, reach out to mainframe@google.com.


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Custom AI Solutions, Global Delivery Centers and More Resources Dedicated for Customer Success

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To serve its growing network of worldwide customers and many successful use cases, Google Cloud introduces a slew of resources and offerings including Custom AI Solution practice, Global Delivery Centers, expanded executive briefing center and more!

At Google Cloud, our customers are at the forefront of digital transformation—launching entirely new businesses and products built in the cloud, redefining entire industries with data and artificial intelligence, delivering innovative new consumer experiences, or committing to sustainable new ways of doing business.

We’re committed to our customers’ success, and over the past two years we’ve invested significantly in providing ongoing and integrated support through our customer care portfolio, including launching new Premium and Mission Critical Support offerings that allow us to monitor, prevent, and mitigate impacts quickly, while delivering the fastest response times in the industry.

Today, I’m proud to unveil several new resources and offerings for our customers, including a new Custom AI Solutions practice, new Global Delivery Centers, expanded Executive Briefing Centers, and new leaders to help continue to drive our organization forward.

Helping businesses innovate with a new Custom AI Solutions practice

We are investing in services and offerings to help our customers innovate and drive innovative change to business processes, culture, and customer experiences with Google Cloud products and services. Artificial intelligence (AI) and machine learning (ML) technologies are foundational for many such digital transformations, and to help customers create real business value with these technologies, we’re excited to launch a Custom AI offering to address our customers’ most critical innovation needs. 

AI and ML technologies are foundational to digital transformations, yet they are not “one size fits all.” Each customers’ problems and opportunities are unique; a rideshare company will use AI differently than a brick and mortar retailer, or a healthcare company, or an insurance firm. To help organizations deploy AI and ML more effectively, we’re launching a new Custom AI Solutions practice, offering customers custom-built AI and ML solutions built into Vertex AI; access to Google’s engineering expertise; and predictable, subscription-based pricing. 

Our teams are already partnering closely with early customers to build and deploy custom AI solutions. For instance, USAA, the large North American insurer, is using Google Cloud ML to process near-real-time damage estimates based on digital images to create a streamlined operations experience.

Learn more about our Custom AI Solutions practice offering here, and how we work together with our customers here. To get in touch, please contact our sales team.

Launching new Global Delivery Centers

Our drive to digitally transform our customers’ businesses is often manifested through our Global Delivery Centers, which expand our professional consulting and emerging practices capabilities available to customers and partners around the world.

The teams at our Global Delivery Centers help customers get up-and-running on Google Cloud quickly and cost effectively, and consult with customers to rapidly build capacity in areas like data analytics, hybrid and multi-cloud, artificial intelligence, and machine learning. More importantly, they help customers successfully execute projects in support of their most mission-critical business objectives. Critically, these centers also help our global partner ecosystem quickly ramp their Google Cloud practices, and get fast, expert consultation for their customers too.

In 2022, we aim to triple the size of our Global Delivery Center teams in Argentina, Poland, and India. In addition, we’ll invest in building deep Google Cloud talent in Mexico and Portugal, furthering our commitment to the industry’s best expert consultation for customers and partners around the world.

Expanding our Executive Briefing Centers footprint

In addition to our Global Delivery Centers, we’re also pleased to expand our resources and facilities that enable digital and face-to-face meetings and working sessions with our customers. This year, we will launch four new Executive Briefing Centers, located on Google Cloud campuses in London, Paris, Singapore, and Munich. 

These centers provide an opportunity to listen to our customers, share the best of Google Cloud’s solutions, and inspire digital transformation, in conversations facilitated by Google Cloud leadership, engineers, and industry experts. By bringing this experience to our customers in-region we can foster deeper partnerships and develop cloud solutions that meet their requirements for security, privacy, and digital sovereignty without compromising on functionality or innovation. 

Adding new leadership to enable customer success

Finally, I’m excited to welcome two new leaders to Google Cloud on the Customer Experience team, who will help scale our Delivery Centers and deliver exceptional experiences for our customers.

Heading our Global Delivery Center experience is Sunil Rao. Sunil comes to Google Cloud from Accenture, where he spent 18-plus years working with large technology customers across many industry verticals and managed large global teams in Accenture Advanced Technology Center. Sunil will also lead our Technical Onboarding Center, which helps businesses around the world get up to speed with technologies that are critical to understanding customer and business process contexts, and delivering great experiences.

Additionally, Lee Moore is joining Google Cloud to lead Customer Experience in North America. Lee spent nearly 30 years at Accenture in various leadership positions, including services integration for complex problem-solving, product development across a number of industry verticals, and building long-term customer relationships.

You’ll be hearing much more from us in the coming months, as we build out even more powerful and effective cloud-based services and offerings, work with customers to deliver new analytics- and AI-based tools and services, and work with our growing list of partners to help ensure customer success, across the globe.

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VMware Engine’s Exciting New Updates: A Google Cloud Journey

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Discover the exciting new updates and features in Google Cloud's VMware Engine, enhancing your ability to migrate and operate vSphere workloads efficiently in a cloud-first, enterprise-class VMware environment on Google Cloud. Learn more...

IT leaders today are being asked to simultaneously support their company’s infrastructure, find opportunities for growth, and meet their goals with fewer resources and smaller budgets than before. Recently we highlighted three customers who are leveraging Google Cloud VMware Engine to achieve these goals while lowering their TCO and transforming their organization. 

It’s because of these successful customer outcomes that we have been awarded the 2023 VMware Cloud Innovation and SaaS Transformation partner achievement award for delivering solutions that accelerate customers’ digital transformation journey. We’re honored to receive this award and continue to stay focused on delivering tremendous value to our customers.

In the past few months, we’ve also made several updates to Google Cloud VMware Engine. Today’s post provides a recap of the latest milestones that make it easier for you to migrate and run your vSphere workloads in a cloud-first, enterprise-class VMware environment in Google Cloud. 

Back in September 2022, we announced a number of updates including the preview of API/CLI support (which is now available). In February 2023, we also talked about how to use NetApp CVS as datastores for VMware Engine.

Key updates this time around include:

Availability of VMware Engine in DelhiSantiago and Milan regions: This brings the availability of VMware Engine to 17 regions worldwide, each supporting 4 9’s of uptime SLA for clusters 5 or more, serving the needs of our regional and multi-national customers. In addition, we have also added a second zone in the London region.

Filestore datastore support for VMware Engine: Generally Available in all VMware Engine regions, you can use Filestore High Scale and Enterprise tier instances as external NFS datastores for VMware Engine nodes. Filestore is VMware certified as an NFS datastore with VMware Engine. You can size compute and storage capacity independently to meet your workload requirements for your storage-intensive VMs. You can also leverage vSAN for low-latency VM requirements and scale Filestore from TBs to PBs for the capacity hungry VMs. If interested in this feature, please contact your Google account team.

Stretched private clouds: These private clouds stretch across two data zones and a witness zone all within the same Google Cloud region. Stretched private clouds use vSphere and vSAN stretched clusters to provide compute and storage high availability against zone-level failures. This capability is now available in Frankfurt and Sydney regions. Learn more here.

Zerto solution version 9.5u1 support: This recovery solution allows critical infrastructure and application virtual machines (VMs) to be replicated continuously from your on-premises vCenter to your private cloud. Learn more about setting up Zerto here.

Google Cloud Backup and Disaster Recovery (GCBDR): GCBDR is available to protect applications running in VMware Engine, and can be managed within the Google Cloud Console. We recently launched GCBDR under Google Cloud Platform Terms of Service simplifying customers’ purchasing and support experience. 

vTPM support: Google Cloud VMware Engine private clouds now support the addition of a Trusted Platform Module (TPM) 2.0 virtual cryptoprocessor to a virtual machine. You can add vTPMs to VMs by following VMware instructions or upgrading your existing VMs to include a vTPM. You can read more about this in the VMware blog.

This brings us to the end of our updates this time. For the latest updates to the service, please bookmark our release notes.

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Know Your Org’s Carbon Emission Per Workload with Active Assist

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Google Cloud expands the scope of Active Assist portfolio to help reduce the carbon footprint of workloads and achieve sustainability targets. Read the blogpost to understand how the data, intelligence and ML-based solution impact carbon emissions!

Last year, we analyzed the aggregate data from all customers across Google Cloud, and found over 600,000 gross kgCO2e in seemingly idle projects that could be cleaned up or reclaimed — which would have a similar impact to planting almost 10,000 trees1. Today, we’re making it easy for you to identify if any of those idle workloads are yours, with new Active Assist sustainability recommendations.  

Active Assist is a part of Google Cloud’s AIOps solution that uses data, intelligence, and machine learning to reduce cloud complexity and administrative toil. Under the Active Assist portfolio, we have products and tools like Policy IntelligenceNetwork Intelligence CenterPredictive Autoscaler, and a collection of Recommendations for various Google Cloud services — all focused on helping you achieve your operational goals. Today, we are broadening the scope of Active Assist to help you achieve your sustainability targets and reduce the carbon footprint of your workloads.

Supporting sustainability with Active Assist.jpg

The carbon emissions associated with your cloud infrastructure can be a big part of your overall environmental footprint. Choosing to run on Google Cloud is a great first step — we’ve matched the energy used by our data centers with 100% renewable energy since 2017, and are committed to running our operations on carbon-free energy 24/7 by 2030. But once you’re running on Google Cloud, if you want to reduce the gross carbon emissions of your workload you can take action to optimize your usage.

Assessing the gross carbon impact of unattended projects

You can now estimate the gross carbon emissions you’ll save by removing these idle projects with Active Assist Unattended Project Recommender, which provides rich utilization insights for all the projects in your organization, and uses machine learning to identify ones that are idle and most likely unattended. The data points Active Assist surfaces as a part of its utilization insights now include the carbonFootprintDailyKgCO2 field, which allows you to estimate carbon emissions associated with any given project. Recommendations also estimate the impact of removing an idle project in terms of kilograms of CO2 reduced per month. The capability is available via the Recommender APIRecommendation Hub, the Carbon Footprint dashboard, and BigQuery export of recommendations, making it easy for you to integrate with your company’s existing tools and workflows.

Example unattended project in Recommendation Hub.gif
Example unattended project in Recommendation Hub

Introducing the Carbon Sense suite

Increasing the sustainability of digital applications and infrastructure is a priority for 90% of global IT leaders2, and we’ll be continuing to invest across a number of product areas in Google Cloud, including AIOps features like Active Assist’s recommendations, to help you make progress towards your sustainability goals. To make it easy for you to find and consume these new features, we’re bundling our existing and future product work into the Carbon Sense suite — a collection of features that makes it easy to accurately report your carbon emissions, and reduce them. Active Assist joins products like Carbon Footprint, which provides you with the ability to understand and measure the gross carbon emissions of your Google Cloud usage, and our low-carbon signals, which help users choose cleaner regions to run their workloads, in the Carbon Sense suite. Stay tuned for more updates on Carbon Sense in the coming months.

Getting started with sustainability recommendations

To get started with Active Assist sustainability recommendations, check the Carbon Footprint dashboard and Recommendation Hub to review projects that may be idle and assess the carbon emissions associated with them. See recommendations in Google Cloud Console.

To view the recommendations, you will need IAM permissions for Unattended Project Recommender itself and permissions to view resources in a given organization.

You can also automatically export the recommendations from your Organization to BigQuery and then investigate any idle projects with DataStudio or Looker. Or, you can use Connected Sheets to use Google Workspace Sheets to interact with the data stored in BigQuery without having to write SQL queries.

As with any other Recommender, you can choose to opt out of data processing for your organization or your projects at any time by disabling the appropriate data groups in the Transparency & Control tab under Privacy & Security settings.

We hope you use Unattended Project Recommender to reduce the carbon footprint associated with your idle cloud resources, and can’t wait to hear your feedback and thoughts about this feature! Please feel free to reach us at active-assist-feedback@google.com. We also invite you to sign up for our Active Assist Trusted Tester Group if you would like to get early access to new features as they are developed.


1. https://www.epa.gov/energy/greenhouse-gas-equivalencies-calculator

2. https://inthecloud.withgoogle.com/it-leaders-research-21/sustainability-dl-cd.html

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