Parallelizing Large Excel-Based Calculations on HPC Server & Azure

on YouTube ↗01h 02m

" summary

Demonstrates running Excel/VBA Monte Carlo workloads on Windows HPC Server (integrated with Azure) by copying spreadsheets to compute nodes, adding four VBA hooks (HPC initialize, HPC partition, HPC execute, HPC merge), and running headless Excel instances on each node. A real portfolio Monte Carlo goes from ~8.5 hours for 10,000 sims on one box to ~10 minutes on 40 cores; a 4,000-sim demo runs in 3m42s across 20 cores; HPC Pack is free and Excel server licensing is required.

AI-written summary · about

" chapters (10)

1. 0:00Parallel Excel on HPC
2. 10:39What is HPC
3. 17:27Excel on HPC in Azure
4. 21:41Parallel Excel with VBA
5. 30:27Live demo setup
6. 35:25Monte Carlo in parallel
7. 41:12Code walkthrough
8. 51:05Benefits of parallel Excel
9. 57:13Advanced use cases
10. 1:01:16Q&A

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