As of today, Quantlab functions and classes can be run from Python. Function libraries such as the instrument pricing and curve fitting modules can be run as well as real-time access to Bloomberg and Reuters. Python will load Quantlab's instrument definition repository into memory in the same way as a...

Phase one and two of the new initial margin rules for non-cleared derivatives transactions has been finalised and the global players are live. Now that phase three, encompassing mainly regional banks, is knocking on the door, September 2018 is very close indeed. When also phase four and five targeting buy-side...

For an overview presentation and a sneak-peek into the application suite itself, please view the attached pdf document or go to the youtube video home of ARMS application tutorials.[Link to pdf] and [Link to video] As Basel and EU are not yet on the same page as to how the...

Cumulative ARMS release notes from ver 3.3.1 to 3.3.7. The ARMS R&D department continues to deliver high quality performance enhancements and new features to the growing risk management platform. With this release, ARMS is shipped with many features that will make the users much more productive in their daily work. This...

In response to client demand for quality fund information such as costs, fees and other charges, the AHS now handles fund information from Morningstar and RegXChange. In further news, a complete integration with the ESMA FIRDS database is now complete. An updated database design and new front-end parser now cater...

We are very pleased to be included in some of the recent research coming out of the Stockholm School of Economics. "The Stockholm School of Economics and PA Consulting present The Next wave of Fintech, a sequel to the 2015 Stockholm Fintech Report, focusing on the new InsurTech and RegTech...

We are pleased to note that our filing for "continued use and incontestability" has been accepted by the USPTO. Quantlab is now trademark protected in the US for "computer software for financial and scientific programming, analysis and trading". This complements our already granted European trademark and strengthens the global presence...

In response to regulatory demands on market participants to integrate with the service-bureau ANNA-DSB for generating ISIN codes for OTC derivatives, we are pleased to announce that the Algorithmica History Server now is technically compliant with the ANNA-DSB fix interface. On behalf of a customer, we have commenced UAT testing...

The latest release of the Algorithmica History Server (AHS) Suite adds support for new data feeds, as well as the Algorithmica Scoring (ASCO) and Common Review and Edit (CREW) add-in modules for handling advanced financial data cleansing. AHS file loaders for a suite of index providers has been developed. Support...

To finalize a production version of ARMS for the new FRTB capital requirements calculation, a number of core technology components have been developed at the heart of the ARMS platform. Using the new infrastructure, high-performance risk calculations can be done using the standard ARMS risk platform without large upgrade and...