In today’s fast-paced financial markets, analysing patterns and calibrating algorithmic models is critical to making informed investment decisions. However, this requires hedge funds to have sufficient IT capacity to read, process, and store normalised data when dealing with over 100 ticks per second
Quantlab provides this capacity, allowing hedge fund managers to make informed decisions based on accurate insights. Quantlab also offers fast and efficient what-if simulations that propagate all the way to the top level of the hierarchical tree structure, enabling hedge fund managers to modify transactions, risk factors, and market data to simulate a wide range of scenarios. This feature is particularly useful for hedge funds that need to analyse the impact of changes at all levels of their portfolio.
Learn more about Quantlab and our offer here