Quantlab

Together with a leading financial consulting firm, Algorithmica partnered to deliver an independent buy-out valuation for a portfolio of currency interest rate swaps held by a Nordic mid-sized mortgage bank. In the current market there are many choices of both market data as well as modeling to make. In this...

Stockholm, 15th January 2014. Algorithmica Research AB and FCG – The Financial Compliance Group AB are pleased to announce that FCG’s risk and compliance services offering will be based on Algorithmica’s ARMS and Quantlab system platform for financial analytics, market risk and compliance reporting. The system set-up will also include...

Millistream is a provider of market data specialized in feed and web solutions. Through its modern and unique architecture, the Millistream platform produces excellent services in terms of speed, accuracy and flexibility. Millistream's objective is to be a leading Nordic provider of market data. Outstanding technology combined with deep market...

London, 4th April 2011. Algorithmica Research AB and Arcontech PLC are pleased to announce that bi-directional connectivity between Quantlab and CityVision has been completed and has been made available to the marketplace. The collaborative initiative allows Quantlab to subscribe to real-time data from CityVision sources, including internal contributors and pricing...

Algorithmica today released an extended swap library for Quantlab with support for a wide range of swap types. Extended swap features include:- sinking funds- averaging/compounding- reset-in-arrears, reset-in-advance- fee schedules- various types of amortization- ois swaps- leveraged and reversed swaps- cross currency swaps- zero and reverse zero swaps- formula based generation...