Focus Areas

Automation



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Cloud Scale Analytics and AI




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Quantitative Finance on Amazon Web Services


Swap Valuation Demo


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Resources

How do we acquire and manage Financial Market Data in the Cloud?

  • Data acquisition via APIs
  • Direct Connect and Market Data feeds on AWS
  • Create and buffer custom data streams from “firehose” data feeds
  • How do we ingest and process and aggregate real-time on-premises data streams?
Design and build real-time, event driven solution from diverse sets of customer, public, and subscriber data sets.

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Applications


C++ to Microservices. While much of your code base may be written in C++, did you know it can run on AWS as Serverless Lambda Functions? Learn how we can take a micro services approach to decomposing existing software and enabling parallel execution in the Cloud.

This example runs as an AWS Node.js Lambda function, Python function, or as native C++ code. Our work enables these function to run on any device in any architecture.

Bonds
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Fitted Bond Curve
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Swap Valuation
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For Monte Carlo simulations that drive much of the pricing of instruments, GPU combined with a scale-out architecture creates an undeniable value processing. Process workloads faster, and then tear-down the cluster.
  • Discrete Hedging
    run (~18 seconds)

  • Latent Models
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  • Test FRA Construction
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  • Multi-Dimensional Integrals
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  • Repo
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  • Swap Valuation
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