Our Focus

Software is eating the world, and these are the building blocks of the new software.

We work exclusively on AWS and no other Cloud Service Provider. Our deep AWS platform expertise translates into well-architected solutions optimized for security, cost, availability, and rapid-time to market. We build solutions that perform well, but also increase the tempo of work within your organization. We reduce friction, automate, and design in such as way as to make your business work better.





Services

Data
Transformation
Innovation

Bronze Drum market data solutions

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⇒Introducing Bronze Drum Data Spigot™ for Bloomberg Data License®

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?

On-boarding sets the stage for agility, rapid time to market, and cost efficiency. Our approach ensures you have core governance, management, logging, and efficient role based privileges. Our templates enable us to provision the base level configuration and spend out time working with you to customize your AWS environment.

Let’s get started!

Resident Architect Service

One of the proven best practices for successful technology transformation is to bring in a resident architect.

A resident architect leads discussions, answers question, brings in guest speakers, reviews solution designs, and even assists you with planning training and assessing hiring needs.

Bottom line, nothing gets you on track faster than the ad hoc conversations with  our resident architects.

An expert on site sparks ideas, which leads to initiatives. Soon the organization is bustling with activity. The resident architect works on-site at your offices from two days per week for a minimum of  three months.

Budget:$30,000 per month

Standard Resident Architect service cost begins at $30,000.00 per month for a three month term. Let’s Get Started

*Note: For specialists in derivatives, devops, please budget additional funds. 


We specialize in building not just the Data Lake, but also to automate the work of data scientists. From code to 1000-node cluster, we enable you and your team to focus on business results. 

Let’s get started!

Serverless Data Lake on AWS by Bronze Drum Consulting

Serverless Data Lake on AWS by Bronze Drum Consulting

Application Services

      Serverless Derivatives Pricing by Bronze Drum Consulting

 Serverless Derivatives Pricing FTW!

Scenario

Hedge funds, coin exchanges, corporate finance departments demand real-time insight. AWS Lambda functions execute within milliseconds and automatically scale to meet demand. For example, an FOMC meeting results in a change in the overnight rate. This event triggers repricing of instruments, and models. Using Lambda functions this processing happens in parallel, on demand, and at the scale required. Batch processing approaches, while familiar suffer a number of issue, namely capacity, and agility.

Leverage Existing Risk Libraries, Really

Yet today firms few have the resources to rewrite (again) the trusted risk pricing algorithms that guide critical decisions. And meeting the requirements of Mifid Ii, XVA capital requirements means your quants are already busy.

Bronze Drum recognized this challenge. Our proven strategy offers customers several option:

  1. We transform your existing C++ libraries so they can execute as native code powered by the agility, parallel, and 100-millisecond price increment of Lambda functions. C#, Python are welcome.
  2. High performance. The fact is many firms today run code that cannot take advantage of multiple CPUs and CPU cores. We work with you to determine how different libraries and options improve performance.
  3. In some cases we recommend GPU, FPGA architectures. We design and build and test the technology and deliver a solution that best suits your business.
  4. Run long running processes powered by your current market data solution such as derivatives curves, term structures.
  5. Accelerate development and improve quality of insight.
  6. Compete with Advanced Technology.By creating APIs through which to invoke your algorithms , we bring you forward from monolithic application architecture, to a flexible, fast microservices architecture that scales to millions of transactions per second  at microsecond latency.

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

run


Fitted Bond Curve

run


Swap Valuation

run


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.
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