Serverless Derivatives Pricing

Brian McCallion Cloud Computing, Financial Markets 0 Comments

Select from an “in-the-cloud” marketplace of algorithms, or bring your own. Reduce errors by calling services with known stable interfaces. In milliseconds scale from …

Bond Pricing Microservice powered by AWS

Brian McCallion Financial Markets, Lambda, Quant Demo 0 Comments

Bond Pricing Microservice Powered by AWS Fitted Bond Curve Callable Bonds Convertible Bonds

Javascript Swap Valuation

Brian McCallion Financial Markets, Serverless 0 Comments

Swap Valuation Real-time demo prices swaps using using code transcompiled from open source QuantLib risk, simulation to Node.js / ASM.js or WebAssembly

Serverless Capital Markets Data Processing on AWS

Brian McCallion Financial Markets 0 Comments

Back in the early 2000s I remember designing the process and writing the code to create a consolidated bond database for JP Morgan Chase’s …

Quantamentals: Bridging from Financial Services to Big Data

Jason Elizaitis Financial Markets 0 Comments

When we add in the use of data sets and “quantamental” techniques that are increasingly important to remain competitive while investing in single-name equities, …

Assured Guaranty High Performance MatLab Risk Modeling on AWS

Brian McCallion Case Study, Financial Markets

Assured Guaranty insures municipal bonds against default and helps investors to mitigate risk and to provide liquidity to financial markets. In quantitative finance modeling …