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 …

JD Power Next Gen Auto Finance Analytics

Brian McCallion Case Study, Financial Markets

JD Power needed a global platform that could scale elastically to billions of rows, yet serve data with the low latency required to power …

Fidelity Life Associates Next Generation Platform

Brian McCallion Case Study, Financial Markets

Building on AWS Bronze Drum and Fidelity Life Associates enabled rapid provisioning of the application, storage, and high availability technology both in North America, and in other regions.

Extending C++ Quant Libraries to AWS

Brian McCallion Amazon Web Services, Financial Markets, Lambda 1 Comment

In December we ported 955K lines of QuantLib C++ code to asm.js. This positions us to provide unique services around hedge fund and Financial markets applications and more. This technology unchains a wealth of quantitative Functions.
Customers demand compelling financial markets tools solutions for Amazon Web Services and we’re here to deliver.

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Fintech Practitioner Conversations Guest Stephane Dubois Founder and CEO of Xignite

Brian McCallion Big Data, Cloud Computing, Financial Markets 0 Comments