MiFID II

Investment Management Firm Goes Live with Quantifi as its Core Enterprise Risk Platform

Monday, July 2, 2018

Quantifi, a provider of risk, analytics and trading solutions, today announced that a rapidly growing investment manager, based in New York City, has gone live with Quantifi as its core enterprise risk platform. Formed in 2016, the fund seeks to provide positive absolute returns while preserving capital in all market environments. The fund’s investment portfolio is focused on bonds, CDS, loans and stocks. read more

Quantifi Wins Best Risk Management Solution HFM US Hedge Fund Technology Awards

Wednesday, February 28, 2018

Quantifi has been named ‘Best Risk Management Solution’ in the HFM US Hedge Fund Technology Awards. These awards recognise technology providers, serving the hedge fund sector, that have demonstrated exceptional customer service and innovative product development over the past 12 months. read more

Managing Liquidity Risk – Industry Perspectives

Thursday, August 10, 2017

This Q+A is taken from a webinar recently hosted by Quantifi, OTC Partners and BlackRock. The participants shared their perspectives on the importance of liquidity in the functioning of financial markets and the increasing regulatory pressures on buy side firms to ensure strong liquidity risk management practices are being carried out. Read More

Vectorisation: The Rise of Parallelism

Thursday, July 13, 2017

by Quantifi & Intel

New challenges in the financial markets driven by changes in market structure and regulations and accounting rules like Basel III, EMIR, Dodd Frank, MiFID II, Solvency II, IFRS 13, IRFS 9, and FRTB have increased demand for higher performance risk and analytics. Problems like XVA require orders of magnitude more calculations for accurate results. This demand for higher performance has put a focus on how to get the most out of the latest generation of hardware. Vectorisation is a key tool for dramatically improving the performance of code running on modern CPUs. Vectorisation is the process of converting an algorithm from operating on a single value at a time to operating on a set of values at one time. Modern CPUs provide direct support for vector operations where a single instruction is applied to multiple data (SIMD).

Vectorization, Part 3: Applying Vectorization to CVA Aggregation

Monday, July 10, 2017

As noted, the Finance domain provides many good candidates for vectorization. A particularly good example is the aggregation of Credit Value Adjustment (CVA) and other measures of counterparty risk. The most common general purpose approach to calculation of CVA is based on a Monte-Carlo simulation of the distribution of forward values for all derivative trades with a counterparty. The evolution of market prices over a series of forward dates is simulated, then the value of each derivative trade is calculated at that forward date using the simulated market prices. Read More

Vectorization, Part 2: Why and What?

Thursday, June 22, 2017

This is the second in a series of blogs on Vectorization, which is a key tool for dramatically improving the performance of code running on modern CPUs. Vectorization is the process of converting an algorithm from operating on a single value at a time to operating on a set of values at one time. Modern CPUs provide direct support for vector operations where a single instruction is applied to multiple data (SIMD). Read More

Vectorization, Part 1: The Rise of Parallelism

Thursday, June 15, 2017

New challenges in the financial markets driven by changes in market structure and regulations and accounting rules like Basel III, EMIR, Dodd Frank, MiFID II, Solvency II, IFRS 13, IRFS 9, and FRTB have increased demand for higher performance risk and analytics. Problems like XVA require orders of magnitude more calculations for accurate results. This demand for higher performance has put a focus on how to get the most out of the latest generation of hardware. Read More

Quantifi Recognised as Best Risk and Technology Firm in the Insurance Investment Exchange Awards 2017

Wednesday, April 5, 2017

Quantifi has been awarded ‘Best Risk and Technology Firm’ in the Insurance Investment Exchange Awards 2017.  The awards were judged by senior individuals from leading firms from across the industry including Alliance Bernstein, Aviva Investors and Friends Life.  Quantifi received the award in recognition of its value-add, responsiveness to client needs, reliability, speed of implementation, and top quality support. read more

Technology Trends in Asset Management

Thursday, December 15, 2016

The financial services industry is unquestionably in the midst of a high-change, one that has the potential to radically  re-shape  the industry in the coming years.  The current changes feel disruptive because they are coming in a range of forms all at once. Read More