Quantifi and Intel have published a joint whitepaper that explores how artificial intelligence (AI) can be used to accelerate derivatives valuations by 700x. Intel and Quantifi have demonstrated that accurate, real-time pricing for a portfolio of derivatives can be generated locally or in the cloud using AI technology running on 3rd Generation Intel® Xeon® Scalable processors. read more
Quantifi and Intel have published a joint whitepaper that explores how artificial intelligence (AI) can be used to accelerate derivatives valuations by 700x. Intel and Quantifi have demonstrated that accurate, real-time pricing for a portfolio of derivatives can be generated locally or in the cloud using AI technology running on 3rd Generation Intel® Xeon® Scalable processors. Read More
Quantifi has won Best Pricing & Analytics: Fixed Income, Currencies and Credit at the Risk.net Markets Technology Awards for the second time. These awards reflect the contribution made by technology providers that support enterprise risk management, credit and operational risk for the listed, OTC derivatives and cash markets. More than 170 entries were received and shortlisted. Winners were selected by a panel of Risk.net editors and senior individuals from leading firms across the industry. read more
LFIS Capital (LFIS) is a leading Paris-based quantitative asset manager. Launched in 2013, LFIS has $11 billion of assets under management for a global client base. LFIS combines investment banking and asset management expertise to deliver innovative cross-asset, cross-instrument alternative, multi-asset and dedicated funds and solutions. LFIS wanted to continue expanding its diversified credit strategy and required a new front-to-back analytics and portfolio management solution able to support this initiative and successfully navigate complex credit markets.
The COVID-19 pandemic has severely affected global markets, causing economic disruption at unprecedented speed and on a hitherto unknown scale. With the spread of the virus accelerating by mid-March 2020, the US economy has been severely impacted and there are understandable concerns about the damage caused to the worldwide economy. A number of small businesses have closed, either temporarily or permanently, and even large and well-known companies have declared bankruptcy. This blog explores the effects of the pandemic on the credit derivatives market and more specifically, how recent bankruptcies affected North American high yield CDS index trading, including CDX.NA.HY indices and the options on them. Read More
In this article, CSI speak to Rohan Douglas, CEO of Quantifi, regarding how Quantifi operates and also engage in discussions around market challenges and developments.
Q: How do you differentiate yourself from your competitors?
A: One differentiating factor is that our technology infrastructure was built from the ground up. Whereas other vendors may offer, for example, add-on scenario analysis functions, we can produce faster results because it has always been an integral part of the risk engine. Equally, our analytics library was built on a .Net platform, so performance has always been a key element of the product. Another differentiator is that we bring on board experienced people from the industry, so we better understand the nature of our clients' needs.