SOLUTIONS

Comprehensive

Analytics Library

An extensive open library of market tested & validated pricing models, built on modern technology and trusted by 5 of the 6 top global investment banks.

MARKET-LEADING MODELS

Trusted By Tier 1 Banks

Quantifi provides the fastest, most accurate and comprehensive library of pricing and risk models available. By combining advanced analytics with the latest technology, Quantifi is at the forefront of helping firms optimise their risk exposures, improve performance, and accelerate growth. Support for all the latest market innovations including OIS discounting, Alternative Reference Rates and XVA is provided in an intuitive, uniquely extendible framework. Our suite of market validated models incorporate industry best-practice with leading research to provide timely, accurate, and independent valuation for a comprehensive range of cash and derivative financial products.

Delivered in XL, Python, Matlab & APIs supporting C#, C++, Java, R

Market validated independent models

Modern technology delivering ground-breaking performance

KEY FEATURES

This Is How We Do It

 

Cross-Asset Support

Full Cross-Asset Support

Advanced models covering fixed income, rates, FX, credit, equities & commodities). Trusted by 5 of the 6 top global investment banks.

Fast

Optimised for high-frequency strategies

Built on the latest technology and advanced numerical methods, Quantifi delivers high-performance with multi-threaded, vectorized analytics.
Easy to use

Easy to use

Even our most complex models are intuitive and easy to use, with a clear separation between models, numerical methods, data and business logic.

Highly Scalable

Highly Scalable

Thread safe and based on multi-core TBB™ and integrated GRID technology, Quantifi can scale horizontally & vertically.

Built for Data Science

Data Science-Enabled

Next-generation APIs integrate seamlessly with open-source data science and machine learning tools.
Exceptional Support

Exceptional Support

Support provided by experienced quantitative and technology professionals and over 15,000 pages of documentation.

Quantifi was selected by Mizuho Americas for its responsive service and extensive model library to help supplement its in-house technology, along with the depth of its equity analytics and flexibility of its technology.

Let's Talk!

Speak with one of our solution experts

FEATURED VIDEO

Accurate valuations for fixed income & derivatives 

Derivatives valuations can be resource-intensive and complex. Quantifi gives you accurate, timely valuations, as well as the performance and flexibility to build operational efficiency.

CLIENT STORY

Since implementing Quantifi, the client has been able to grow and scale its business. The client was initially valuing in the region of 50,000 securities a day using Quantifi. This has now increased to over 1.1M securities daily. With access to a range of Quantifi models, the client plans to broaden its instrument coverage and on-board securities in 13 additional currencies.

insights

Navigate major trends & developments shaping the industry

Client Stories

Selwood Asset Management Selects Quantifi’s Single Integrated Portfolio Management System

"Quantifi is the core of our infrastructure and is implemented across our front, middle and back office for intra-day pricing, pre-trade analytics, stress testing and intra-day and end-of-day risk runs."

Blog

What are the Requirements for Advanced Credit Analytics?

Credit trading is changing - does your firm have the data, analytics and technology required to take advantage of this new environment?

Videos

Data Science Enabled Portfolio Management Solution

Quantifi's data science platform provides clients with the ability to do complex data analysis and flexible reporting using Python, Jupyter Notebooks and other popular data science tools. Integrated with Quantifi’s proven portfolio management solution, users benefit from complex client-driven analysis, strategy back-testing, ad-hoc portfolio what-if analysis - all using mixed data sets from diverse sources.

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