INVESTMENT STRATEGIES
Cross-Asset
Support
Comprehensive cross-asset coverage and advanced models trusted by 5 of the 6 top global investment banks.
Multi-Asset Coverage
Coverage for any investment strategy
Gain valuable insights and improve your strategies with market-aligned analytics. From vanilla options to complex derivatives, our cross-asset library boasts the most advanced pricing and risk models available in the market, giving you an edge with accurate results.
Trade across multiple investment strategies
Multi-asset support including complex payoffs & hybrids
Unrivalled fixed income and credit product coverage
Asset Classes
A unified platform for all your strategies
Credit
Vanilla and structured products – including bonds, CDS, credit indices, CDS/index options, credit linked notes, index and bespoke CDO tranches & ABS products.
Fixed Income
Comprehensive bond coverage, over 40 price, risk & relative value metrics, sophisticated interest rate curve construction & pricing illiquid instruments.
Equities
Stocks, indices, futures & options, exchange traded options: American, European, Bermudan, exotic options: barrier, digital, touch, lookback, basket, cliquet & forward starting.
Inflation
Inflation linked bonds, swaps and derivatives including TIPS, YearOnYear Swaps, Zero Coupon Swaps, Options, LPI trades, RPI trades, Caps & Floors.
Rates
Swaps: IR, XCCY, CMT, CMS, Basis. Futures: STIR, OIS. Options: IR Swaptions, CMS spread, Caps/Floors, Digitals, Funding Loan, FRAs & Callable Swaps.
FX
FX spot, forwards, FX non-deliverable FX forwards, FX swaps, options, FX barrier options, FX touch options & FX forward options.
Commodities
Inflation linked bonds, swaps and derivatives including TIPS, YearOnYear Swaps, Zero Coupon Swaps, Options, LPI trades, RPI trades, Caps & Floors
Loans
Loans (Syndicated, whole, term, revolver), Loan CDS, Loan Credit Indices, Cash & Synthetic CLOs.
Hybrids
Rate/ Equity Index Options, FX/ Rate/ Credit/Equity hybrids with scripted payoff & generic spread options.
Advanced models
One platform for all your strategies
Run new strategies and find new sources of alpha with the flexibility to trade any asset class you want. Quantifi’s integrated cross-asset library generates results matching top-tier banks.
CLIENT STORIES
Delivering excellence
“We have been impressed with Quantifi’s ability to remain at the cutting edge of pricing complex securities and building out scalable, easy to integrate technology."
Sukho Lee, Executive Director, Structured Credit Trading
“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."
Mizuho Americas
"We wanted a solution with advanced modelling techniques and a flexible, scalable framework. Quantifi’s market-leading credit analytics and open architecture made it the best choice for our fund.”
Michael Phelps, CIO
“We wanted a more powerful set of models and analytics. Our decision to work with Quantifi was driven by its strong track record and ease of use of the solution.”
David Benamou, Chief Investment Officer
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insights
Innovative thinking
Taking an investment bank from zero to live in 8 months
Raise your expectations of what is possible. Our collaborative, client-centric business model puts you in control.
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CVA Swap: An Innovative Approach to Hedging CVA
The CVA swap market is predicted to play a key role in financial markets in the imminent future. While significant risk transfer and capital relief trade transactions have become established practices, CVA swaps have only recently entered the trading arena.
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