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
Complete coverage for any investment strategy
Quantifi provides broad cross-asset functionality across enterprise risk, trading and analytics. At the core of our architecture is the most advanced cross-asset library of pricing and risk models available today. Quantifi’s models are built on the latest technology and deliver accurate results for a wide range of products from vanilla options to complex derivatives. Have the flexibility to enter new markets as Quantifi’s front-to-back platform supports credit, equites, fixed income, rates, inflation, FX, loans, commodities and hybrids. By combining advanced analytics and complete multi-asset coverage, Quantifi can help you optimise your risk exposures, improve performance, and accelerate growth.
Trade across multiple investment strategies
Broad cross-asset support including complex payoffs and hybrids
The most comprehensive product coverage in the market for fixed income & credit
Asset Classes
Covering the products you want to trade
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.
client stories
Why companies choose Quantifi
“Participants in the credit markets from investors to dealers are always looking for solutions that will give them an edge over their competitors. 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
“We required a next-generation multi-asset treasury, front office and risk management system to provide complete risk management, accurate valuations taking into consideration OIS discounting and advanced counterparty risk analytics.”
Bokar Cherif
Head of Funding and Market Operations, Agence Française de Développement
“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.”
Mizuho Americas
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insights
Navigate major trends & developments shaping the industry
Commodity Markets: Managing Risk During Times of Volatility
This paper examines the distinctive challenges in risk management that commodity trading firms face and how they are responding to such risks to endure market disruptions.
A Primer on the Equity Derivatives Market
Over time, the range of pricing models has grown steadily, both as new types of derivatives have been introduced and as weaknesses in previous models have been identified.
Take Advantage of Relative Value Credit Opportunities with Advanced Bond Analytics
This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.
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