Rohan Douglas, CEO, talks about how Quantifi is leveraging Intel to enhance performance. Performance is critical to our clients being able to accurately measure their risks. For example, calculating the counterparty exposure for a mid-size bank’s trades may involve over 25 trillion trade valuations, each of which requires significant computation. 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).
Our clients have been ecstatic with the results we produce. Working with Intel we have been able to provide them with software that generates more accurate results and also reduces their hardware costs and this has a very big impact on their business
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