Articles

Automatic Differentiation for the Greeks

The sensitivities of the value of an option to the model parameters, a.k.a. “the Greeks,” are crucial to understanding the risk of an option position, as well as tasks such as model calibration. Outside a […]

Articles

Product Risk Classification

What is the PRC? The product risk classification (PRC) is a risk indicator that is based on quantitative models. It allows us to compare the financial risk of investment products of different kinds and asset […]

News

Julia Seminar for Quants in London

Last week’s Julia in Finance seminar in partnership with the CQF Institute, held in London, was a great success.  More than 370 finance professionals registered online or attended in person. Along with customer and partner […]

News

Julia In Finance Seminar

16 March, 6.00pm – 9.00pm GMT Fitch Learning, 55 Mark Lane, London, EC3R 7NE In partnership with Julia Computing, the CQF Institute invites you to attend this upcoming free seminar. Attend live in London or […]

Articles

Order Book Visualization

Tsachi Galanos of Bookmap describes the firm’s novel solution to Limit Order Book Visualization and analysis Roughly two years ago, we shifted our company’s focus from proprietary trading activity, dealing mainly with HFT algorithms, to […]

Articles

All Change

SciComp Inc has been a major provider of derivatives pricing and risk models for two decades. Dean Tallam discusses the firm’s outlook on technology in the quantitative finance space for 2017 We believe financial service […]

News

Julia Enters Top 50 Programming Languages

  Julia, a numerical computing language, took its place among the top 50 computer programming languages in September 2016, according to the TIOBE Programming Community Index, an index of the world’s most popular programming languages: […]