We have matured experience across all the main asset classes, including stocks, fixed income and structured credit. We cover both cash assets and derivatives, such as swaps, options and credit tranches.
We develop products and solutions based mainly on the Microsoft .NET platform. We have thorough expertise across all tiers, from thick and thin UIs, to push and pull calculation engines.
We can quickly assemble an effective team with all the resources needed to undertake your project: project managers, business analysts and quantitative software developers.
Our consultants hold the highest professional qualifications in the financial and software development industries: Certificate in Quantitative Finance, PRMIA Professional Risk Manager, Microsoft Certified Solution Developer
Quantitative Finance software development
Our mission is to delevop software for quantitative analysis and trading to the higest standards. We have worked for major investment banks and hedge funds and we have developed very innovative and sophisticated solutions in the fields of market analytics, algorithmic trading, hedge optimisation, exotic derivative pricing, risk analysis and regulatory reporting.
Our solutions have been built upon both traditional and innovative quantitative finance methodologies. We have experience in implementing pricing using the Finite Difference Method and with a Monte Carlo simulation based approach, but we have also implemented cutting edge algorithmic trading analytics engines based on advanced dynamic programming techniques.
Although most of our consultants come from a C++ background, we have specialised in the field of Microsoft .NET. In our most recent solutions we have drammatically improved the performance of our implementations by taking advantage of the Task library, the Parallel classes and PLINQ. Although our core programming language is C#, we have often used F# to prototype our models and to encapsulate calculation libraries.