Algorithmica and FCG Fonder implement best-of-breed market data and risk system

Algorithmica has signed an agreement with FCG Fonder to implement both its vendor independent market data hub as well as its proven risk platform ARMS.

2021-05-31 News

LIBOR cessation proofing – for Quantlab and ARMS

Algorithmica is pleased to announce the successful development into future risk-free-rates (RFR) regime for its products Quantlab and ARMS.

2021-05-24 News

Successful FRTB implementation at leading Nordic investment bank

As the deadline for reporting of SA-FRTB is nearing, Algorithmica is pleased to announce yet another successful implementation project of its multi-functional risk management platform ARMS, and more specifically the SA-FRTB set of sensitivity and aggregation metrics needed for the trading book positions.

2021-05-20 News

Value-at-risk model performance during covid-19

We investigate three different Value-at-Risk models and their performance during the last year, including the Covid-19 turmoil.

2020-12-15 News

Heston library added to Quantlab

The Heston model has been around for a good 25+ years.  Why would we add a this model to our library now? In recent time there has been some ground breaking research into numerical stability when calibrating models such as the Heston. We have chosen to implement a number of those recent advances and are very pleased with the results.  

2020-12-11 News

Algorithmica becomes part of FCG Group

Financial software provider Algorithmica Research AB to join FCG Group – the Nordic Governance, Risk & Compliance leader.

2020-06-03 News

Categories

Labels

Archive