Algorithmica History Server (AHS)
ARMS Market Risk
ARMS Counterparty Credit Risk
Quantlab is a comprehensive new software environment where financial analysts and traders can build, simulate and visualize different analysis and trading scenarios. Complex calculations involving multiple fixed income term structures and a multitude of time series data are quickly performed using the built-in expression language and the powerful real-time evaluation engine. The resulting data may be presented in a view, such as a graph or a table, and can also be exported into an external application (e.g. Microsoft Excel).
Quantlab is available in two versions, a Developer edition and a User edition. The Developer edition is the more complex application, which the analyst uses for constructing trading strategies and other types of analysis. Traders, sales staff and brokers use the Quantlab User edition to review and examine the analysis available within a workspace. They may for example change the financial yield curves or instruments involved in the analysis or choose to look at a specific historical time segment of interest.
The built-in expression language is highly versatile, and the end-user is free to extend it using the innovative library functionality. A powerful visual expression editor aids in the creation of complex expressions and instant help is available for all functions and objects. Expressions are easily attached to different views using the workspace manager, and a view may contain an unlimited amount of expressions. For the advanced user there is a C++ API available, exposing the full capability of Quantlab, thus creating a truly open and extensible environment.
Link to Quantlab tutorials channel on Youtube
Quantlab 3.0 and Qlang 3.0 examples
Read also about the Quantlab Batch Server system
download product information: [PDF]
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