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The latest release of the Algorithmica History Server (AHS) Suite adds support for new data feeds, as well as the Algorithmica Scoring (ASCO) and Common Review and Edit (CREW) add-in modules for handling advanced financial data cleansing. AHS file loaders for a suite of index providers has been developed. Support...

To finalize a production version of ARMS for the new FRTB capital requirements calculation, a number of core technology components have been developed at the heart of the ARMS platform. Using the new infrastructure, high-performance risk calculations can be done using the standard ARMS risk platform without large upgrade and...

För fjortonde året i rad arrangerar Algorithmica eventet Finanskontakt tillsammans med KTH. Årets Finanskontakt har kvantitativ analys som tema, och från Danske Bank kommer Susanne Perneby som berättar om livet som räntekvantare. Därefter kommer Max Nyström Winsa från Lynx Asset Management för att ge en introduktion till hur trendföljande stategier fungerar....

The service initially targets small to medium size funds and hedge funds that currently do not have sufficient in-house IT resources, and have the need for full-scale risk- and performance calculation capabilities. Algorithmica is establishing a risk service API for the use within other service provider's offerings using the same...

Read about our products in the latest Risk Software Survey here

The insurance company has invested in the combined strengths of having both internal model simulation and standard SCR model in the same platform, running of the same position data. This gives unrivalled flexibility and insights into the drivers of SCR numbers. It also gives ad-hoc possibilities to value positions under...

Read about us in the latest issue of Banking Technology: " ... The technology behind LME Clear was built by Cinnober with assistance from Swedish quant firm Algorithmica Research, which provided guidance on risk management..." Read the article in Banking Technology by Elliott Holley

Large Nordic bank and insurance company go live with ARMS A large conglomerate bank and insurance company recently went live with ARMS for Solvency II internal model and daily risk compliance of asset management mandates. Great efforts have been made to accommodate the massive scale simulations performed for ALM analysis...

Together with a leading financial consulting firm, Algorithmica partnered to deliver an independent buy-out valuation for a portfolio of currency interest rate swaps held by a Nordic mid-sized mortgage bank. In the current market there are many choices of both market data as well as modeling to make. In this...

Stockholm, 15th January 2014. Algorithmica Research AB and FCG – The Financial Compliance Group AB are pleased to announce that FCG’s risk and compliance services offering will be based on Algorithmica’s ARMS and Quantlab system platform for financial analytics, market risk and compliance reporting. The system set-up will also include...