Our company

Algorithmica’s team comprises software engineers and former traders, who are experts in quantitative finance and analytics, data management and software development.

Since 1994, we've provided technology and domain expertise to many of Europe’s largest financial institutions. We're also proud sponsors of the next generation of quantitative finance experts and their academic pursuits.

Algorithmica, an Advisense company, has a presence in Stockholm (HQ), Copenhagen, Oslo, London and Frankfurt.

Our purpose

We deliver software solutions that enable our clients to improve trading performance, better manage risk in real-time and reduce costs associated with market data management.  

Our tools for real-time quantitative analysis, enable better pricing, improved risk management of financial transactions and market data handling, including time-series data, static data, and calculated data.

Research & development

85% of our staff are engaged in research and development, with all software development activity carried out in-house at our headquarters in central Stockholm.

Core functionality is always developed and maintained internally to ensure the level of quality and support our clients expect.

We recruit selectively, primarily from leading Swedish and European universities, targeting Master’s and PhD programmes in Physics, Mathematics, and Computer Science.

The story of how we got started on Quantlab

This journey started having discussions with a customer on how to do
quantitative analysis faster, better and bespoke.

January 1999
Initial version – called TSA – Time Series Analyst – featuring a simple expression based language, a financial instrument library, and the ability to plot curves and graphs.
June 2001
Product renamed Quantlab. Still with an interpreted language. Dynamically typed. Three types; string, number, date. With a C/C++ extension API.

The name "Quantlab" is born.

August 2002
COM API for Excel and revamped C++ API.

Integration of instrument library and user interface complete.

April 2003
Quantlab™ receives trademark in the US and Europe 🎉
May 2005
Major version 2.4 released with extended libraries and realtime connections.
June 2008
Release of Quantlab 3.0

Complete separation of user interface and backend code interpreter.

May 2010
Quantlab’s internal realtime feed IQC (Inter Quantlab Comm server) released.
November 2011
Quantlab now has five types; number, date, string, logical, and object. Support for classes and objects. Multi-curve framework released.
October 2012
Quantlab version 3.1.1300 released.

Major release. Qlang now compiles to machine code using inhouse compiler and optimizer. 64-bit support.

January 2018
Quantlab version 3.1.1600 released.

API support for Python language. Multi-threaded debugger. Parallel computing.

October 2019
Quantlab version 3.1.2000 released. New graphical development UI.
October 2022
Quantlab version 3.1.4000 released. Internal compiler and optimizer replaced by LLVM toolchain.
April 2024
🚀 new site launches
Quantlab is launching its new website, offering users the ability to communicate and access documentation that was previously unavailable.

We are also updating our logo.

The story of how we got started on Quantlab

This journey started having discussions with a customer on how to do
quantitative analysis faster, better and bespoke.