Use case highlight: Hedgefunds
In today’s fast-paced financial markets, analyzing patterns and calibrating algorithmic models is critical to making informed investment decisions. However, this requires hedgefunds having sufficient IT capacity to read, process, and store normalized data when dealing with over 100 ticks per second.
Quantlab provides this capacity, allowing hedgefund managers to make informed decisions based on accurate insights. Quantlab also offers fast and efficient what-if simulations that propagate all the way to the top level of the hierarchical tree structure, enabling hedgefund managers to modify transactions, risk factors, and market data to simulate a wide range of scenarios. This feature is particularly useful for hedgefunds that need to analyze the impact of changes at all levels of their portfolio.
Learn more about Quantlab and our offer here