News & Insights

Phase one and two of the new initial margin rules for non-cleared derivatives transactions has been finalised and the global players are live.

This Master thesis investigates the use of Artificial Neural Networks (ANNs)for calculating present values, Value-at-Risk and Expected Shortfall of options

As Basel and EU are not yet on the same page as to how the technical details should look, we concurrently have two working versions of our standard model, the Basel QIS version and the EU regulation version.

The ARMS R&D department continues to deliver high quality performance enhancements and new features to the growing risk management platform.

In response to client demand for quality fund information such as costs, fees and other charges, the AHS now handles fund information from Morningstar and RegXChange.

We are very pleased to be included in some of the recent research coming out of the Stockholm School of Economics.

We are pleased to note that our filing for “continued use and incontestability” has been accepted by the USPTO.

In response to regulatory demands on market participants to integrate with the service-bureau ANNA-DSB for generating ISIN codes for OTC derivatives, we are pleased to announce that the Algorithmica History Server now is technically compliant with the ANNA-DSB fix interface.

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.