News & Insights

Thank you! Your submission has been received!

Oops! Something went wrong while submitting the form.

A major Nordic bank went live using our index calculation as a service

Algorithmica recently went live with independent index calculations using the Derived Data Services platform.

Algorithmica Risk Management System

Algorithmica and FCG Fonder implement best-of-breed market data and risk system

Algorithmica has signed an agreement with FCG Fonder to implement both its vendor independent market data hub as well as its proven risk platform ARMS.

Algorithmica Risk Management System

LIBOR cessation proofing – for Quantlab and ARMS

Algorithmica is pleased to announce the successful development into future risk-free-rates (RFR) regime for its products Quantlab and ARMS.

Value-at-risk model performance during covid-19

We investigate three different Value-at-Risk models and their performance during the last year, including the Covid-19 turmoil.

Heston library added to Quantlab

The Heston model has been around for a good 25+ years. Why would we add a this model to our library now?

Algorithmica becomes part of FCG Group

Algorithmica Research AB (“Algorithmica”), a software technology provider of risk management and quantitative financial analytical solutions.

Algorithmica Risk Management System

Successful FRTB implementation at leading Nordic investment bank

As the deadline for reporting of SA-FRTB is nearing, Algorithmica is pleased to announce yet another successful implementation project

Algorithmica Risk Management System

SEB selects IRRBB solution from Algorithmica

SEB has selected an IRRBB risk and planning solution from Algorithmica Research for its regulatory and internal IRRBB risk control needs.

Build RESTful API back-ends using Quantlab

With the release of the http/https protocol support in Qlang, a server component is just as easy to build as any Quantlab workspace.