News & Insights

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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.

Algorithmica announces new customers

Algorithmica is pleased to announce some new and important customer cases for 2019 and beginning of 2020.

Release of new Code Editor and Debugger

As of Quantlab version 3.1.2042, the code editor and debugger is brand new.

Quantlab release with more Python support

For Python users calling Qlang libraries, a suite of new export functions enable an even richer user experience from Python. Runs using Quantlab version 3.1.2024 and thereafter.

Algorithmica Risk Management System

Major ARMS release – version 3.6

With the 3.6 release of the ARMS platform, the module for Interest Rate Risk in the Banking Book (IRRBB) will be available to current and new clients.