Next generation grid.
High productivity computing.
Next generation grid computing
How to re-calibrate financial models in real time after a market shock?
Read the paper Download the MATLAB code Think about a situation, where a financial institution has many option positions, each written on a different underlying asset, and there is an unexpected arrival of market-wide news that shakes the markets. Reliable...
How to speed up the generation of portfolios in R?
Watch a 1-minutes intro on YouTube QuantBros.com has published a tutorial where Dakota Wixom from QuantBros shows how to generate random portfolios in R programming language on a large scale. Watch the full QuantBros.com tutorial on YouTube. In the...More news