Zeliade Quant Framework (“ZQF”) is a complete and open analytics framework for Quant/IT teams:
It can be used out of the box from Excel, or Resolver One™ to calibrate, price and risk analyze portfolios of complex derivatives on 5 markets (Equity, Foreign exchange, Credit, Inflation, Interest rates).
bundled with powerful dedicated .NET components, ZQF integrates seamlessly with in-house databases, as well as with external data providers (Bloomberg, Reuters, Markit,...) and grid-computing networks.
Open and transparent,
ZQF is provided with a thorough documentation as well as the source code of its product, models’, pricing and calibration algorithms.
Designed to be extended in-house,
it clarifies and structures the development process of Quant/IT teams. Time-to-result is drastically reduced by making use of its various modules and by focusing on the core product and model development.
as a .NET-native library, new products can be added on the fly in the Python language without the need of re-compiling the library.
Zeliade Quant Framework is designed to be used by Traders, Risk Management and Model Validation Quants. ZQF is the ideal choice for Quantitative Risk departments, Model Validation Teams, new Front Quant/IT teams, or desks looking for a .NET-native analytics library with scripting facilities.