24 July 2017
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Zeliade Quant Framework (ZQF) is a complete and open analytics framework for Quant/IT teams:

Fully functional, 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).

Integration champion, 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.

Fully scriptable, 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.


ZQF is available in 3 versions:
ZQF Basic, which contains the library and its Excel front-end
ZQF Grid: ZQF Basic packaged with a powerful, cost-effective distributed computing technology, in partnership with Digipede Technologies
ZQF Pro: ZQF Grid packaged with a powerful advanced spreadsheet application, in which cells can contain any kind of object, that uses a powerful programming language (Iron Python), and has web editable features, in partnership with Resolver Systems
Client Testimonials :
Head of Quants, Risk Department, Large Bank
“ZQF is the only framework I could find on the market that could help my team get up to speed right away thanks to its library of products and models, be very productive in our work and also provide us with the option of easily moving our work to a production level. This was key in our decision, as was the availability of the source code.”
Key features
Native .NET analytics library for derivatives
Cross market coverage
Transparent and open: thorough documentation + source code for product, model, pricing and calibration algorithms
Excel front-end
Easy integration with in-house databases and major market data feeds
Embedded grid computing
Advanced spreadsheet scripting with complete code/grid integration
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