29.09.2016
Refreshed some fitting pics
Uploaded DBK, AAPL pics of volsurface fits today. Aggregated fitting pics in their own folder.
07.09.2016
New Article on Variance Strategies
"Trading realised variance using listed vanillas" recently published - see more and download here
EQF Toolbox
Powered by our library, it delivers the EQF Analytics functionalities for heavy duty processing.
It is both an API and an extendable/customisable set of pre-prepared tools ("apps") for specific tasks,ranging from event reporting, fixing, data feeds and syncs, to pricing, marking, risk reporting, stress and scenarios analysis, PAA, VaR etc
It can be used in three ways:
- calling its functions and apps directly from C#, for maximum flexibility and customisation
- as a CLI executable, e.g. from a scheduler to set up batch processing
- from its own front-end GUI
