FF Quant Advisory

Financial Software

Provide customers with comprehensive, effective and safe solutions and services

Our Core

Original technology support industry standard method

The core comes from FFQ’s original technology (COS method, namely series expansion method) Fourier.

Support industry standard methods also (Monte Carlo simulation method)

Category A

Quantitative risk management software for financial institutions(B2B)

Real-time Calculation of Counterparty Credit Risk

Features:The computational financial algorithms innovated by FFQ is much faster than conventional method in the industry.

Application scenarios: It is suitable for calculating the risks of OTC derivatives transactions, helping traders and risk control managers to calculate risks in real time; solving the pain points of slow conventional algorithms and time-consuming waiting.

Real-time Calculation of Risk-Adjusted Return on Capital (RAROC)

Features:The computational financial algorithms innovated by FFQ is much faster than conventional method in the industry.

Application scenarios:Suitable for risk calculation of commercial banks’ credit asset portfolios; solving the pain points of slow conventional algorithms and time-consuming waiting.

Standard Method and Internal Mold Method for Basel’s New Standard FRTB

The prototype of the Standardized Law strictly follows the Basel regulations.

The prototype of the internal molding method complies with various technical requirements issued by EU regulations.

Categry B

A lightweight and fast tool for individual traders involved in derivatives (such as exchange rate options)around the world (B2C)


Product Features

Low service price and fast calculation speed : mathematically, the commonly used methods in the industry have been greatly optimized and improved. In mathematics. 。

High model quality:based on more than 10 years of industry experiences and world-leading computational finance & derivatives pricing research results.

•Model code base construction; •Cloud deployment;
•User interface design;

 

Under development, expected to be completed by mid-2024

•Connect to real-time trading data;
•Model service for real-time data;

 

Expected to be completed by the end of 2024

•Link static data;
•Limited function free test;

  

Expected to be realized by 2025

Contact Us

 Office Address:

Niasstraat 1, 3531 WR Utrecht, the Netherlands

 Telephone:

(+31) 0633 80 7226

 Email:

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