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Real Time Risk Systems LLC/New York Office Head Office

82 Wall St. Suite 500
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robert navin
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Real Time Risk Systems’ latest deployment targets re-valuation of the entire US equity option market in several seconds

Real Time Risk Systems is proud to announce the successful production deployment of the distributed version of Protozoa, our cutting edge derivatives trading analytics platform. Real Time Risk Systems has partnered with GridGain to provide the distribution middleware required for this new version.

On a single machine, Protozoa is capable of re-valuing a book of thousands of options and other derivatives in seconds on a single machine. This equates to approximately a 1000x performance improvement when measured against other derivative modeling approaches, enabling ad hoc analysis that was previously unavailable in a timely, cost-effective fashion.

Taking advantage of GridGain's in-memory data grid with co-located computations, the algorithmic design of Protozoa now scales horizontally across a cluster of machines to leverage additional computational and memory resources.

"With this new ability to scale Protozoa using distributed computing", observed Rob Navin, CEO of Real Time Risk Systems, "our customers can now value all liquid US equity options in well under a minute on a small grid of several machines. Whether this is used to create new trading strategies, or significantly reduce your infrastructure footprint, distributed Protozoa opens up an entirely new set of opportunities to derivatives traders and risk managers."