Email Contact Phone Company Visit Website

Stockholm Office

Drottninggatan 25




Robert Thoren
[email protected]


Quantlab is a quantitative software environment where professionals can build, simulate and visualize pricing and trading scenarios. Complex calculations are performed on real-time and historical data using the built-in expression language and the powerful real-time evaluation engine. Now ver. 3.0

Algorithmica History Server (High Frequency Data)

A high performance real-time data capture server. Build-it filtering and quality assurance. Out-of-the-box connections to Reuters, Bloomberg, Datastream, Markit, Six etc. Run on standard Windows Servers. Storage back-end connectivity to MS SQL server, Oracle, Sybase, Fame, flat file etc. +4684404400

Algorithmica History Server (File Handler)

Enterprise wide financial data management. Programmable front-end file handling with Bloomberg Data Licence, Reuters Datascope, Markit XML file formats out-of-the-box. Web user interface for data filtering and scrubbing for market-, static-, corporate action data. Calculate & distribute with QLB.

ARMS (in Quantlab)

Arms (Algorithmica Risk Management System) is a programmable Value-at-risk and stress-test engine implemented on the Quantlab platform. It opens for inhouse additions to the available product range as well as complete flexibility on risk factor set, including vol surfaces. Call +4684404400

Quantlab Server (Batch and Realtime)

Need to centralize and monitor calculations and internal distribution of financial data? Quantlab Server is an analytics calculation and distribution center connecting using interfaces such as ODBC, ftp, .NET webservices, email, XML etc. Montoring and admin in Web UI. Inhouse dev in Quantlab or C++.