eigen.systems

model.bricks

eigen.systems presents model.bricks, a parallel financial analytics tooklit designed from scratch to extract the highest performance offered by modern CPUs, and a path to even greater performance as parallel computing becomes more prevalent.

model.bricks is the analytics framework that provides valuation and risk measurement within Red.Shift, our risk management application – like a number of core Red.Shift components, it can be used independently outside of the Red.Shift framework.

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risk.foundry:

powerful tools for better understanding of risk. going beyond the limitations of models and designing meaningful scenarios, risk.foundry constructs risk measures to reflect realistic co-movement of model inputs both with each other and with non-inputs. ( for example, sensitivity of a CDS portfolio to oil price.)

risk.foundry's agility in risk analysis allows for scenarios and risk factors that are neither static nor rigid. no long waits for software releases, you design risk scenarios when you need them, the way you want.

risk.foundry also helps to decompose and understand the structure of portfolio risk - going beyond classical slice-and-dice, making large sets of risk numbers more meaningful using principal components and other transformations that yield insight.

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eigen.spaces

eigen.spaces is a C++ concurrency toolkit utilizing Intel's Thread Building Blocks and low latency network protocols, aimed at easy and economic deployment of serial, thread-safe analytics. In addition to concurrency components, eigen.spaces provides building blocks for adaptive load management and fail-safe operation.

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