Blog

With 2018 winding down, I wanted to take the opportunity to look back on the FINCAD blogs that were the most popular over the past year. During 2018, we covered a multitude of important issues in the derivatives risk management space. From topics around best practices in curve-building to programming with Python and preparing for the fast-approaching Libor benchmark phase out –we try to keep our

In mid-November, FINCAD held a Python breakfast briefing in London. The event brought together top quants, developers, technology leaders, traders, risk managers, portfolio managers and other finance professionals to discuss the various ways Python is being applied to valuation and risk modelling. Attendees heard from Kees Bouwman and Roger Lord, both from Cardano, a consultancy and asset manager

The way that computer processors have improved historically has been pretty direct and easy to measure. Clock speed, measured in cycles per second or Hertz (Hz) has been increasing over the years, ever since Gordon Moore’s famous observation in 1965. Over the past few decades, you saw the clock speed, of your personal hardware steadily increase every time you upgraded. Your newly purchased system

Earlier this month I had the pleasure of presenting at HFMWeek’s exclusive Python knowledge-sharing and networking event. Held at the National, a New York City landmark, the event brought together CTOs, CROs, and quants from the world’s leading hedge funds, banks, and asset managers. Discussions revolved around how these firms are using Python within their businesses. Plus I gave a presentation on

Python is quickly becoming the programming tool of choice amongst quants and financial technologists. And it’s not difficult to imagine why. Python is so versatile and easy to use, that even those with little to no programming knowledge can follow the logic. Users can write code faster and with fewer errors compared to other languages. Additionally, the simplicity of Python helps to link data