Award-winning Acceleration Solutions for Quantitative Finance

Xcelerit award-winning solutions allow Quantitative Analysts to unlock the performance of their existing financial code with minor programming effort.

Xcelerit has received recognition as a finalist in the Red Herring Europe Top 100 award, the Red Herring Top 100 Global award, and a two-time winner of HPC Wire’s “Best use of High Performance Computing in Financial Services” award.

Xcelerit satisfied customers include the leading firms in investment banking, asset management, and insurance.

Featured Blog Post

Make it Fast – Before you Accelerate It

A Guide to xVA Algorithmic Optimisations – The first and obvious step is to carefully think about possible mathematical optimisations, before starting to put the software framework in place.

Featured White Paper

XVA Calculations in a Nutshell

This white paper gives an overview of the different XVA adjustments, shows how they are typically computed, and outlines where the computational challenges lie.

Featured Tutorial

Fast Greeks – AD Tutorial

In this paper we will zoom on Algorithmic Differentiation as an efficient alternative to compute sensitivities. The approach will be illustrated using a practical example.

I really like Xcelerit – the API is very clean, and the implementation is very elegant. I can see this approach doing very well with the banks who will like this better than the turn-key solutions that most other ISVs develop.

Mike Giles, ProfessorUniversity of Oxford

Xcelerit does exactly what it says on the tin – delivering great performance without the need to worry about the hardware details.

XVA QuantLloyds Banking Group

Xcelerit technology helped us boost a complex credit risk computation. No expert programming skills were required and with only minor changes to our original sequential code we observed a dramatic performance increase.

Credit Risk Quant Société Générale

The Xcelerit toolkit allowed us to quickly assess the suitability of GPU hardware for exotic derivatives pricing. Within just a couple of days of integration we were able to demonstrate a dramatic performance gain.

Software AdvisorSuperDerivatives

We can get the speedups we require, maintain a single codebase and run the executable on any of our in-house facilities. This is a very efficient way to cut infrastructure and development costs.

Eurico Covas, Head of QRVGHSBC