Xcelerit is a leading provider of software solutions for Quantitative Finance, engineering, and research.

Xcelerit extensive experience enables the firm to deliver a full solution from expert consultancy, bespoke development, training, and software acceleration. Our distinct competitive advantage derives from our unique combination of domain specialist knowledge and High Performance Computing expertise. This allows us to forge the most efficient solutions to better address our clients’ computational challenges.

Xcelerit is the maker of the award-winning toolkit that allows non-expert programmers to unlock the performance of high performance processors. 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. Our satisfied customers include the leading firms in investment banking, asset management, and insurance.

What clients say about us

Mike Giles

“I really like the Xcelerit SDK for Monte Carlo applications. 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 / Prof. of Math. Finance and Sc. Comp. / Oxford Univ.

Eurico Covas

“From our point of view, this is a very good outcome. 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 QRVG Dev. and Hedge Acc. Sys. / HSBC

“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 / Global Investment Bank

Software Advisor

“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 Advisor / CTO Team / Superderivatives

Stan Kulczycki

“I decided to rewrite Monte-Carlo LIBOR swaption portfolio pricing calculation written purely in C and make it run on the SDK. I managed to do it within few hours of playing with the framework, which I think is good result. Documentation is descriptive and example code is well written.”

Stan Kulczycki / Technical Consultant / Excelian

Alastair Houston

“NVIDIA GPUs can deliver staggering power to the end user. In many financial applications, we find that companies have quite extensive existing codebases and libraries. The Xcelerit approach makes it very easy, with minimal modifications, to enable really quite spectacular speed-ups in that environment.”

Alastair Houston / Business Development Manager, Financial Services / Nvidia

Yonggang Hu

“Our product really does a good job of controlling exactly what resources are made available to any one job – Xcelerit then makes sure that every available chunk of compute power is used to the limit.”

Yonggang Hu / Chief Architect, Platform Computing / IBM

Chip and win: Banks expand the use of GPUs

“You don’t want to be in a situation where you have to write two version of the payout for every new product you introduce, building a large maintenance burden […] One possibility would be to use a tool like Xcelerit, which allows quants to program in their familiar C++ language and then translates this into code GPUs can execute.”

Chip and win: Banks expand the use of GPUs / Clive Davidson / Risk Magazine, Mar 2013

$24K GPU Matches $1 Million CPU Grid In Risk Performance

“[The bank] turned to Xcelerit to drive its prototype GPUs without going through the complex programming that GPUs usually require. After a few days of learning how to work with Xcelerit to tackle the task of speeding up the existing code base […] the effects of the code transformation were dramatic.”

$24K GPU Matches $1 Million CPU Grid In Risk Performance / Tom Groenfeldt / Forbes, Aug 2013

Tech start-up of the week

“Xcelerit got a major boost when it won a top European award for most innovative high-performance computing (HPC) application in Europe”

Tech start-up of the week / Carmen Doyle / Silicon Republic, Apr 2012

2013 Finalist - Red Herring Top 100 Europe Award

“This year was rewarding, beyond all expectations. We had a very difficult time narrowing the pool and selecting the finalists. Xcelerit shows great promise and therefore deserves to be among the Finalists. We know that the 2013 crop will grow into some amazing companies that are sure to make an impact.”

2013 Finalist - Red Herring Top 100 Europe Award / Alex Vieux / CEO Red Herring

2013 Editors’ Choice Award for Best Use of HPC in Financial Services

“The awards represent the highest level of recognition given by the high performance computing community to its own for their contributions to the advancement of science and technology. Once again, Xcelerit has delighted our editors with the strong impact they are making in Financial Services. I’m delighted to present them with this award for the second year running.”

2013 Editors’ Choice Award for Best Use of HPC in Financial Services / Tom Tabor / HPCwire

2012 Editors’ Choice Award for Best Use of HPC in Financial Services

“It’s an honour and a privilege […] to acknowledge the organizations and the individuals behind them who exemplify the hard work, dedication, and effort that has taken place the past year to develop new technologies that ultimately benefit mankind. The award represent the highest level of recognition to the leaders and luminaries in the high performance computing industry by our HPCwire readers and the community alike. Our warmest congratulations go out to Xcelerit for this year’s award.”

2012 Editors’ Choice Award for Best Use of HPC in Financial Services / Jeff Hyman / Tabor Communications

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