Speed
Boost software performance
Fast Analytics Made Easy
Xcelerit develops cutting-edge technology to solve problems at the intersection of High Performance Computing and Quantitative Finance.
I really like Xcelerit technology. Their APIs are very clean, and the implementation is very elegant. I can see their approach doing very well with the banks who will like this better than the turn-key solutions that most other ISVs develop.
Mike Giles - Professor of Mathematical Finance and Scientific Computing / University of Oxford
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 / Societe Generale
Selected Resources
Efficient XVA Calculations
This white paper gives an overview of the different XVA adjustments, shows how they are computed, and outlines where the computational challenges lie. It then details specific software optimisations and gives practical hints on how to cope with the computational complexities.
Major Financial Institution Turns to Xcelerit for FRTB-IMA
The resulting FRTB-IMA system can calculate their market risk capital in fractions of the initial time. The client can quickly assess the capital impact of moving to internal models for each desk, to aid decision-making. The code-base is easy to maintain and modify – an important feature since future changes in the regulation are certain.
Integrating AD in Large Quant Libraries
This video gives practical guidelines on how to cope with the complexities involved when integrating AD into large quant libraries. It outlines integration approaches, details techniques to limit the memory requirements of AAD, explains how external libraries can be integrated into the derivatives calculation and shows how to handle non-differentiable functions. It further gives performance tuning advice.
IBM Platform Computing really does a good job of controlling exactly what resources are made available to any one job – Xcelerit technology then makes sure that every available chunk of compute power is used to the limit.
Chief Architect / IBM Platform Computing
Intel processors can really deliver spectacular performance to programmers who make good use of their cores, caches and vector processing units. Xcelerit technology opens up Intel performance to programmers who don’t have that expertise.
Principal Engineer / Intel
NVIDIA GPUs can deliver staggering power to the end user. In many financial applications, we find that companies have quite extensive existing codebases. Xcelerit makes it very easy, with minimal modifications, to enable really quite spectacular speed-ups.
Business Development Manager / Nvidia