Power front-to-back trading systems with instant computations.
Rapidly develop new models and deploy them to analysts and traders. Power front-to-back trading systems with instant computations.
From exploring market behavior to managing portfolios, Wolfram Finance Platform provides state-of-the-art calculations and easy connectivity to databases and web services, as well as high-performance computing with built-in parallel processing that can be scaled to grids of any size.
The Wolfram Edge
Wolfram Finance Platform includes thousands of built-in functions that let you:
- Search for patterns in past data or predict future market movements by developing algorithms and deploying them as tools for traders
- Rapidly prototype products and trading strategies for the world's largest market maker in Eurodollar derivatives
- Access your Bloomberg feeds and link to other data and applications with built-in connectivity tools
- Develop new theories to explain market efficiency
- Build artificial markets to model agent behavior
- Ensure accuracy by backtesting trading strategies and stress testing product models
- Apply new mathematical tools to the pricing and hedging of derivative instruments
- Immediately deploy applications to traders based on analysts' findings
- Develop new models for options and determine optimal asset prices
- Use neural networks and genetic algorithms to create evolving agents for market models
- Perform instant analysis on real-time trading data
How Wolfram Compares
Does your current tool set have these advantages?
- Powerful symbolic statistical computation and built-in functions for all standard statistical distributions
Advanced symbolic computational capabilities are unique to Mathematica
- Fully automated precision control and arbitrary-precision arithmetic avoid the errors of traditional numeric systems
Excel, MATLAB and other systems relying on machine arithmetic can show critical errors due to numerical accuracy failure
- Gain accuracy and reliability by performing symbolic calculations, not just numeric ones
MATLAB's and Java's built-in routines only handle numeric calculations
- Choose from procedural, functional and rule-based programming paradigms as needed for fast development and deployment
Other computation environments use predominantly procedural languages
- Symbolic capabilities of time-value and bond functions allow for seamless integration with Wolfram Finance Platform's statistics framework for use in financial computations involving uncertain outcomes
Other systems require the purchase of add-ons to add functionality
- Having an integrated environment streamlines development, analysis, documentation and delivery of custom financial models
Traditional programming languages like C/C++ don't have all the built-in computations and capabilities of Mathematica
Key Capabilities
Wolfram Finance Platform includes thousands of built-in functions for financial computation, modeling, visualization, development and deployment, including:
- Immediate computation on streaming data from Bloomberg »
- Comprehensive derivative calculations, including American, European and exotic derivative pricing; Greeks; and implied volatility »
- Symbolic and numeric time-value-of-money computations including valuation of lump-sum amounts, annuities and continuous or discrete cash flow streams »
- Calculation of effective interest rates for continuous- or discrete-time processes and term structures »
- Bond computation functions for values, sensitivity measures, accrued interest and calendar measurements using continuous- and discrete-time coupon or interest rate processes and term structures »
- Built-in financial data, including current and historic market data, plus programmatic and interactive access to financial and economic data from Wolfram|Alpha
- Instant interactive financial charts, with more than 100 built-in financial indicators available for display »
- Automated report creation, PDF export and interactive deployment with Wolfram Player or webMathematica to deliver results to management or clients
- Built-in standard probability distributions, including distributions based on data or other distributions and statistical analysis tools »
- The most advanced symbolic and numeric calculus system, including numeric integration and differential equation solving »
- A comprehensive system for discrete calculus, including difference equations, generating functions and sequence visualization »
- Seamless integration of R, C and C++ code into your workflow.
- Advanced IDE for a rapid development workflow for computation-centric applications »
- Support for GPU computing and built-in parallel processing that can be easily scaled up to a full grid for enterprise solutions
- Integrated random processes, signal processing and graphs and networks functionality
- Efficient random number generation for Markov chain Monte Carlo (MCMC) techniques »
- Import and export all common data formats, including XML, XLS, CSV and TSV or use Mathematica Link for Excel to run Mathematica and Excel side by side
- Use highly customizable interactive gauges to convey spreadsheets' worth of information with a single glance »
