Glabex focuses on several aspects of finance model development

Glabex financial solutions help you to drive decision making process and improve confidence by building flexible models for stress scenario calculations, what-if analysis and VaR evaluation. Integrated spreadsheets makes your analysis faster and user friendly. Inbuilt functionality of auto pdfing and emailing helps to present models to wide audience with one button click.

Some examples of analysis we performed

  • Advanced financial and statistical modeling tools
  • Powerful symbolic and numeric solvers
  • Portfolio optimization mechanics
  • Stress Testing
  • Regulatory reporting on wide range of products 
  • Forecasting based on million data sets
  • Risk Management Reporting

With Glabex you can confidently analyze data and create forecasts, measure risks and develop econometric and quantitative algorithms to support your market-making strategies. Glabex effectively reflects best strategies and techniques from practitioners at top tier institutions worldwide.

 

Glabex ready to offer

  • Industry standard derivatives models
  • Customized pricing models tailored to your requirements
  • Performance enhanced pricing models

Glabex provides ready-to-use, efficient derivatives pricing and calibration products that are precisely tailored to your custom specifications. Our pricing models can be easily integrated with an existing systems via APIs or used as standalone systems.

Glabex offers the technology of choice for the in-house development of derivatives pricing models with flexibility and cost-effective options.

Glabex helps you achieve project development goals because it is Ideally suited for a broad range of derivatives pricing model developments:

  • Implement proprietary trading and arbitrage strategies
  • Hedge risk exposure
  • Validation pricing models
  • Value and risk manage derivatives

Such features differentiate Glabex form the majority of quantitative firms

  • Endless customization of derivatives pricing models
  • Model transparency (No “black box” )
  • Not a library or toolkit