MathWorks improves the management of risk analysis and trading
The latest version of Datafeed Toolbox allows users to export data to MATLAB Thomson Reuters ...
MathWorks announced the availability of new features in several toolboxes for analysts and financial engineers. Among these improvements include the ability to export or expand data in MATLAB data service of Thomson Reuters, as well as new functions that facilitate the pricing, valuation and risk profiling of credit portfolios and financial instruments. The financial engineers can also expedite the operation of their applications with new support for graphics processing units (GPU) NVIDIA applications in MATLAB.
Worldwide, the professionals of financial institutions, including quantitative analysts and IT counterparts, using MATLAB and other MathWorks products to develop and implement financial models ever developed to analyze large volumes of data and conduct their activities in markets in a volatile regulatory environment more and more strict. The summary below describes the new features available to financial institutions in the latest version of the MathWorks product family:
• Parallel Computing Toolbox allows users to take advantage of NVIDIA CUDA compatible for greater speed. Users can now access the library without having to learn CUDA NVIDIA's CUDA programming or significantly modify their applications.
• Datafeed Toolbox now enables users to establish a connection for the export of data to Thomson Reuters. The two highlights of this product are the ability to implement trading strategies driven by MATLAB via the market infrastructure of Thomson Reuters, and the ability to compare and contrast yield curves created by the user in relation to yield curves published.
• A new feature of Fixed-Income Toolbox to model and analyze the OAS calculations (adjusted options positions combined) and CDS (credit derivatives) to facilitate understanding and profiling of complex financial instruments and analysis and portfolio hedging and trading positions.
• Financial Toolbox provides a new feature to the calculations of transition matrix to better understand the impact of changes in ratings on credit portfolios and risk exposure.
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