Setting the Industry Standard in
.

Leading Global Financial Risk Analytics.

 

Latest News & Events

Open Source Risk User Meeting 2018

Quaternion sponsors an Open Source Risk User Meeting in Frankfurt on Friday 23rd November 2018. The venue will be announced on this page shortly. “The Open Source Risk Project’s objective is to provide a free/open source platform for risk analytics and XVA. ORE is based on QuantLib and grew from work developed by market professionals and

Posted in News

AcadiaSoft and Quaternion Form Risk Services Partnership

Focus will be on developing products to simplify compliance with global initial margin regulations.

Posted in News

 

 

The Open Source Risk Project

Open Source Risk Engine - Open Source Risk Analytics

The Open Source Risk Engine’s objective is to provide a free/open source platform for risk analytics and XVA. It is based on QuantLib and grew from work developed by market professionals and academics.

Our aim is to build on QuantLib’s simulation models, instruments, and engines, and work by professionals and academics. We are bringing large-scale open-source risk models to the public domain to facilitate research and understanding through simple interfaces for trade/market data and system configurations, and simple launchers. Learn More

Columbia University and Tullett Prebon Information

In association with Columbia University and Tullett Prebon Information

Transparent Analytics based on Open Source Pricing Technology

Consulting at the cutting edge helps us improve the Quaternion Risk Engine to help it meet upcoming market requirements.

Transparency in the analysis of risk is paramount to trust. We base our work on the following tenets:

  • Software based on the open source QuantLib pricing library
  • Fully open and extensible code base
  • Transparency and transparent methodologies

Our Risk Engine makes us think through how we meet consultancy engagements in great detail