The world's most advanced algorithmic risk-engine accelerator

Algorithmic Pricing Acceleration (APA) & Algorithmic Greeks Acceleration (AGA)
Benefits APA & AGA

What would you do if your pricers could run 1,930 times faster?

Imagine…

MoCaX Intelligence is an innovative technology that increases the performance of existing Monte Carlo simulations by several orders of magnitude. Existing tests have achieved an acceleration of between 5 and 10,000+ times. It is a plug-in that can be installed into most Monte Carlo frameworks.

It

  1. Creates a new unparalleled edge to the speed of the calculation
  2. Decreases the noise of the Monte Carlo simulation
  3. Provides a very high control on the numerical error of the simulation

… and all this by several orders of magnitude.

HOW IT WORKS

Monte Carlo simulations are often computationally demanding and slow. In fact, the financial industry has assumed that this is inevitable, typically because they need to call slow pricing functions thousands or millions of times.

Imagine that we can build a representation of each slow pricing function that is both

  1. Accurate – A quasi-exact representation of the original function
  2. Ultra-fast – Can be computed in sub-milliseconds, regardless of how slow the original function was

That is what MoCaX Intelligence delivers for you.

THE BENEFITS

Monte Carlo simulations that used to take hours and days can now be computed in minutes with the intelligence that lies within MoCaX. The pricing and numerical error in them can now be improved by several orders of magnitude.

  • Risk numbers that were impossible to measure before can now be computed
  • Metrics that could take hours now take only minutes
  • Noisy and error-bound calculations can now be computed with high precision

As a result, all business processes that are based in Monte Carlo calculations feel its benefit significantly.

TRY MOCAX FOR FREE

We want you to see all this with your own eyes. We invite you to try MoCaX for free so you can experience it yourself.

There is no need for any commercial arrangements until you have personally seen what MoCaX can do for you.

After an initial functional assessment, you will receive a version of MoCaX Intelligence that you can test in your PC and corporate systems, without any financial commitment.

You only pay when and if you decide to go live with MoCaX in your organisation.

Want to learn more about MoCaX Intelligence?