NEW -- Download MoCaX Intelligence, for free!
Our software is now available for free download
What would you do if your pricers could run 1,930 times faster?
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.
- Creates a new unparalleled edge to the speed of the calculation
- Decreases the noise of the Monte Carlo simulation
- 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
- Accurate – A quasi-exact representation of the original function
- Ultra-fast – Can be computed in sub-milliseconds, regardless of how slow the original function was
That is what MoCaX Intelligence delivers for you.
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.
We want you to see all this with your own eyes. We invite you to try MoCaX so you can experience it yourself.
There is no need for any commercial arrangements.
You can now download our software, for free, on a trial basis.
All our Chebyshev functionality is delivered in a software library, in Python or C++. Available Windows and Linux.