— A bright future is emerging from THE white smoke —

A Research & Development Company

What is QuantClave?

QuantClave is a Research & Development company where quantitative analysts enter in a conclave to come up with the next most efficient combinations of analytics and technologies to solve some of the problems of our time. 

Product Vision

Simplified orchestration for Quant teams to focus on model implementation.

Scalability through AI & Cloud execution.

High performance with built-in SIMD/SIMT support.

Key Features

Supports customer-defined models through the plugin interface.

Effective models orchestration

High-performance execution using SIMD / SIMT

 Off-the-shelf AI & Cloud execution supported

Plugin System

  • Modelers can provide plugins for their proprietary model
  • Plugin interfaces provided for SDE,  risk factor model, pricing function, collateral model, risk measurement
  • Rich built-in models provided  
  • Foundation functions provided (incl. FD solver, AMC solver, etc…)
    • Off-the-shelf for modelers using in model implementation with ease
  • C++ plugin supported initially; Python plugin supported later.

LibTorch

  • QuantClave leverages from several libraries including LibTorch
  • The most popular AI foundation library.
  • Supports SIMD and SIMT
  • Switchable from CPU to GPU
  • Gradients capture supported for sensitivity calculation

Off-The-Shelf Cloud Execution

  • Ensures scalability and elasticity
    • Scale to thousands of server with ease
  • Pay-as-you-go model.
  • Supports Serverless Deployment
    • Reduces Time-to-Market
    • Eliminates hardware / infrastructure maintenance cost
    • Quicker and Painless version upgrades
    • Lower IT support cost

Contact us

5th Floor, The CORE Building No 62, ICT Avenue, Cybercity, Ebene, Mauritius. 

info@quantclave.com

Executive Directors

Chup CHENG – Chief Executive Officer

Abdallah BENCHENNA – Chief Technology Officer

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