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Code Generation

ThetaML models usually refer to financial products, trading strategies or investment opportunities. The Theta Suite is able to derive the algorithm that is required to evaluate the model in terms of risk and return. But instead of directly evaluating the algorithm, the Theta Suite creates the code that evaluates the algorithm.

The code generation approach offers the following advantages:

  • direct access to data sources in host system
  • direct access to stochastic models defined in the host system
  • integration into legacy software
  • integration into batch processes

The code compiled by the Theta Suite currently provides integration into the following host systems:

  • Matlab (The Mathworks)
  • RiskWatch (Algorithmics)
  • Eclipse (www.eclipse.org)