ARTWare®

Available at the ARTShop

ARTWare is commercial software for market professional including a range of "off-the-shelf" software packages that are designed to provide the best opportunity to make/save money in a real world trading environment, and importantly to be trader and ease of use/implementation-friendly.  ARTWare also offers bespoke and customised products, and there is direct connection to the full Pr/rO ® Classic & Ultra packages, as well as the Pr/rO Advisory**. 

Separate from the "normal" support, we also offer "trading/risk" support, regardless of who's software you use, what we call the "Any-ware trading/risk" support programme, see here for more information (Any-Ware Trading/Risk Support).  This ensures that your objectives/mandate always have the best and most comprehensive real world P&L, risk, sales, and management implementation.

All ARTWare products are designed with real world trading, risk, and P&L in mind.  These are not just another set of "add-ins" written by IT staff.  These are professional products written by traders.  All ARTWare  software is designed to execute very quickly and SMP ready for very fast calculations, even in XL.  There are special portfolio and risk/bucket report modules that are "blindingly fast" and produce bucket reports hundreds of times faster than traditional methods (e.g. instead of getting your end-of-day bond/swap portfolio risk report the next morning, create it now in a few minutes).  All ARTWare products are also available in customised formats, and may include proprietary content, and may also be available as source code.

ARTLib XL - Core Lite: a subset of the core library including all the functionality expected for a traditional trading operation for standard instruments at a fraction of the price of "all encompassing" packages.  See promotional special HERE.

ARTLib XL - Core: the core library including all the functionality expected for a traditional trading operation to manage virtually any trade/structure.

ARTLib XL - Advanced Trading: advanced library includes the Core library and many advanced valuation and risk calculations, and also expanding many functions to permit much more sophisticated hedge/rebalance calculations, arbitrage relationships, and sophisticated treatment of complex/structured products.   This module also includes advanced numerical methods such as Monte Carlo and Finite Difference based valuation and simulation tools.  This package also provides three important elements:

Many elements are "automated".  For example, curve, instrument, and analysis "dialogues" are provided so that you can perform most calculations virtually without having to "touch a cell".  This will save busy traders much time for building, or save the trouble for those new to the business or those less proficient at programming.

Many additional analytics for trade/risk analysis such as cheap/dear analysis, time series analysis, structure/trade & "mini-portfolio" analysis, cheapest-to-deliver automation, etc.

Additional facilities provided to provide "extreme speed" for large problems of complex real-time settings.

ARTLib XL - CalcPak: a collection of calculators, position keeping analysis, trade/hedging analysis and other tools to assist with trade idea generation, cross-market structuring, and many other useful resources.  Increasingly comprehensive versions are included with ARTLib XL - Core and up, and CalcPak Lite is available as an add-on to the ARTLib XL Lite.

ARTLib XL - Portfolio: includes many calculators and resources superficially targeting portfolio oriented matters, such as position reporting, extremely fast portfolio risk/bucket analyses, optimisation resources and much more.  Also, includes a large number of numerical methods tools for advanced curve/surface, trading analysis, as well as many Monte Carol tools.  Also included is 1-factor generalised Finite Difference PDE solver.

ARTLib XL - Advanced Finite Difference: a special implementation of a generalised PDE solver for non-linear multi-dimensional PDE problems.  For example, the analysis of a foreign denominated re-fixing convertible bond with hard and soft calls may requires assessing the position's value for simultaneous and correlated dynamics in the bond's IRR, the underlying equity, as well as the FX impact.  This would represent a 3-factor (3-dimensional) valuation/risk problem that can be homogenously and consistently handled in its entirety in a single FD calculation (without the need to assume that its three separate simple  individual trades, and which ignores many important correlation subtleties).

Matrix 5D &  Matrix 7D:  scenario analysis toolkit to assess portfolio value and risk profile while varying up to 5 or 7 factors.  The XL version is limited to 5-factors because of graphing limitations in spreadsheets.

Pr/rO ® XL Lite & Pr/rO XL ®: spreadsheet implementation of a reduced and simplified version of Pr/rO ® Classic for analysing holding period risk-adjusted portfolio P&L for various market conditions, rebalancing strategies, and any real world factors. 

Both forward and backward analysis is possible.  For example,

- How would your P&L behave for various assumptions about market movements? 

- Or, how would your position's value be affected by changing rebalancing frequency or strategy? 

- Or how would your clients' portfolios P&L behave if you sold them one or more structured products?

- How much could you save on capital by showing the regulators that your valuation/risk management is extremely effective?

Pr/rO packages implement PaR analysis, and is introduced in Chapter 12 of TG2RM1st PI&PII.

Pr/rO ® Classic & Ultra: this is the "all speaking/all dancing" dealing/analysis system permitting extremely realistic and sophisticated holding period simulations with varying market dynamics, rebalancing strategies, funding, liquidity, credit, etc.  These are the products used to create the result on the ARBLab pages.  These products are "big ticket" items with additional information available from PrrO@Arbitrage-Trading.com. 

Pr/rO packages implement PaR analysis, and is introduced in Chapter 12 of TG2RM1st PI&PII.

Click here for a comparison of features

Available at the ARTShop

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**Pr/rO  is also included as part of the ARTPr/rO advisory service.