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In The News
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ISE Introduces Implied Volatility and Greeks Datafeed Powered by Hanweck Associates' VoleraFEED
(ISE, 10/25/2011)
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ISE Unveils Volatilities and Greeks Datafeed Powered by Hanweck Associates' VoleraFEED
(Inside Market Data, 10/24/2011)
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NYCIF Backs Hanweck Associates
(Inside Market Data, 7/25/2011)
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Winners of Start-up Competition Announced
(The Wall Street Journal, 7/22/2011)
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Fin-Tech Entrepreneurs Present Innovations to Wall Street Executives
(FinTech Innovation Lab, 7/22/2011)
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Interview: GPUs - A Revelation in Financial Computation
(Eurex Market Trends, 6/2011)
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For Pricing Options and Managing Risk, Look to GPUs
(Forbes, 6/10/2011)
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150 Million Options Priced in 17 Seconds
(Securities Technology Monitor, 6/10/2011)
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Gerald Hanweck Presents at Special Eurex Quant Seminars in Chicago, Toronto and New York on GPU-Accelerated Stochastic Volatility Models
(Eurex, 5/17-19/2011)
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Gerald Hanweck Speaks at North American Trading Architecture Summit 2011 on Harnessing
the Power of GPUs
(North American Trading Architecture Summit, 4/27/2011)
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Hanweck Unveils VoleraRISK TIMS Scenario Feed
(Inside Market Data, 2/28/2011)
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Gerald Hanweck Presents "Monte Carlo Methods in CUDA" at Thalesians Quant Seminar in NYC
(www.thalesians.com, 2/23/2011)
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Hanweck Associates' VoleraFEED Voted Finalist for Best Risk Analytics Initiative of 2010
(American Financial Technology Awards, 12/6/2010)
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ISE, Hanweck Plan Hosted Tick Database
(Inside Market Data, 6/25/10)
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Trading Technology Evolves
(Markets Media Magazine, May/June 2010)
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Tech Providers Step Up Their Games
(Markets Media Magazine, May/June 2010)
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Hanweck Associates Adds European Market to VoleraFEED
(BusinessWire, 6/3/10)
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Hanweck Associates Integrates with SpryWare to Accelerate High-Performance Options Analytics
(Securities Industry News, 4/28/10)
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Gerald Hanweck Speaks at Options Industry Council Conference
(OIC, 4/30/10)
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Gerald Hanweck Speaks at A-Team Insight Exchange
(openPR, 4/23/10)
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Advancements in Options Analytics
(TABB Forum, 4/21/10))
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Interview with Gerald Hanweck
(ISE Circuits, Spring 2010)
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Markets: Ghosts in the Machine
(Financial Times, 2/17/10)
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ISE and Hanweck Associates, LLC Announce Strategic Partnership
(BusinessWire, 2/3/10)
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ISE Makes Data-Driven Investment In Hanweck Associates
(The Wall Street Journal, 2/3/10)
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High-speed traders seek bigger profile
(Financial Times, 2/3/10)
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Interactive Data Launches
Real-Time Options Analytics Service Powered by Hanweck Associates' Volera Engine
(IDC e-Communiqué, 12/9/09)
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Hanweck Associates' VoleraFEED Powers
Real-Time Options Analytics for International Securities Exchange
(Business Wire, 9/15/09)
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Hardware Acceleration Pioneers ACTIV Financial and Hanweck Associates
Integrate VoleraFEED With ACTIVFeedDirect for High-Performance Options Analytics
(Marketwire, 4/30/09)
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Interactive Data Introduces Options Volatility Service
(BusinessWire, 4/29/09)
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Don't Shoot the Prognosticator
(Scientific American, Letters, 4/09)
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Wall Street Accelerates Options Analysis With GPU Technology
(Wall Street & Technology, 3/11/09)
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GPUs Finding A New Role on Wall Street
(HPCwire, 9/22/08)
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Trading Desks Turn to Video Game Technology to Speed Analytics
(Wall Street & Technology, 6/18/08)
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Activ Financial and Hanweck Associates Launch Real-Time Options Analytics Service
(Finextra News, 6/11/08)
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Algo Trading: The Need for Speed
(Futures Magazine I-Trade Show, 5/7/08)
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Real-World Parallel Apps
(EE Times, 4/30/08)
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Nvidia Processor Has New Niche
(Wall St. Journal, 3/26/08)
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News from the High Performance on Wall Street Show
(Wall Street & Technology, 9/17/07)
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Visit our principal's
economics blog at HomoEconomus
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Hanweck Associates, LLC is a premier financial services provider specializing
in risk management solutions for top-tier hedge funds, banks, broker/dealers
and other financial institutions.
Hanweck Associates is an established leader
in high-performance financial computing. We pioneered commercial GPU-based
computing solutions for the financial industry with products such as
Volera™,
our low-latency, real-time options analytics engine.
Hanweck Associates' seasoned traders, strategists, mathematicians and developers
combine decades of hands-on markets experience with cutting-edge technology
to solve today's complex quantitative problems.
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Solutions for Trading, Risk Management and Clearing
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- VoleraFEED™ Real-time, low-latency datafeed of equity and futures implied volatilities and Greeks
- VoleraRISK™ Real-time risk analysis of large options portfolios
- VoleraRISK™ Margin Real-time portfolio margining and scenario P/L vectors
- VoleraAPI™ Programmatic access to the Volera™ GPU-based compute engine
- Options Volatility Service™ Historical, end-of-day database of U.S. equity options and analytics
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Please Note Our New Address (effective March 7, 2011)
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30 Broad Street
42nd Floor
New York, NY 10004
Map
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