Numerix, xQuant Team on Chinese Equity Derivatives

New partnership to tackle derivatives valuation on the mainland.

The Great Wall of China
Great Wall of China.

Numerix's CrossAsset analytics are set to be embedded inside xEQ, xQuant's equity derivatives platform for Chinese securities, as part of a new partnership agreement.

xEQ supports equity derivatives business processes including pricing, risk analysis, trade execution, portfolio management, risk management and performance evaluation and is used by traders, risk managers, quantitative researchers and financial managers at all levels to manage an equity derivatives portfolio.

Using Numerix’s CrossAsset Integration Layer, Hangzhou-based xQuant is able to extend its powerful cross-asset analytics platform with custom interfaces, new models and sophisticated business logic. Through the new integration, xQuant will leverage Numerix calculations to create fully customized, robust financial applications for equity derivatives pricing, modeling and analyzing complex equity derivatives. Calendars, market conventions and fixing history are also provided via Numerix, enabling faster, more efficient model creation and analysis.

“As securities companies in China are eager to expand their businesses by introducing more equity derivatives into the market, this joint solution enables them to expand their businesses more efficiently and effectively," says Dr. Hang Xu, Chairman of xQuant. "In integrating Numerix market-tested models and methods into the full trading and risk lifecycle of our xEQ platform our users are able to better manage their equity derivatives portfolio with more precision and transparency, and achieve equity derivatives trading risk management of the whole process.”

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