We perform quantitative analysis on complex financial datasets, including historical time series of derivatives and commodities prices.

• We focus on interactive aggregation of derivative pricing scenarios, using non-gaussian distributions, indexed by semantic technology (RDF, OWL, SPARQL).
• We use and develop the Appdapter open source technology platform.
• We also use the R open source statistical computing framework.
• We offer training and consulting, in partnership with Texpedient Solutions.