With Your Open Source,

You're in Control.

Acadia Quant Services embraces an open-source approach in both code and culture, offering you speed, support, and complete control over your pricing and risk analysis.

Book a Meeting

Open Source Risk Engine.
Openly Trusted.

Acadia’s Open Source Risk Engine (ORE) is the pricing and risk analysis tool that’s trusted and relied upon by the global financial community. Now in its 12th release, ORE is fast, flexible, user friendly and offers the comprehensive analytics you need.

ORE Analytics

Analytics for financial instruments (derivatives, bonds & loans) across six asset classes (interest rates, foreign exchange, inflation, equity, credit and commodity) using our state-of-the-art scripting language for complex products:

Valuation, CSA pricing and XVA calculation. Market risk analysis, sensitivity analysis, stress testing, Value-at-Risk.
Credit exposure simulation.

ORE is Flexible And User- Friendly

ORE is designed to be accessible to end users and provide:

A simple command-line application with input/output files.
Transparent interfaces for trade data, market data, system configuration.
A detailed user guide with a large range of examples of ORE usage.

Integration with python, unleashing the flexibility and possibilities of jupyter notebooks
Library of training videos ORE Academy

The Technical Details

ORE is written in C++ and it is based on QuantLib, the “free/open-source library for quantitative finance”, which in turn depends on the Boost C++ libraries (boost.org). ORE provides a hierarchy of libraries for QuantLib extensions, data management and risk analytics which allow full extensibility. ORE’s SWIG language bindings facilitate integration of ORE with applications written in Python or Java.

Additional Resources

ORE.org

ORE Academy

Quant Solutions

Acadia
Case Studies

To find out more about Open-Source Risk Engine, download a case study today.

Download

Our Solutions.  
Open to Everything.

Book a Meeting

Valuations

Risk Model Development& Risk Analytics

Model Risk Management / Model Validation

Regulatory Compliance& Approval

Finance & Accounting

Open-Source Risk Engine (ORE)

Quantitative Derivatives Pricing & Risk Modeling Program

Open to

Something Bigger.

As part of LSEG, Acadia offers you access to robust technology and security, together with the infrastructure you have a right to expect from a global leader. This is where speed and scale come together with integrity and accountability.

What our clients are saying

“We're really glad that we decided to participate in the Acadia launch. The earlier we can get a view on our IM exposure and how the new process works.

Senior Treasury Operations Manager at UK-based Nationwide Building Society

“Complying with the uncleared margin rules under ISDA SIMM can be a complex task requiring a potential drain on internal resources. However, our decision to outsource the IM Backtesting & Benchmarking reporting to Acadia has proven to be an efficient solution for Nordea.”

Head of Risk Control at Nordea

“During the recent environment, the market experienced hugely increased market volumes, while dealing with significant operational headwinds. The Acadia toolkit was instrumental in helping us manage our credit and operational risk through this time of great market volatility.”

Global Head of Rates, JP Morgan

We’re Open for Business. Book a Consultation Today

Open Source Risk Engine is designed to enable the bespoke solutions your organisation needs. Book a no obligation consultation with a member of our Quant Team today, to find out how it can open up a world of opportunities in pricing and risk analysis.

With Your Open Source,

You're in Control.