Our Methodology

The methodology for trade selection and portfolio allocation is based on our quantitative investment and risk management process that will enhance the performance, scalability and predictability of an investment management activity.

Why Us?

In any competitive market environment it is essential to have an Industry leader as your partner. BLU Financial Systems™ is your financial systems solutions partner with a proven track record, professional experience and the technical expertise to ensure your success. more

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BLU Nikopolis

A Quantitative software that provides a pricing tool, which will mainly be used for pricing fixed income derivatives securities and analyzing numerical data for identification of arbitrage opportunities.

The Pricing library is entirely modular in design and developed in C++, heavily depending on STL. It is also utilizing publicly available numerical routines, such as boost, mathematical routines for optimisation, pde solving, tree algorithms, etc.

The main interface of the library is Microsoft Excel. Templated spreadsheets are available for the type of products that the library can price. Nikopolis is exporting most of its functions via xll’s with help functionality for each function.

The library is versatile enough to extend the interface with other commercial software. The library is developed under Microsoft Technology and has two main modules:

The platform independent pricing engine and mathematical module. It contains the pricing algorithms, mathematical and statistical routines and other related modules such as products definitions and handling of market data. The pricing engine module is able to compile and run using standard C++ compilers with corresponding STL flavours under Windows, UNIX and Linux.
The interfaces module.

Financial Products

Our Nikopolis system provides a fully featured Front Office derivatives pricing and risk engine, covering the full range of capital markets instruments including swaps, caps, floors, swaptions, bonds, bond options, deposits, FX, futures, FRAs, options, and even exotic options ... more