CatalystBuilder

Workflows are an ideal paradigm to support exploratory computational tasks in quantitative finance. For instance, during the development and calibration of a new financial model a financial engineer explores different but related workflows and iteratively refines them according to the performance of the model on different data sets. A workflow can capture the analysis process at different level of detail and provide the necessary provenance information for usability, reproducibility, and distribution.

Features

  • Graphical workflow design and execution tool for computational finance
  • Interactive data exploration and visualization
  • Streamlining the creation, execution and sharing of workflows
  • Manage rapidly evolving workflows by maintaining the history information of all steps during exploratory workflow design phase
  • Full integration of PricingCatalyst and DataCatalyst components
  • Integrates with Excel, grid and web services, and data bases
  • Transparent management of multiple GPU resources
  • Scripting support via Python and Matlab