risk

OpenGamma first glance

OpenGamma released a public version of their Risk Management software at the end of April[0] and I've had a few weeks to read the docs, look at the code, run the tests, and basically play around with it. What I haven't done yet is generate a risk report.

Here are my first thoughts.

OpenGamma Open Source Risk Engine

There is one company I'd like to learn a lot more about and that is OpenGamma. I'd like to work with them or their clients (or possibly for them) except that they are in partial stealth mode. I seem to be unable to get any more information than you can from their website and twitter feed.

This article is prompted by the news that OpenGamma has obtained significant funding.

OpenGamma Open Source Risk Engine

Over the last few years I've spent a lot of time helping SwissRe with their Risk Systems. I don't believe it is a great secret that they used Murex as well as home grown libraries for calculating that risk.

Well I've been interested to hear of a new cloud orientated product for Risk :OpenGamma.