Quantitative analysis refers to the use of mathematical and statistical modeling, measurement, and research to understand and quantify market behaviors. By studying these behaviors, analysts can develop models that predict the prices of financial instruments under different market scenarios.
In this whitepaper sponsored by AMD, we present the results of a quantitaitive analysis based on QuantLib using 4th Generation AMD EPYC processors. We explain how new HPE Cray XD2000 systems can help financial instututions accelerate a range of quantitative analytics workloads.
