The Simulator is a AI-powered web-based platform that allows users to simulate and analyze the performance of complex derivatives structures.
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Our research focus is the computational machinery for exotic risk. The GMS platform serves as a research sandbox for exploring solutions to the non-linear pricing dilemma in emerging markets.
Modeling bespoke hedging instruments (Collars, Forwards, Swaps) using advanced numerical methods to generate precise pricing simulations and synthetic term sheets.
Researching synthetic mirror-trading workflows to simulate how institutional players can transfer and manage market risk in illiquid environments.
Experimenting with high-speed computation of higher-order Greeks (Gamma, Vega, Volga) to simulate automated risk-neutral hedging strategies for regional banks.
Our research explores deep learning applications for high-dimensional Greek calculation, fast implied volatility surface estimation, and risk decomposition.
Researching real-time calibration methodologies for illiquid emerging market corridors.
Developing probabilistic simulations to model portfolio performance and tail-risk under market stress.
Constructing an extensible library of configurable derivative models for academic and industrial research.
> Input: USDJMD Spot 157.20
> Vol Surface: Interpolating Spline
> Implied Vol (ATM): 12.4%
> Implied Vol (25D Put): 14.1%
> GREEKS CALCULATED:
We are opening our core engines to the Caribbean developer community. Build on top of institutional-grade financial math.
Programmatic access to proprietary OTC option pricing models.
Calibrated rough volatility models for realistic tail-risk assessment.
Beta access to Neural SDEs and signature-based path dependent pricing.