MatLogica | Real-World Performance Benchmarks

Real-World Performance Benchmarks

See AADC Performance in Production

Real benchmarks from financial institutions and quantitative teams showing 6-100x performance improvements, infrastructure cost savings, and development productivity gains with MatLogica AADC graph compiler.

Proven Performance in Production

Real benchmarks from financial institutions show consistent 6-100x performance improvements with AADC

What You'll Find Here:

  • Performance benchmarks: Monte Carlo, XVA, Greeks
  • Cost savings: Infrastructure and development
  • Integration experiences: Timelines and effort
  • Accuracy measurements: AAD precision
  • Scalability results: Large-scale deployments
  • Business impact: Revenue and productivity

Typical Results Across Clients

6-100x

Runtime Speedup

50%+

Infrastructure Savings

3-4x

Dev Productivity

<1%

Code Changes

Consistent results across: Tier 1 & Tier 2 banks • Hedge funds • Asset managers • Quantitative teams

Detailed Benchmark Results

Real performance measurements from production deployments and controlled tests

📊 How to Read These Benchmarks:

Each benchmark shows the specific calculation type, baseline performance (before AADC), optimized performance (with AADC), and the resulting speedup factor. Runtime measurements are averaged over multiple runs. All tests use standard CPU infrastructure unless otherwise noted.

📊 ING Bank: Comparing AAD Techniques

ING's quantitative developer presents real-world AAD performance comparison at WBS 2023.

Presentation Highlights:

  • Independent AAD comparison
  • Production environment testing
  • MatLogica AADC performance
  • Real-world validation

Key Findings:

  • Enormous computational acceleration
  • Practical deployment success
  • Performance benchmarks
  • Production-ready AAD

Read Presentation

📊 Probability & Partners: AAD for Tail Risk

Research presentation on using AADC for expected shortfall sensitivities and stress testing.

Application Areas:

  • Tail risk analysis
  • Model risk assessment
  • Stress testing scenarios
  • Expected shortfall

Technology:

  • MatLogica AADC
  • Automatic sensitivities
  • Computational efficiency
  • Production deployment

Read Presentation

📊 Success Story: Tier 2 European Bank

Existing QuantLib-based XVA system taking 30+ minutes for intraday risk was making real-time pricing impossible.

Results:

  • Structured note: 5 min → 18 sec (16x)
  • Intraday risk: 30+ min → few minutes
  • 100% reliable P&L explain (was noisy)

Business Impact:

  • 3-4x quant developer productivity
  • New revenue from online portal
  • 9 months to full production

Download Case Study

What Clients Say About Implementation

💬

"We integrated AADC with our existing QuantLib-based XVA system in about 3 months. The performance improvement was immediate—calculations that took 30+ minutes now complete in a few minutes. The best part? We didn't have to rewrite any of our pricing logic."

— Head of Quantitative Development, Tier 2 European Bank

💬

"The automatic differentiation is a game-changer. We used to spend weeks hand-coding Greeks for each new product. Now it's automatic and more accurate. Our quants can focus on modeling instead of differentiation logic."

— Chief Quant, Multi-Strategy Hedge Fund

💬

"Infrastructure cost savings alone justified the investment. We reduced our AWS spending by over 50% while actually increasing the number of scenarios we run for FRTB compliance. ROI was achieved in less than a year."

— VP of Technology, Global Investment Bank

Typical Integration Timeline

1-2
Weeks

Proof of Concept
with sample code

1-2
Months

Integration with
pilot models

3-6
Months

Full production
deployment

6-12
Months

Positive ROI
achieved

Key Success Factors:
  • Start with highest-impact calculations first
  • Minimal code changes (<1%) reduce risk
  • Parallel deployment with existing systems
  • Validation against current implementations
  • Gradual rollout across portfolio
  • Technical support throughout integration

Performance by Calculation Type

Monte Carlo Simulations

European and American style path simulations with automatic adjoint differentiation.

10-50x

Typical speedup range

Examples: Equity derivatives, exotic options, path-dependent payoffs, early exercise features

XVA Calculations

CVA, DVA, FVA calculations with full sensitivities and expected exposures.

6-30x

Typical speedup range

Examples: Counterparty credit risk, incremental XVA, regulatory capital (SA-CCR), portfolio-level adjustments

Greeks Computation

All sensitivities including cross-gamma computed via AAD.

20-100x

Typical speedup range

Examples: Delta, vega, gamma hedging, cross-gamma for structured products, FRTB sensitivities, risk factor bumping

Estimate Your ROI

Based on typical client results across different calculation types

💰 Infrastructure Savings

Current monthly cloud costs:

Reduce by 50-70%

Example: $100K/month → $30K-50K/month = $600K-840K annual savings

⚡ Productivity Gains

Development time per model:

Reduce by 70-80%

Example: 4 weeks → 1 week per model = 12+ weeks saved annually

Want to calculate ROI for your specific situation?

Schedule ROI Discussion Request Custom Analysis

See These Results With Your Code

The best way to understand AADC's performance is to run a proof of concept with your actual models and calculations. Most POCs complete in 1-2 weeks with concrete measurements.

Request Proof of Concept Discuss Your Use Case

We'll benchmark AADC with your specific calculations and provide detailed performance analysis

Learn More About AADC

How It Works

Understand the technical foundation: Code Generation AAD, graph compilation, and why it delivers these performance improvements.

Technical Details →

Comparison

See detailed comparisons: AADC vs GPU-based AD, open-source AAD, ML tools, and manual optimization.

View Comparisons →

Finance Applications

Explore specific use cases for front office, risk management, and IT teams in financial services.

Financial Use Cases →

Business Solution

See the high-level overview: three integration routes, ROI analysis, and business benefits.

Solution Overview →