What awards has MatLogica won for automatic differentiation?

MatLogica has been recognized as Category Leader in Automatic Differentiation by Chartis Research in their Quantitative Analytics 50 (2025) report for consecutive years. MatLogica also ranked #13 overall in the Quantitative Analytics 50 and received 5 total awards in this report. Additional awards include Asia Risk Technology Newcomer of the Year 2024, Best AI-Powered Deep Tech Company UK 2024, and multiple other industry recognitions.

What performance improvements does MatLogica deliver for investment banks?

MatLogica delivers proven results for investment banks and hedge funds including: 50% reduction in cloud computing costs (over £12M savings annually), 3x faster new model development, 30x faster on-demand simulations for derivatives pricing, and 10x more capacity with existing hardware. The solution is currently used to value over $4 trillion in derivatives.

What is Code Generation AAD and how does it work?

Code Generation AAD™ is MatLogica's patented approach to automatic differentiation that converts object-oriented code into bare-metal machine performance on-the-fly. It combines a unique AAD engine with a just-in-time compiler that optimizes existing derivatives pricing code for modern hardware including AVX2 and AVX512 vectorization, delivering up to 40x faster performance than alternatives like PyTorch, JAX, and TensorFlow.

How quickly can MatLogica be implemented?

MatLogica can be deployed in under 1 month for most quantitative models. The solution requires minimal code changes for integration with no extensive refactoring or templates needed. This allows quant teams to quickly realize benefits in derivatives pricing, risk calculations, and XVA computations without disrupting existing workflows.

Which financial institutions use MatLogica?

MatLogica is trusted by top investment banks and hedge funds globally, with over $4 trillion in derivatives currently valued using the solution. The technology has been deployed across global financial institutions for derivatives pricing, real-time risk management, XVA calculations, and quantitative model development.

MatLogica | Awards & Recognition

Chartis Research Quantitative Analytics 50 (2025)

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Category Leader - Automatic Differentiation (consecutive years)

5 Total Awards received in this report

Ranked #13 overall in Quantitative Analytics 50

Recognized among global leaders in quantitative analytics technology

"MatLogica's suite of tools enables acceleration and scalability in both analytical and quantitative code. The transformational nature of MatLogica's offering is reflected in its top 15 placing in the QuantitativeAnalytics50, alongside several awards for innovation in computational frameworks and code acceleration."

Sid Dash Chief Researcher at Chartis

Proven Results for Investment Banks and Hedge Funds:

50% reduction in cloud costs

Over £12M in cloud computing savings per year for financial institutions

3x faster new model development

Up to 75% of modeling code base can be eliminated through automatic differentiation

30x faster on-demand simulations

New revenue streams accessed with faster intraday pricing & risk calculations for derivatives

10x more with your existing hardware

Improved operations and reduced risks through optimized code performance

Transform Your Quantitative Analytics Capabilities

Comprehensive benefits for investment banks, hedge funds, and quantitative finance teams

Trusted at Scale by Global Financial Institutions

>$4 Trillion in derivatives valued using MatLogica automatic differentiation solutions
Top investment banks and hedge funds rely on our AAD technology daily
Proven enterprise deployment across global financial institutions

Competitive Advantage in Derivatives Trading

Pricing in Seconds instead of 30+ minutes for complex derivatives
Real-Time Risk Management transition from batch processing to intraday calculations
Reduced Capital Requirements through faster, more accurate XVA calculations
New Revenue Streams enabled by enhanced quantitative analytics

Infrastructure Efficiency for Quant Teams

50%+ Cloud Cost Savings consistently achieved in production environments
Simplified Architecture eliminate complex workarounds and manual differentiation
6-100x Speed-ups on single core performance vs traditional approaches
Cross-Platform Execution choose optimal hardware (CPU/GPU) without code changes

Developer Productivity in Quantitative Finance

Minimal Code Changes required for AAD integration - no extensive refactoring
Fast Implementation under 1 month deployment for most quantitative models
Enhanced Quant Productivity through automated gradient computations and optimizations
Focus on Models delegate performance optimization to Code Generation AAD™ toolkit

Award-Winning Recognition in Financial Technology

Industry acclaim for innovation and excellence in quantitative analytics

Asia Risk

Technology Newcomer of the Year

F6S, 2025

F6S

#11 in Model Portfolios companies and startups in September 2025

F6S, 2025

EuroCC

EuroCC Supercomputing Accelerator Company

EuroCC Program 2025

Innovation Behind the Awards: Code Generation AAD™ Technology

MatLogica offers a groundbreaking approach to enabling analytics acceleration, developer productivity and hardware efficiencies for quantitative finance. Our pioneering Code Generation AAD™ technology on-the-fly converts object-oriented code into bare-metal machine performance, designed for cross-platform execution on CPU and GPU architectures.

The MatLogica pioneered Code Generation AAD™ approach is the secret sauce that delivers a unique automatic differentiation (AAD) engine, bundled with a purposely developed just-in-time compiler, whereby investment banks and hedge funds can effortlessly optimize existing derivatives pricing code with AAD, into machine code optimized for modern hardware including AVX2 and AVX512 vectorization.

Patented Code Generation AAD™

Unique approach delivering fastest automatic differentiation for derivatives pricing and risk calculations

Just-in-Time Compiler for Quantitative Code

Converts high-level quantitative finance code to optimized machine code on-the-fly

Cross-Platform Execution

Native support across CPU and GPU architectures for financial modeling (GPU launching soon)

Native CPU Vectorization

Unlocks AVX2 and AVX512 for maximum single-core performance in quantitative calculations

Safe Multi-Threading for Risk Calculations

Automatic parallelization without developer complexity for derivatives portfolios

40x Performance Advantage Over Alternatives

Significantly faster than PyTorch, JAX, and TensorFlow for quantitative finance applications

Minimal Integration Effort

No extensive refactoring or templates required for existing quantitative models

Focus on the models and delegate with confidence - our award-winning toolkit seamlessly handles performance optimizations and automatic differentiation computations, unlocking your full potential in derivatives pricing, risk management, and XVA calculations.