QuantitativeAnalytics50 2025 published
Chartis Research is happy to announce the inaugural QuantitativeAnalytics50 2025 ranking and report. This new report, a reimagining of and natural extension to our STORM research, examines how the computational cores of risk management, portfolio management, pricing and evaluation and analytics have evolved in financial services.
QuantitativeAnalytics50 2025 contains a comprehensive list of the top 50 vendors that have developed, applied and deployed quantitative technologies. The report also includes an analysis of quantitative techniques and model applications, to determine how effectively vendors have leveraged computational technology. Crucially, QuantitativeAnalytics50 2025 will include an assessment of whether computational infrastructures are aligned with the nature of the analytics provided by particular vendors.
QuantitativeAnalytics50 also examines several key dynamics in the capital markets, retail banking, insurance and wholesale banking sectors:
- The growing convergence of AI with classical asset- and business-specific models. Non-linear statistical techniques, machine learning (ML) models, neural networks and other forms of heuristic optimization have become central elements of the quantitative technology environment.
- The continuing commodification and wide-spread availability of array programming environments. The time has come to leverage array-oriented and data parallel programming, given the range of styles and techniques currently available.
- The new, hybrid universe of institutions and financial products. The intersection of various financial organizations has led to the growing complexity of models and their operating environments.
- The impact of software development practices. Software development is changing because of artificial intelligence (AI), domain-specific languages and other software abstraction tools.
QuantitativeAnalytics50 2025 publishes on 26 June. For more information, contact us.
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