The Prophet Speaks

"Over the next year or so, the economy appears likely to expand at a moderate rate, close to or modestly below the economy's long-run sustainable pace. Core inflation is expected to slow gradually from its recent level, reflecting the reduced impetus from high prices of energy and other commodities, contained inflation expectations, and perhaps further reductions in the rate of increase of shelter costs and some easing in the pressures on capital and labor resources. However, substantial uncertainties surround this baseline forecast."

Remarks of Chairman Ben S. Benanke before the National Italian American Foundation, New York, November 28, 2006

We design and build algorithms and software components (including callable libraries and add-ins) for pricing instruments, forecasting demand, datamining, trading and risk management applications and structured transaction analytics.

Our algorithms, components, and integration suites support trading, capital and asset valuations in energy, fixed income, and credit derivative applications.

Devonrue models and components can be delivered in a variety of modes including scripts (SAS, MATLAB, and SPSS), compiled code (C# and C++), integrated n-tier or web applications, web services (.NET/J2EE), design and test packages, and traditional project studies.

Our algorithms can fine-tune your trading strategies based on utility maximization, optimal control, and dynamic programming methods.

We are also available for specialized consulting assignments or to supplement your in-house staff.

For more information, contact info@devonrue.com.