ITO33, a leading software editor in derivatives and convertible bond pricing, has signed a joint R&D partnership with SCALNYX to advance innovation in causal AI and advanced machine learning.
Focus of the partnership
The collaboration targets some of the hardest problems in quantitative finance: accelerating the generation of complex calibration and deep pricing algorithms, and enabling smarter distribution of data. By combining ITO33's deep expertise in derivatives pricing with Scalnyx's causal AI and machine-learning capabilities, the partners aim to make advanced pricing faster, more robust and more explainable.
Why it matters
Pricing complex derivatives is computationally demanding and sensitive to model assumptions. Bringing causal AI to this domain helps produce pricing and calibration methods that are not only faster, but also more transparent and reliable under changing market conditions — a key requirement for regulated financial institutions.