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Active Projects

Essence Java Configuration File - This is a simple component configuration file library. The format is the same as Java class files and can be loaded dynamically. The jar is 24K. A Java Configuration File can be pre-compiled.

Stable Projects

Essence RMI Jar - This is a simple, low latency, high throughput messaging and remote method invocation library. The latency is one fifth, and the throughput is 15x higher than many other solutions.

Research

Jump process modelling Jumps in daily return occur significantly more often and of a greater magnitude than a normal distribution would suggest. How can this be modelled?
Volatility Research Modelling non ideal characteristics of realised volatility.