MathWorks
657 Case Studies
A MathWorks Case Study
Olam International’s commodity derivatives unit, Olam CFSG, needed to replace a costly, inflexible third‑party system and fragile Excel spreadsheets that required manual Bloomberg data entry and crashed on large scenario analyses. To build a scalable, automated trade management and risk platform capable of handling gigabytes of market data and millions of transactions across three continents, Olam turned to MathWorks’ MATLAB and associated toolboxes.
Using MathWorks’ MATLAB (with Datafeed, Parallel Computing, Database, Financial and Statistics toolboxes, plus MATLAB Compiler SDK), Olam developed a production trade analytics and risk management system that imports Bloomberg data, cleans and models market data, runs parallelized pricing and VaR calculations, and exposes algorithms as Java services. The MathWorks‑based solution reduced development time by two years, cut manual effort by 80%, increased computational efficiency by 80%, processes roughly 2.5 million transactions and millions of market records daily, and is now deployed globally.
Ananthi Jegan
Product Manager