EPI Engine is a high-performance programming library designed for complex financial computations such as Monte Carlo Simulations for statistical models; providing portfolio-risk- analyses and robo-advice for websites, apps and other mega-user platforms.


Instead of processing each individual CPU instruction one by one, EPI Engine is written in highly vectorized code using multi-threading and SIMD-technology.

Speed is Key

  • Interactive risk analysis
  • Mega-user applications
  • Real-time risk monitoring for clients
  • No more slow overnight batch processing

Implementation is Easy

EPI Engine seamlessly integrates with all .Net and Java applications. Using a web api, EPI Engine provides the same functionality for any other platform or framework.

Flexible and Tweakable

EPI Engine runs simulations and inverse simulations for time dependent variable parameters such as asset mixes, returns, deposits, disbursements, inflation and fees.

EPI Engine Answers

  • When will I reach my target of € 650.000 with 75% certainty?
  • What is the chance of reaching that target in July 2046?
  • How do I need to vary my monthly deposits, during the next 5 years, to be 90% certain that my annual income will be € 50.000 in July 2046?


EPI Engine is a modular system. The core program uses 'Geometric Brownian Motion' as the default mathematical model for Monte Carlo simulations. The core module can be expanded and adapted to fit any clients’ functionality requirements.

10,000 simulations
in the blink of an eye!

EPI Engine makes optimal use of the architecture of the CPU / GPU; resulting in extremely short computation times (10.000 simulations in a few milliseconds). High performance computing creates new possibilities and reduces server costs on mega-user platforms such as apps and websites.

example of an online banking app giving investment advice

the future of online banking starts today

Fast and easy online banking services are becoming increasingly more important. Implementation of EPI Engine enables banks to use inverse statistical simulations for uniform on the spot personal investment advice.

Implementation demo included

EPI Engine comes with a fully working open source demo application. Programmers can use the demo to experience how easy it is to implement EPI engineinto an existing software environment.

fully working implementation demo of epi engine