Abstract: Systems and methods are disclosed to enable a system to address latency and accuracy issues in financial trading. A system with multiple buffers and at least two processors are provided to load data associated with values for securities, a plurality of executable code associated with a plurality of predetermined functions to process the values of the data; and parameter data and datasets associated with output of the individual executable code. The parameter data provides scheduling and mapping for the at least two processors in the computing system to process the values. Datasets are generated for the third buffer area after the processing of the values and results from the datasets are projected in a multi-dimensional event space of a user interface using the datasets with a predetermined granularity so that risk values are provided dynamically with security values from the results.