Gain a Trading Advantage

with real time valuations and risk sensitivities

Get Valuations, P/L Explain and Risk Sensitivities in Real Time

If you manage a portfolio of complex structured products, the following will sound familiar. You trade throughout the trading day using increasingly stale risk sensitivities, and at the close of trading, you estimate your P/L again using these stale sensitivities. On a calm day, your estimate is likely to be pretty close. However, when it really matters — when the markets are at their most volatile — all bets are off.

But it doesn’t have to be this way.

With Riskfuel, valuations and risk sensitivities are calculated in real time throughout the trading day, so you will always know your portfolio value and risk sensitivities as the market changes. With better information, you can focus more on your overall trading strategy, and less on estimating your current P/L and guessing at the risk exposures across your portfolio.

A recent case study done with Microsoft found the Riskfuel model performed 20 million times faster than the original model against which it was trained.

Get Your Risk Sensitivities in Real Time

Master the Markets with Real Time Scenario Analysis

Real Time information means being able to react quickly when news shifts the market in a big way. Fast calculations also allow for real time Scenario Analysis. Know ahead of time how your portfolio will respond to different market conditions. Better information lets you trade volatile markets with more certainty than ever before.

Try Out our New Demo: Bermudan Swaption

What Do You Get with Riskfuel?

1

Real Time Valuations and P/L Explain

Value your portfolio using current market conditions and attribute performance according to risk factor
2

Real Time Risk Sensitivities

Have sensitivities at your fingertips. See how our Bermudan Swaption Demo calculates 150+ greeks instantly
3

Accuracy with any Valuation Technique

Riskfuel can accelerate models utilizing any valuation technique including Finite Differences and Monte Carlo
4

Accuracy even under Violently Changing Market Conditions

Riskfuel models have a wide domain of approximation and work under all possible market conditions - not just historic conditions
5

Extremely Accurate Outputs

Our models are trained and validated against the models you use today, and deliver valuations extremely close to those you get already. Compare model accuracy against Quantlib with our Bermudan Swaption Pricing Demo
6

Real Time “What If” Scenario Analysis

Our models are fast, so you can ask the questions you have, and get the answers you seek 𝘪𝘯𝘴𝘵𝘢𝘯𝘵𝘭𝘺 throughout the trading day

Be the First to Know with Real Time Scenario Analysis

Riskfuel

1,000,000x