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.
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.
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What Do You Get with Riskfuel?