Improve Your Trading Performance

with real time valuations and risk sensitivities

Riskfuel AI Models Offer Real Time Valuations and Sensitivities

If you manage a portfolio of complex financial instruments, you are painfully familiar with the status quo: you trade throughout the trading day, leave the office at 5pm, and learn how your portfolio performed 16 hours later (if it ran without error). On a calm day, you have a reasonable idea of how you did; on a volatile day, you learn the morning after.

But it doesn’t have to be this way.

With Riskfuel, valuations and risk sensitivities are calculated in real time throughout the trading day, allowing you to know your portfolio value and portfolio greeks at any moment. With better information, you can focus more on your overall trading strategy, and less on estimating your current P/L, or guessing at the exact delta exposures across your portfolio. The exact price and risk sensitivities of any position across your portfolio is available to you in real time. 

A recent case study done with Microsoft found the Riskfuel model performed 20 million times faster than the original benchmark model.

Get Your Trade Info in Real Time

Setup a demo with our Riskfuel team and learn how you can have the Riskfuel Advantage!

Increasing Alpha 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 what your P/L would be in different market conditions, increasing your information advantage. Better information lets you trade volatile markets with more certainty than ever before.

Focus on Your Strategy with Real Time Scenario Analysis

Contact us at Riskfuel and learn how you can have the Riskfuel Advantage!

What Do You Get with Riskfuel?

1

Real Time Valuations

Use the market conditions right now to value your portfolio
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
7

Accurate Models even for Complex Instruments (REMOVE?)

Riskfuel will accelerate any model regardless of the complexity. Check out our Bermudan Swaption demo for an example
8

Easy Validation (REMOVE?)

The Riskfuel model can be validated simply by running it alongside the in-house model and comparing the results.
9

Quick Deployment (REMOVE?)

Riskfuel delivers a model that has all the same inputs and outputs as your in-house model. This makes it easy for IT to deploy it into the existing environment.

Try Out our New Demo: Bermudan Swaption

Take Riskfuel for a test drive!

All This is Made Possible with our Unique Model Training and Validation Process (REMOVE?)

Study

We work with your quant teams to create a domain of approximation and generate training data. We generate a massive trade database of over 100 million simulated trades over a wide range of market conditions, guaranteeing the model stays accurate even after big, unexpected market moves.

Train

We feed this training database into our Machine Learning System which learns a functional approximation of your model. The Riskfuel model takes in the same input parameters as your existing model and delivers the same valuations and risk sensitivities. The difference? Our AI models run 𝘣𝘦𝘵𝘸𝘦𝘦𝘯 1 𝘮𝘪𝘭𝘭𝘪𝘰𝘯 𝘢𝘯𝘥 20 𝘮𝘪𝘭𝘭𝘪𝘰𝘯 𝘵𝘪𝘮𝘦𝘴 𝘧𝘢𝘴𝘵𝘦𝘳 than the traditional models in use today!

Deploy

We deliver the accelerated Riskfuel model to your back office team. Once the model is validated against your in-house model, it will be plugged into your application software where it will provide you real time information throughout the day.

Talk to one of Our Experts Today

Learn what Riskfuel can do for you!

Riskfuel

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