Meet Plutus:VaR — The Future of Risk Analysis
Plutus: Value at Risk (VaR) is here to revolutionize how you manage risk. Leveraging the power of high-performance GPUs, Plutus:VaR takes your portfolio risk analysis from neutral to outperform.
Value at Risk is one of the most commonly used risk analysis tools amongst financial institutions. VaR is used to measure short term downside risk of securities or portfolios, and leverages Monte Carlo methods to simulate potential market outcomes and the likelihood of tail events.
Plutus is highly optimized to run VaR analysis significantly faster than other products available in the market today, making it a useful tool for everyone — from individual investors to risk management departments at large financial institutions.
Ready to see the difference?
Imagine running complex portfolio simulations in minutes, all while keeping your data safe and integrated into your existing systems. From traditional options to exotic derivatives, Plutus:VaR delivers results you can trust, faster than ever.
Submit your portfolio and get your results within 1 business day!
Highlights
- Lightning fast, high accuracy Value-at-Risk (VaR) and Conditional Value at-Risk (CVaR)
- Model fitting to live real-world data
- Monte Carlo pricing of American options on GPUs for maximum speed/accuracy
- Automatic scaling to any number of GPUs
Learn more at plutus.vorticity.xyz
View Plutus:VaR on AWS
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