Upgrade your value at risk analysis from neutral to outperform

Introducing Plutus: VaR

GPU-enabled Value at Risk

Submit Your Portfolio

Built for GPUs.
Your VaR in minutes.

Seamless Integration

Let us easily integrate Plutus VaR into your organization's risk management ecosystem. Either in the cloud or on-premises, while leveraging your market data feed and order book.

Launch an instance on AWS to run your portfolio in minutes.

Custom-Built
for GPUs

Plutus: VaR was created specifically for use on the latest high performance GPUs. Using the same hardware that AI models run on, you are able to unlock huge benefits in performance and scalability.

Why should AI companies be the only ones to benefit from hardware improvement?

Accelerated Derivative Analysis

Quickly and accurately analyze American, Bermudan, and other exotic derivatives with Monte Carlo VaR. Black-Scholes, Longstaff Schwartz, and full Heston model pricings underpin Plutus VaR.

Trusted Analysis

Robustly backtested using 20 years of historical data, across multiple asset types, long/short strategies, stressed and normal market conditions. Built with compliance of Basel III framework as a main priority.