Overview
Value-at-Risk is an important metric for any risk management team. Knowing your VaR or CVaR is a valuable tool in seeing how much risk a portfolio is exposed to. With the Plutus:VaR Engine, you can accurately and quickly calculate the VaR for your portfolio!
Features:
- 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
To use the Plutus:VaR engine for yourself, launch an instance from the AMI and follow the Plutus:VaR User Guide.
Highlights
- Lightning fast, high accuracy VaR and CVaR
- GPU-optimized American option pricing
Details
Typical total price
$42.773/hour
Pricing
Instance type | Product cost/hour | EC2 cost/hour | Total/hour |
|---|---|---|---|
p4d.24xlarge Recommended | $10.00 | $32.773 | $42.773 |
g5.xlarge | $10.00 | $1.006 | $11.006 |
g5.2xlarge | $10.00 | $1.212 | $11.212 |
g5.4xlarge | $10.00 | $1.624 | $11.624 |
g5.8xlarge | $10.00 | $2.448 | $12.448 |
g5.12xlarge | $10.00 | $5.672 | $15.672 |
g5.16xlarge | $10.00 | $4.096 | $14.096 |
g5.24xlarge | $10.00 | $8.144 | $18.144 |
g5.48xlarge | $10.00 | $16.288 | $26.288 |
Additional AWS infrastructure costs
Type | Cost |
|---|---|
EBS General Purpose SSD (gp3) volumes | $0.08/per GB/month of provisioned storage |
Vendor refund policy
All sales are final, and the Company does not offer any money-back guarantees
Legal
Vendor terms and conditions
Content disclaimer
Delivery details
64-bit (x86) Amazon Machine Image (AMI)
Amazon Machine Image (AMI)
An AMI is a virtual image that provides the information required to launch an instance. Amazon EC2 (Elastic Compute Cloud) instances are virtual servers on which you can run your applications and workloads, offering varying combinations of CPU, memory, storage, and networking resources. You can launch as many instances from as many different AMIs as you need.
Version release notes
New: Bazel Backtesting Exceedance Report. Fix: Coupon generation for T-Bill and T-Note pricing. Fix: Time discretization of simulated interest rate paths. Fix: Vasicek/CIR interest rate model parameter calibration.
Additional details
Usage instructions
Please follow the Plutus:VaR User Guide https://vorticity-plutus.s3.us-west-2.amazonaws.com/Plutus%3AVaR+User+Guide+Rev1.0.1.pdf
Resources
Vendor resources
Support
Vendor support
We are excited to see you succeed. Contact info@vorticity.xyz for support information.
AWS infrastructure support
AWS Support is a one-on-one, fast-response support channel that is staffed 24x7x365 with experienced and technical support engineers. The service helps customers of all sizes and technical abilities to successfully utilize the products and features provided by Amazon Web Services.