Our mission : transforming risk analytics into competitive edge for leading financial professionals
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We – at ALGOSAVE – strongly believe that the end of traditional financial models has been reached.
- Their core assumptions of normally distributed returns and simple correlation structure repeatedly fail to integrate increasing complexity and repeatedly hide voracious risks behind those over-simplified representation of reality.
- Hence – on a corporate scale – the repeated closure of numerous derivative desks on the grounds of mis-priced volatility.
- Hence – on a gigantic scale – the 2008 sub-prime collapse the grounds of mis-priced volatility correlation.
- While successive patches have been worked-out – for instance volatility skew – they all came too late and repeatedly failed investors, repeatedly failed risk managers, repeatedly failed regulators. Ultimately they repeatedly failed us all – the public – who has been left footing the bill.
- Authors such as Pablo Triana – The Number that Killed us – or Nassim Nicholas Taleb – the Black Swan – as well as regulators – with IFRS 9 and CECL – are ultimately fostering the use of new financial models, in order to allow for better capital allocation thru better pricing and analysis of risk.
Therefore, ALGOSAVE is initiating a new valuation paradigm
- Algosave is on a journey to offer all stakeholders in financial markets exactly that : powerful and reliable valuation models.
- Not because traditional valuation models are old. But, because they are wrong.
- ALGOSAVE FinTech helps you handle increasing complexity and work with rich, real-life universe of possible outcomes.