All finance POCs
POC 04Reproducible now

Multi-Scenario Overnight Risk Fan-Out

The workload that bottlenecks every overnight risk run: re-price every instrument under every scenario. LRDE makes it structurally cheaper.

8.5–12×
Speedup vs scipy BDF
29μ
Max disagreement per trade PV
6.6 s
Production (bucketed) wall time
200
Stochastic scenarios

The scenario

Set the picture

A multi-strategy fund runs overnight portfolio valuation, VaR, Expected Shortfall, and xVA fan-outs. The inner loop: re-price every instrument under every stochastic market scenario. The batch is supposed to finish by 6 AM so traders have risk numbers before the opening bell.

Tonight, the scipy BDF baseline projects to 78 seconds for 200 scenarios. At production scale (5,000 scenarios × 1,000 counterparties), the batch routinely misses the deadline.

Cost today

BDF baseline: ~78 seconds projected for 200 scenarios (2.6 scenarios/sec).

Each scenario is an independent time march. No structural sharing of work across scenarios in the same vol bucket.

What changes with LRDE

LRDE head-to-head (no bucketing): 9.1 seconds, 21.9 scenarios/sec. Same trade PVs to 2.9 × 10⁻⁵ per trade. This is the clean apples-to-apples comparison.

LRDE production (bucketed σ to 0.5 vol pts, r to 25 bps): 6.6 seconds, 30.3 scenarios/sec. A controlled sub-1% NPV approximation well within model-risk tolerance.

Portfolio risk metrics from the production run: Mean NPV 106.85, Stdev 21.12, 1% VaR 42.81, 99th percentile gain 48.87.

Measurable outcome

What we claim — and how it survives review

Each line below maps to a captured number in the demo section. Every number is reproducible from the benchmark suite.

  • 8.5× speedup head-to-head (no approximation), 11.8× with production bucketing.
  • Max pricing disagreement vs BDF: 2.9 × 10⁻⁵ per trade PV (29 micro-units).
  • VaR, Expected Shortfall, and FRTB capital numbers land before the opening bell.
  • SHA-256 of every scenario PV matrix for regulatory verification.
  • Production bucketing: σ bucketed to 0.5 vol pts, r bucketed to 25 bps — below typical tick movement.

The demo

What was tested. How. What the script printed.

25-trade portfolio (mix of long/short calls and puts, varying strikes and maturities). 200 stochastic market scenarios (S log-normal stdev 5%, σ normal stdev 5 vol pts, r normal stdev 100 bps). Two LRDE modes reported separately for transparency.

The head-to-head mode (full LU per scenario) is the legitimate apples-to-apples comparison. The production-bucketed mode introduces a controlled approximation (~30 cents per trade) and goes a further 1.4× faster.

Captured benchmark output

The numbers the script actually printed.

Overnight risk: LRDE vs BDF on 25 trades × 200 scenarios
MethodWall timeScenarios/secSpeedupMax abs diff per PV
LRDE head-to-head9.1 s21.98.5×2.9 × 10⁻⁵
LRDE production (bucketed)6.6 s30.311.8×0.30 (bucketing)
BDF baseline (projected)78 s2.61.0×reference

BDF projected from a 10-scenario subset. Production bucketing: σ to 0.5 vol pts, r to 25 bps.

Portfolio risk metrics (LRDE production, n=200 scenarios)
MetricValue
Mean NPV106.85
Stdev21.12
1% VaR (worst-case loss vs mean)42.81
99th percentile gain48.87

Evidence pointers

Where the claims live in the repo

These are the files a reviewer should run to re-derive every number on this page.

  • poc/lrde_hedge_fund/scenario_xva/bench.py
  • docs/pitch/LRDE_HEDGE_FUND_BRIEF.md §5

Want to see these numbers on your book?

Run the benchmark on your actual vol surface and trade book.

Two weeks, $25K, fully credited. No production integration, no data leaving your premises. Every claim above traces back to a script you can run locally.

Talk to us