FAF­Finance combines world experts on market risk and software development that specialize in measuring risk ACCURATELY at the high confidence level say 99%, for ANY combination of risk instruments and asset classes including derivatives and combinations thereof.

We are world experts on Random Matrix Theories, Informational Flow on complex networks and Advanced Statistical Methods with extensive publishing records in refereed journals. Our team has currently over seventy man-years experience in applying these concepts to quantitative finance.

FAF works on problems posed by the increasingly complex and challenging financial market. FAF is currently active in:

1. Extracting from finite time series Levy stable pdf's with statistical constraints. Our in-proprietary algorithms for high VaR calculations are very stable and superior to the ones provided by Riskmetrics.
2. Using Levy Random Matrix theory and/or correlated Gaussian Random Matrix Theory to understand market parameters and intra-assets correlators for portfolio risk minimization and market neutral strategies.
3. Understanding the derivative and future markets and deriving option pricing strategies beyond the Black-Scholes Gaussian limit. The latter underestimates market risk in inefficient markets.
4. Designing automated trading strategies on all time horizons, and providing custom designed financial strategies based on the most up-to-date quantitative finance.