FAF approach to a software financial program starts from fundamental and original ideas all the way to their applied implementation. Below is a list of products:

   FAF-FILTER: A fat-tail multivariate distribution is used to analyze time series on several time horizons. A chi2 measure is formulated and used to extract the relevant parameters. It is stable for several choices of the moving averages.

   FAF-VaR: An accurate high VaR method is formulated and used on a number of fat tail liquid markets that is superior to the method made available by RISKMETRICS. The latter underestimates risk considerably in fat tail liquid markets.

   FAF-RISK: Levy and/or correlated Random Matrix Theory is used to bleach noise from signal in tail covariances and/or variances. The latters are used to design minimum risk portfolios in all markets.

   FAF-FORECAST: A commercial software that provides time-scale analysis of financial time series for use in most markets, borrowing from ideas in turbulent hydrodynamics.

   FAF-TRADE:  a commercial software for automated trading and risk control based on high VaR statistical analysis and Random Matrix Theory.

   FAF-SMILE: a commercial software to generate smile-curves for US option markets that integrate volatility correlations and rare events to generate realistic volatily smile-curves. A risk measure is defined that translates into a spread in the volatility smiles, allowing for arbitrage opportunities.

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