Investment Banking Grade Risk Analytics for Everyone
Feonix Risk brings the same quantitative risk tools used by institutional trading desks to everyday investors. No PhD required — just ask a question in plain English.
Meet the Founder
With over 30 years implementing trading and risk platforms for some of the world's leading banks and hedge funds across Europe, North America, Australia, and Asia Pacific, Phil recognised that everyday investors were making decisions without the quantitative tools that institutional traders rely on daily.
Feonix Risk was built to close that gap — bringing institutional-grade Monte Carlo simulation, Value-at-Risk, stress testing, and portfolio optimisation to individual investors through a natural language interface powered by AI.
Under the Hood — Institutional Methodologies
Feonix Risk uses the same quantitative techniques deployed on institutional trading desks worldwide. These aren't simplified approximations — they're the real thing.
Monte Carlo Simulation
Multivariate correlated simulation using Geometric Brownian Motion with Cholesky decomposition for correlation matrices. Antithetic variates for variance reduction. Up to 50,000 simulation paths with full path tracking.
Value-at-Risk & CVaR
Historical VaR with configurable confidence levels and time horizons. Conditional VaR (Expected Shortfall) for tail risk — the measure now required by Basel III banking regulations. Per-stock and per-sector risk decomposition.
Stressed Monte Carlo
Scenario-driven instantaneous price shocks combined with forward Monte Carlo projection under inflated volatility. AI-estimated per-stock moves grounded in current news and market conditions.
Portfolio Optimisation
Markowitz mean-variance optimisation using scipy.optimize. Efficient frontier computation, maximum Sharpe ratio portfolio, minimum variance portfolio, and rebalancing suggestions.
Historical Backtesting
Full historical performance analysis with CAGR, Sharpe ratio, Sortino ratio, max drawdown, and benchmark comparison (alpha, beta, tracking error). Monthly returns heatmap and per-holding breakdown.
AI-Powered Analysis
Natural language intent parsing routes your questions to the right analytical engine. AI volatility estimation calibrates stress scenarios using live VIX data and historical event mapping. Web-search models ground analysis in current headlines.
Options Pricing
Black-Scholes analytical pricing with full Greeks (delta, gamma, theta, vega, rho). Monte Carlo stochastic pricing for path-dependent scenarios. Implied volatility estimation from market data.
Sensitivity Analysis
Per-stock and macro scenario what-if analysis. AI estimates differentiated per-ticker moves for economic scenarios (rate changes, tariffs, geopolitical events) based on sector exposure and historical precedent.
Our Mission
Democratise institutional-grade risk analytics. Every investor — from someone managing their first portfolio to a seasoned trader — should have access to the same quantitative tools that power the world's largest trading desks. Feonix Risk makes that possible through AI-powered natural language interaction, eliminating the technical barriers that have kept these tools locked behind Bloomberg terminals and proprietary systems.
No credit card required. Free tier includes Monte Carlo, VaR, sensitivity analysis, and AI summaries.