Soavalon was built to bridge the gap between complex quantitative finance and everyday portfolio management.
Explore PlatformBuilt on rigorous VaR methodologies for accurate risk assessment that accounts for non-normal distributions.
No PhD required. We package powerful math into an intuitive interface designed for everyday investors and advisors.
Re-computation of risk across thousands of scenarios in seconds.
Founded by an engineer passionate about quantitative finance, Soavalon was born from a singular frustration: the most powerful risk analysis tools were locked behind the closed doors of major hedge funds. Our platform empowers individual investors to understand their downside risk — no supercomputer or math degree required.
From Black-Scholes pricing to portfolio optimization — nine modules, one platform.
KPIs for VaR, volatility, Sharpe ratio, and maximum drawdown.
Compute asset correlation matrices with Pearson, shrinkage, and rolling window methods.
Run thousands of randomized scenarios to model portfolio outcomes and tail risk.
Mean-variance efficient frontier with optimal asset allocation weights.
The pillars that uphold our platform.
We source our market data from reliable market data providers. Garbage in, garbage out—so we ensure only the cleanest data enters our models.
We don't rely on simple averages. Our models account for fat tails, skewness, and kurtosis to give you a true picture of risk.
Your portfolio data is yours. We employ industry-standard encryption practices and never sell your financial data to third parties.
Markets evolve, and so do we. We are constantly refining our algorithms to adapt to new asset classes and market conditions.
Stop guessing. Start calculating. Experience the power of institutional risk intelligence today.
Start for FreeNo credit card required. 7-day free trial on Pro features.