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Trader Interface
•Proprietary pricing model with fully quantified vol curves •Quantified skew, kurtosis, vol, and calendar risks per portfolio as well as per option •Seamlessly interface with our quoting engine functionality •Create, send, and manage orders •Send orders directly to an exchange co-located server or send via your chosen execution service •Full multi leg order functionality •Basic algorithmic order functionality.
Coming in next release...
•Full black/scholes risk modeling and management •Individual product watch list interface •trade any CME/CBOT product.
Quoting Engine
•Stream quotes to CBOE, Amex, Arca, and CBSX. •Stream quotes into all 3500 options and stock product classes managed from a single interface •Quote using co-located exchange direct data or NBBO data •Auto-hedge by sending orders directly to the co-located exchange or via your chosen execution service •Manage and customize spread widths, quoting sizes, theoretical values •Automatically adjust quoting values by inventory •Safety checks and quote block optimizations.
Coming in next release...
•Quote single stock futures at OneChicago and futures at Chicago Futures Exchange.
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