Fortschrittliche Risiko-Engine für institutionelles Risikomanagement
Führen Sie tiefgehende Szenarioanalysen mit intuitiven, multivariablen Schiebereglern durch, die auf unseren branchenführenden Spot-, Volatilitäts- und Derivate-Analysedaten aufbauen.
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Szenariensimulation
Stresstesten Sie Ihr Portfolio bei Preis- und Volatilitätsschocks sowie Korrelationsbrüchen: Vor und nach dem Handel.
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Fortgeschrittene griechische Analysen
Risiko-Exposures in Echtzeit, detaillierte GuV-Aufschlüsselungen nach Griechen 2. und 3. Ordnung über alle Fälligkeiten und Strikes hinweg
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Pfad- & Liquiditätsmodellierung
Analysieren Sie Pfadabhängigkeiten mit maßgeschneiderten Preispfaden, Intraday-Volatilitätssimulation und Liquiditäts-/Ausführungskostenprognosen
Wie es hinter den Kulissen funktioniert: Branchenführende Volatilitäts-Engine
Die hochentwickelte Volatilitäts-Engine berechnet implizite Volatilitätsoberflächen in Echtzeit und wandelt Live-Marktdatenströme in eine präzise 3D-Oberflächenmatrix um.
Volatilitätsoberflächen-Anpassung
Implizite Volatilitätsoberfläche
Stabile, arbitragefreie Volatilitätsflächen selbst in den extremen Randbereichen und bei illiquiden Produkten
Auswahl an hochflexiblen Volatilitäts-Smile- und Volatilitäts-Surface-Fittern, einschließlich SVI, SSVI, ESSVI und SABR
Basiert auf modernen bayesianischen Konzepten, überlegener Numerik und 30 Jahren Handels- und Forschungserfahrung. Robustheit wird durch den Informationstransfer über verschiedene Strikes, Laufzeiten und Zeiträume hinweg (Filterung) erreicht.
Schätzt die zusätzliche Ereignisvarianz zu bekannten Ereigniszeitpunkten aus einer Volatilitätsfläche oder der Laufzeitstruktur der „Dirty Vol“.
Mit unserer Trading-Engine
verbunden.
Options-Market-Making
Stellen Sie Liquidität für gelistete Optionen auf dem Bildschirm und via RFQ bereit, aufbauend auf unserer Volatilitäts-Engine. Nutzen Sie Spreads und verwalten Sie Risiken dynamisch.
Börsenübergreifende Optionsarbitrage
Nutzen Sie Preisunterschiede und Ineffizienzen in den börsennotierten Optionsmärkten aus, einschließlich Optionen auf digitale Vermögenswerte an der CME, OPRA & Deribit.
Was können Benutzer tun?
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Event-Modeling
Simulieren Sie die „Ereignisvarianz“ im Zusammenhang mit Ereignissen wie der Veröffentlichung von Makrodaten, dem FOMC oder Wahlen und testen Sie die Performance von Volatilitätsstrategien während solcher Ereignisse.
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Greeks-Simulationen
Führen Sie Szenarioanalysen für Ihr Portfolio durch und analysieren Sie Griechen 2. und 3. Ordnung über alle Laufzeiten und Strikes hinweg.
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Algorithmische Delta-Absicherung
Automatisches Hedging basierend auf Live-Volatilitätsdaten. Neutralisieren Sie direktionale Risiken sofort und mit höchster Präzision.
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Portfolio-Sensitivitätsanalyse
Visualisieren Sie, wie Ihr Portfolio auf Marktveränderungen reagiert. Antizipieren Sie die GuV-Auswirkungen von Volatilitätsschwankungen und Zeitwertverlust.
Eine neue Art zu
handeln ist da.
OrderX stattet professionelle Trader mit den Tools aus, auf die sie gewartet haben: Strukturierte Ausführung, integrierte Systeme und integrierte Intelligenz.