Advanced risk engine for institutional risk management
Run in-depth scenario analyses using intuitive, multi-variable slide tools, building on top of our industry-leading spot, vol, and derivatives analytics data.
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Scenario Simulation
Stress-test your portfolio across price & volatility shocks, and correlation breakdowns: Pre- and post-trade.
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Advanced Greek Analytics
Real-time risk exposures, detailed PnL breakdowns by 2nd and 3rd order Greeks across expiries and strikes
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Path & Liquidity Modeling
Analyze path dependency with custom price trajectories, intraday volatility simulation and liquidity/execution-cost forecasting
How it works under the hood: Industry-leading Volatility Engine
The advanced volatility engine calculates implied volatility surfaces in real time, converting live market data streams into a precise 3D surface matrix.
Volatility surface fitting
Implied volatility surface
Stable, arbitrage-free volatility surfaces even in the far wings and illiquid products
Selection of highly flexible volatility vol smile & surface fitters, including SVI, SSVI, ESSVI, and SABR
Based on modern Bayesian ideas, superior numerics, and 30 years of trading and research. Robustness is achieved by transferring information across strikes, expiries and time (filtering).
Estimates additional event variance at known event times from a vol surface or term structure of “dirty” vol.
Connected to our
trading engine.
Options market making
Provide liquidity across listed options on-screen and via RFQ, building on top of our volatility engine. Capture spreads and dynamically manage risk.
Cross-exchange options arbitrage
Exploit price differentials and inefficiences across listed options markets, including digital asset options on CME, OPRA & Deribit.
What can users do?
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Event modeling
Simulate “event variance” related to events like macro data releases, FOMC, or elections and backtest volatility strategy performance during such events.
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Greeks simulations
Run scenario analysis on your portfolio and analyze 2nd and 3rd order Greeks across expiries and strikes.
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Algorithmic delta hedging
Automated hedging driven by live volatility data. Neutralize directional risk instantly and with precision.
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Portfolio sensitivity analysis
Visualize how your portfolio responds to market shifts. Anticipate P&L impact from vol changes and time decay.
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