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New features include:
Manual and automated hedge:
Allows option market makers to delta hedge (ratio) options exposure by buying or selling positions in underlying – cash, futures or LEPOs. A pre-configured manual hedge version calculates the hedge required to revert to a desired delta. Traders can then manually execute a hedge trade with a simple button press. An automated hedge capability is also available, executing trades based on pre-programmed proprietary hedging strategies.
Improved volatility management:
Our volatility management functionality has been re-designed to provide traders with more flexibility when managing options volatility. This monitors all aspects of the impact of volatility on the options
Improved Risk management:
Is a portfolio-based risk management application creating a multi-functional view of a trader’s risk
Quote Script Scratch Pad:
Trader’s can now develop and test new quoting strategies against a live market environment. Quote script libraries will simplify access to scripts, with their transition from development to production achieved by testing in real time trading situations.
Urs Rutschmann, CEO, said, “The challenge of delivering features that keep our clients competitive has culminated in a powerful and functionally rich product offering. The emphasis has been on increased functional integration, more programmable automation, and ever better quote performance coupled with sophisticated quote safety algorithms. I believe we have met and surpassed these challenges with what I consider to be our most powerful product offering to date”.
“It is software developments of this quality that are contributing to the huge growth in exchange-traded option volume.” concluded Mr Rutschmann.
