Real-Time, Sophisticated Options Pricing
This platform allows the trader to test a wide variety of mathematical formulas to get the true value of an option. With its easy-to-use interface, you can use the same models as the smartest trading shops. Some strategies successfully deployed by our users include, but are not limited to: Relative Value, Volatility Arbitrage, Index Arbitrage, etc.
The platform comes with a robust documentation that thoroughly explains each function and the quantitative strategy of choice. It is built in C++ for optimal speed and real-time pricing. It is currently only available on Windows 7 and higher, but Mac and Linux development are underway.
Here, the trader can select from numerous option pricing models such as: Black-Scholes, Jump Diffusion, Monte Carlo, American Options, Merton-73, etc.
Pictured are the approximation choices for the trader to decide. As explained in the accompanying manual, the proprietary and academic approximation methods ensure accurate real-time pricing. Models include; Polynomial, Romberg's, etc.
This platform was built in C++. This allows us to be in close contact with the machine's processors and it ensures maximal speeds. As a result, the platform can apply sophisticated models to 1000s of Option Chains at any given moment.