ProOpticus is professional
derivatives software providing users with
a comprehensive and integrated solution
for option valuation, risk management
and trade execution. Our customers include
professional independent and proprietary
traders, leading hedge funds, four of
the world’s largest FCM’s, top tier investment
banks and Fortune 500 energy companies.
ProOpticus can be customized to fit the
specific needs of a wide range of financial
industry professionals.
Valuation:
Option valuation is a fundamental tool for trading success and is
essential for accurate and meaningful risk measurement and management.
ProOpticus offers an abundant array of pricing models and
skewing methods to deliver option values that incorporate
and maximize the variables prescribed by the user.
- 25 option pricing models from vanillas to exotics
covering all asset classes and multiple instruments
including Commodity Spread Options(CSO)
- 17 volatility skewing methods with enhanced input controls
- 2 methods for calculating Greeks
- Fixed vs. Floating Valuations
- Volatility path modeling
- Calculator for pricing monthly option strips
- Dynamic Delta Sheet for real-time option values
- Commodity-specific pricing tools
- Interactive and dynamic graphical interfaces
- On-the-fly pricing and volatility adjustments
- Printed and electronic Delta Sheets
- Flexible and weekly options
Execution:
ProOpticus bridges the hybrid marketplace by empowering
users to execute electronically while simultaneously
participating in open outcry. ProOpticus connects to multiple
electronic trading platforms and floor systems, as well as to back office
and clearing systems.
ProOpticus users can:
- "Click trade" using our Dynamic Delta Sheets
- Trade option strategies via our Market Strategies View
- Use visual Heat Map alerts to identify trading opportunities
- Set several Audible Alerts for execution notification
- Hedge and trade using our Underlying View
- Trade spreads via our Underlying Spread View
- Leverage the ProOpticus low-latency hosted solution that includes connections
from exchange locations in Chicago and New York.
Risk Management:
Insitutional Customers (Universal Risk Manager)
- User-specified, batch-based enterprise risk management system
- Firm-wide risk analysis, with macro- to micro-level granularity
- Multiple source, around-the-clock intraday trade processing
- NLV and Securities on Deposit analysis
- Real-time intraday prices from multiple data sources
- Evaluate risk across all product classes, exchanges, and currencies
- With a click, sort by Exchange, Account or Product Group, and filter
positions or accounts by user-defined parameters
- Aggregate firm-wide positions
- Customizable stressing parameters by expiry, instrument, exchange,
or product group
- Symmetric and asymmetric risk scenarios
- Price shocking by standard deviation, percentage, or fixed-price moves
- Volatility shocking by fixed or percentage change
- Advanced, multilayered, user-defined filtering
- User synchronization through publishing of templates, groups, and filters
- Calculation and summary of position Greeks
- Multiple reporting and evaluation printouts and exports
- Risk Slide analysis across price and time
Electronic Trading Groups (Real Time Risk Manager)
- Real-time, post-execution risk analysis
- Receive fills directly from back-end host
- Receive prices directly from exchanges
- Evaluate risk across all product classes and exchanges
- Sort risk by exchange, account, product group, dollar value, or user-defined parameters
- Advanced, multilayered filtering
- Calculation and summary of position Greeks
- Individual trader commission analysis
- Calculate split percentages for backed traders
- Multiple tabs and windows for grouped traders
Professional Group and Independent Traders
(Market Makers, Hedge Funds, Commercial and Institutional Traders)
- Position and inventory maintenance
- Position analysis over varying price and volatility scenarios
- Position analysis by calendar date and time bucket
- Aggregate multiple positions into Portfolio Manager
- Ability to normalize related instruments
- Calculation and display of normalized Greeks
- Inter-and intra-commodity and asset Beta weighting
- Calculation and display of Beta weighted Greeks
- Ability to link volatility
Iterest Rate Swaps
- User-defined discount curves
- “What-if” for steepening and flattening effect on directional rate changes
- Historical event analysis of current position measured against prior interest rate shocks
XRM (Xtended Risk Manager)
-The next generation of risk analysis, with incomparable flexibility and power,
that will enable all users to benefit from the new design and system architecture.
Trading Hardware & Software Recommended Specs:
SERVER
- Windows Server x64 2003 or 2008 OS
- 2x Intel Quad Core 3.4 GHz (8 cores)
- 8 GB RAM
- 500 GB Hard Drive
- Dual Intel NIC (Network Interface Controller)
DESKTOP
- Windows XP or Windows 7 OS
- Intel Quad Core 3.0 GHz
- 4 GB RAM
- 250 GB Hard Drive
TABLET
- Windows XP or Windows 7 Tablet OS
- Intel Quad Core 2.4 GHz
- 4 GB RAM
- 100 GB Hard Drive
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Professional Derivatives Trading and Risk Management Software Solutions
