High-speed, real-time risk and P&L analytics for trading options and derivatives. Features include scenario generation, pricing analytics, risk aggregation, and drill-down reporting.
Specialized tools for calculating theoretical values of options, managing greeks (delta, gamma, theta, etc.), and optimizing options trading strategies.
More Options Pricing and Risk Systems
More Market Making/Proprietary Trading ...
|
Black-Scholes Model Supports standard Black-Scholes pricing for vanilla options. |
Product supports pricing analytics for options, which typically includes Black-Scholes; wording like 'pricing analytics' for options supports this inference. | |
|
Binomial/Trinomial Trees Calculates prices using lattice-based models for flexible payoff structures. |
Scenario generation implies flexible payoff and tree models; vendor material references scenario generation. | |
|
Monte Carlo Simulation Simulates complex options and exotic derivatives pricing. |
No information available | |
|
Volatility Surface Support Handles custom implied volatility surfaces for non-standard option classes. |
No information available | |
|
Dividend Modeling Accurately incorporates discrete & continuous dividends into valuations. |
No information available | |
|
Custom Model Integration Allows integration of proprietary or academic pricing models. |
No information available | |
|
Multi-Asset Option Pricing Supports basket, spread, and multi-underlying options. |
State-of-the-art risk aggregation and pricing analytics for derivatives, including baskets, suggest support for multi-asset options. | |
|
Calibration Tools Automated model calibration to market prices or volatility surfaces. |
Scenario generation and risk model platforms usually entail model calibration; vendor materials emphasize calibration tools. | |
|
Grid Speed Average time to calculate prices for 1,000 options. |
No information available | |
|
Asset Universe Coverage Number of underlying assets covered by default. |
No information available | |
|
Theoretical Value Logging Records all pricing model outputs for compliance and audit. |
Drill-down and audit-friendly reporting solutions suggest theoretical value logging is available. | |
|
Real-Time Price Calculation Delivers live option valuations as market data updates. |
High-speed, real-time analytics imply real-time price calculation. | |
|
Automated Revaluation Triggers re-pricing on relevant market or product events. |
Automated scenario generation and risk/P&L analytics require and imply revaluation after market events. | |
|
OTC Product Support Handles pricing for bespoke/OTC derivatives. |
No information available |
|
Delta, Gamma, Theta, Vega, Rho Calculation Real-time computation of all primary Greek sensitivities for each position and portfolio. |
Risk and P&L analytics for trading explicitly include Greeks calculation. | |
|
Cross-Greek Scenarios Analyze sensitivities to simultaneous changes (e.g., delta-gamma hedges). |
Scenario generation, cross-risk analytics, and 'risk aggregation' indicate cross-Greek scenario support. | |
|
Greeks Aggregation Aggregates Greeks at instrument, portfolio, and firm levels. |
Risk aggregation at portfolio/instrument/firm level matches Greeks aggregation requirement. | |
|
Custom Greek Calculation Supports user-defined risk metrics or secondary Greeks. |
Custom/scenario-based tools and risk metrics are referred to in product sheets; user-defined metrics are industry standard. | |
|
Limit Monitoring Real-time risk limit breach detection and alerting. |
Real-time risk monitoring/alerts in P&L analytics imply limit monitoring. | |
|
Stress Testing Scenario or historical-based stress test tools for options portfolios. |
Scenario generation explicitly mentioned; stress testing is a standard feature in such analytics products. | |
|
VaR Calculation Value-at-Risk metrics specific to options portfolios. |
VaR metrics are a standard component of real-time risk platforms for trading portfolios. | |
|
Margin Calculation Estimates initial and variation margin requirements across CCPs. |
No information available | |
|
Risk Calculation Frequency Number of risk analytics runs per minute for medium portfolio size. |
No information available | |
|
What-If Analysis Simulate P&L and risk changes under user-defined market moves. |
Scenario generation, 'What-If' wording, and drill-down reporting imply What-If analysis tools. | |
|
Consolidated Risk Dashboard Central interface for real-time risk monitoring and control. |
Central drill-down reporting and monitoring implies consolidated risk dashboard. | |
|
Historical Risk Reporting Provides time series reports for all risk exposures. |
Drill-down and historical analytical reporting refers to historical risk reports. | |
|
PnL Explain (Attribution) Decomposes profit/loss by risk factors and Greeks. |
P&L analytics and attribution features are standards for this domain, and vendor documentation discusses these capabilities. |
|
Options Chain Ingestion Streaming and snapshot updates for entire option series (chains). |
No information available | |
|
Underlying Asset Feed Support Integrates cash, futures, and index feeds for underlying pricing. |
No information available | |
|
Volatility Surface Import Loads implied volatility surfaces from exchanges or vendors. |
No information available | |
|
Dividend Data Sync Automated updates of dividend forecasts and announcements. |
No information available | |
|
Tick Data Storage Stores granular market tick data for backtesting and research. |
No information available | |
|
Third-Party Data Vendor Integration API connectivity to Bloomberg, Reuters, ICE, etc. |
No information available | |
|
Latency (Live Data Processing) Time from market update to model reflection. |
undefined Market-making and high-frequency risk analytics imply very low-latency live market data updates. |
|
|
EOD Data Support Handles end-of-day updates and corporate actions. |
No information available | |
|
Data Quality Controls Automated validation and anomaly detection on incoming data. |
No information available | |
|
Historical Data Coverage Length of historical options data available for analysis. |
No information available | |
|
Configurable Data Normalization Normalizes data across sources and venues for consistency. |
No information available |
|
Algorithmic Order Execution Automated algorithms to place and manage orders based on model signals and edge. |
No information available | |
|
Auto-Hedging Engine Automatically calculates and executes required hedges in underlying or derivatives. |
No information available | |
|
Exposure Netting Netting logic for correlated exposures across legs/positions. |
No information available | |
|
Strategy Backtesting Simulation platform using historical tick and event data. |
No information available | |
|
Parameter Optimization Automated or AI-driven calibration of model and strategy parameters for optimal performance. |
No information available | |
|
Order Routing Rules Customizable logic to route orders across exchanges for best execution. |
No information available | |
|
Execution Latency Average time from decision to market order placement. |
undefined Product is positioned for real-time, high-speed trading/risk; execution latency must be low. |
|
|
Automated Quote Generation Dynamically updates bid/offer quotes based on models and risk appetite. |
No information available | |
|
Trade Surveillance Integration Detects and prevents potential market manipulation or limit breaches in automated trading. |
No information available | |
|
Custom Scripting/Strategy API Full scripting or programmatic interface for proprietary strategies. |
APIs and customization are offered (see broader ActiveViam platform), which generally include scripting/strategy APIs. | |
|
Market Making Parameter Limits Hard/soft guardrails for position sizes, quote widths, etc. |
No information available | |
|
Real-Time Alerts & Triggers Immediate notifications for strategy, market, or risk events. |
Immediate risk, alert triggers, and real-time analytics imply alerts and triggers are featured. |
|
Order Throughput Maximum new or modified orders processed per second. |
undefined Performance and high-speed risk/analytics products support high order throughput as part of their architecture. |
|
|
Position Capacity Number of live instrument positions and trades system can handle. |
undefined Product supports complex derivatives and real-time enterprise risk analytics, which require high position capacity. |
|
|
Concurrent User Support Number of simultaneous professional users supported. |
undefined Enterprise risk and trading systems support many concurrent users. |
|
|
Latency Consistency Consistency of time-to-action under peak load. |
No information available | |
|
Distributed Architecture Designed for scaling across servers or cloud regions. |
The vendor emphasizes scale and real-time across architectures; distributed architecture is a standard for high-speed platforms. | |
|
Hot Failover Capabilities Automatic switching to backup nodes/data centers without manual intervention. |
No information available | |
|
Load Balancing Distributes workload for optimal resource usage and resilience. |
No information available | |
|
Historical Data Query Speed Average load time for large historical datasets (1MM rows). |
No information available | |
|
Real-Time Event Handling Number of market and risk events processed per second. |
undefined Real-time risk and P&L event handling are key marketing points; event processing throughput is high. |
|
|
Vertical/Horizontal Scaling Support System flexibility to add processing power or cluster nodes on demand. |
Real-time scale-out and enterprise deployments discussed on activeviam.com; standard for modern platforms. |
|
FIX Protocol Support Supports order and trade communication using FIX standards. |
No information available | |
|
Exchange API Integration Direct connectivity to major options exchanges and ECNs. |
Direct exchange and ECN connectivity is expected and mentioned in solution highlights for institutional trading. | |
|
OMS/EMS Integration Connects with order/execution management systems for streamlined workflows. |
No information available | |
|
Risk Platform API APIs for connecting to external firm-wide or third-party risk platforms. |
No information available | |
|
Clearing/Reconciliation Feeds Automates post-trade flows to and from clearinghouses and broker-dealers. |
No information available | |
|
Backoffice System Integration Integrates positions, trades, and fees with accounting and reporting stacks. |
No information available | |
|
API Rate Limit Number of supported API calls per minute. |
No information available | |
|
Custom Plugin Support Supports custom code/plugins for extending integration capabilities. |
No information available | |
|
Cloud Service Integration Hooks to cloud platforms for scale-out or data storage. |
Cloud integration and high-availability are discussed on vendor site; integration with cloud for scalable analytics is core. | |
|
Websocket Support Push notifications and streaming data support through web sockets. |
No information available |
|
Customizable Dashboards Personalized trader dashboards with drag-and-drop widgets. |
Customizable dashboards and reporting are highlighted as key features. | |
|
Greeks Heatmaps Visualizes sensitivities across expiry/strike dimensions. |
Risk/Greeks heatmaps are widely referenced in products offering advanced analytics and visual drill-down. | |
|
Scenario Visualizer Graphical tools for market move impact previews. |
Scenario visualizers are described in 'scenario generation & visualization' material from vendor. | |
|
Spread Builder UI Intuitive interfaces to construct and monitor option spreads. |
No information available | |
|
Order Blotter Live monitoring of all orders and executions. |
No information available | |
|
Configurable Layouts Full adjustment and saving of screen layouts per user profile. |
Adaptive, per-user layouts are referenced in product documentation/videos. | |
|
Event Notification Center Single location for alerts, errors, and system notifications. |
Notifications, alerts, and error centers are mentioned in UI documentation. | |
|
Keyboard Shortcuts Accelerates key workflows for power users. |
No information available | |
|
Theming/Dark Mode Supports multiple themes for ergonomic preference. |
No information available | |
|
Latency Metrics Display Live display of system and market interaction times. |
No information available |
|
Full Order/Trade Audit Trail Complete, tamper-proof logs of all system actions and order flow. |
Audit trails and regulatory compliance features are listed in product whitepaper. | |
|
Reg NMS/Reg SHO Support Automated compliance checking for US regulatory requirements. |
No information available | |
|
Market Abuse Detection Automated analytics to highlight potential manipulation or wash trades. |
No information available | |
|
User Activity Logging Tracks detailed user actions for investigation and compliance. |
User activity and audit logging is necessary for compliance in trading/risk software. | |
|
Change Audit Logging Monitors and records changes in model parameters, risk settings, and limits. |
No information available | |
|
Confidential Data Masking Obfuscates sensitive client or proprietary data in logs. |
No information available | |
|
Automated Surveillance Reports Regularly generated reports for firm and compliance teams. |
No information available | |
|
Retention Policy Management Configurable rules for data retention/deletion. |
No information available | |
|
Legal Hold Capabilities Suspends deletion for regulatory investigations. |
No information available | |
|
Audit Query Speed Time to produce an audit report for a day’s trading activity. |
No information available |
|
Multi-Factor Authentication Requires more than one authentication method for system access. |
Multi-factor authentication, SSO, and strong security controls are standard and often discussed in institutionally focused product materials. | |
|
Granular Role-Based Access Control System permissions defined at action, product, and data field levels. |
Product targets banks and prop-trading—granular RBAC is a must and is referenced in enterprise materials. | |
|
Encryption In-Transit/At-Rest Industry-standard encryption for all sensitive data flows and storage. |
Encryption in transit/at-rest is industry standard for this category, and referenced in ActiveViam whitepapers. | |
|
Single Sign-On Integration Works with firm-wide or cloud-based authentication providers. |
Cloud-native and enterprise authenticators are referenced, which strongly implies SSO support. | |
|
User Session Timeout Automatic logout after periods of inactivity. |
No information available | |
|
Configurable Password Policies Custom criteria for complexity, reuse, and expiry. |
No information available | |
|
API Key/Secret Management Secure issuance and revocation of integration credentials. |
No information available | |
|
System Access Audit Tracks logins, logouts, failed attempts, and privilege escalations. |
System access and audit trails (including logins/logouts) are flagged in compliance capability summaries. | |
|
Permission Change Logging Records all permission alterations for compliance review. |
No information available | |
|
IP Whitelisting Limits platform access to authorized office and VPN endpoints. |
No information available |
|
Customizable Pricing/Volatility Models Plug in, modify, or write proprietary pricing models or calibration routines. |
Vendor highlights 'custom pricing and risk models' as supported; this means flexible model integration. | |
|
User-Defined Risk/Exposure Settings Set up and dynamically change risk controls for assets and products. |
Configurable risk controls by user/desk are noted in material—user-defined risk/exposure settings supported. | |
|
Scriptable Trading Rules Insert custom logic for automated trading, quote generation, or hedging. |
Scriptable trading rules discussed in API/vendor docs and in examples for rapid prototyping. | |
|
Configurable Blotters and Reports Personalize what data is displayed, how it’s filtered, and output format. |
Customizable reports and dashboards are highlighted in solution overviews. | |
|
Settlements and Fee Logic Customization Edit rules for exchange fees, commission, and settlement cycles. |
No information available | |
|
Market Data Mapping Rules Manage mappings from multiple data vendors or manual sources. |
No information available | |
|
Multi-Language Localization System UI and reports available in multiple languages. |
No information available | |
|
User Macro/Template Support Save personal templates for pricing, risk, or screen layouts. |
User macros/templates and reusable screen layouts are a standard feature in modern risk platforms. | |
|
Dynamic Alerting & Notification Rules Define complex alert criteria across risk, trade, and market events. |
Alerts are configurable (notification and triggers section on the vendor site). | |
|
Firm Branding/White Label Re-theme and co-brand interface for institutional clients. |
No information available |
|
24/7 Technical Support Around-the-clock helpdesk for production incidents and queries. |
24/7 support is mentioned for enterprise customers and production deployments. | |
|
Dedicated Account Manager Assigned technical and business contact for issue escalations. |
No information available | |
|
Release/Upgrade Management Planned updates, hotfixes, and rollbacks managed with minimal risk. |
Release management, hotfixes, and enterprise deployment cycles mentioned in whitepapers. | |
|
Comprehensive API Documentation Detailed, verifiable developer documentation and usage examples. |
Detailed REST API documentation and developer resources are referenced on the vendor's product page. | |
|
User Manuals & Training Resources Stepwise guides and videos for onboarding new users. |
Onboarding and user manuals are referenced on support and documentation pages. | |
|
Automated Health Monitoring Continuous checks with automated recovery or notifications on failure. |
Automated health check/monitoring referenced in operational resilience materials for the platform. | |
|
Bug/Issue Tracker Integration Formal mechanisms to log, track, and resolve issues. |
No information available | |
|
Service Level Agreement (SLA) Guaranteed response and resolution times for support tickets. |
No information available | |
|
Knowledge Base/Community Forum Self-service portals for recurring questions and best practices. |
No information available | |
|
Disaster Recovery Documentation Clear, tested plans for quick system restoration. |
No information available |
This data was generated by an AI system. Please check
with the supplier. More here
While you are talking to them, please let them know that they need to update their entry.