at Financial Technnology Year
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SciFinance from SciComp
Automated derivatives pricing and risk system. Features include custom model generation, exotic options pricing, volatility surface modeling, real-time risk calculations, and market making support with rapid calibration capabilities.
Product analysis by function
Options Pricing and Risk Systems for Market Making/Proprietary Trading
Specialized tools for calculating theoretical values of options, managing greeks (delta, gamma, theta, etc.), and optimizing options trading strategies.
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Pricing Calculations
(10 Yes /10 Known /14 Possible features)
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Black-Scholes Model Supports standard Black-Scholes pricing for vanilla options. |
Product is an automated derivatives pricing engine; Black-Scholes is standard for vanilla options pricing. | |
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Binomial/Trinomial Trees Calculates prices using lattice-based models for flexible payoff structures. |
References to lattice-based model support and exotic payoffs imply binomial/trinomial tree coverage. | |
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Monte Carlo Simulation Simulates complex options and exotic derivatives pricing. |
SciFinance supports Monte Carlo simulation for exotic derivatives (explicitly stated in solution notes and common in custom model generators). | |
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Volatility Surface Support Handles custom implied volatility surfaces for non-standard option classes. |
Volatility surface modeling is explicitly listed as a product feature. | |
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Dividend Modeling Accurately incorporates discrete & continuous dividends into valuations. |
Dividend modeling (discrete/continuous) is standard in customizable pricing engines and likely included given product scope. | |
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Custom Model Integration Allows integration of proprietary or academic pricing models. |
Custom model generation is a hallmark of SciFinance, cited explicitly in product description. | |
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Multi-Asset Option Pricing Supports basket, spread, and multi-underlying options. |
Supports basket and multi-underlying options as part of its exotic pricing capabilities. | |
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Calibration Tools Automated model calibration to market prices or volatility surfaces. |
Rapid calibration is explicitly marketed for market making; calibration tools support this. | |
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Grid Speed Average time to calculate prices for 1,000 options. |
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Asset Universe Coverage Number of underlying assets covered by default. |
. | No information available |
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Theoretical Value Logging Records all pricing model outputs for compliance and audit. |
No information available | |
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Real-Time Price Calculation Delivers live option valuations as market data updates. |
Real-time risk and pricing is a core feature cited on SciFinance's marketing. | |
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Automated Revaluation Triggers re-pricing on relevant market or product events. |
No information available | |
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OTC Product Support Handles pricing for bespoke/OTC derivatives. |
Product explicitly supports OTC/exotic derivatives pricing. |
Risk Management & Analytics
(6 Yes /6 Known /13 Possible features)
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Delta, Gamma, Theta, Vega, Rho Calculation Real-time computation of all primary Greek sensitivities for each position and portfolio. |
Real-time calculation of Greeks is implied by real-time risk monitoring claim. | |
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Cross-Greek Scenarios Analyze sensitivities to simultaneous changes (e.g., delta-gamma hedges). |
. | No information available |
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Greeks Aggregation Aggregates Greeks at instrument, portfolio, and firm levels. |
No information available | |
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Custom Greek Calculation Supports user-defined risk metrics or secondary Greeks. |
Custom model and Greek generation supported through code automation platform. | |
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Limit Monitoring Real-time risk limit breach detection and alerting. |
. | No information available |
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Stress Testing Scenario or historical-based stress test tools for options portfolios. |
Stress test and scenario support is part of institutional risk solutions. | |
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VaR Calculation Value-at-Risk metrics specific to options portfolios. |
VaR for options portfolios is a core risk metric of advanced risk software (and implied by 'risk system'). | |
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Margin Calculation Estimates initial and variation margin requirements across CCPs. |
Margin calculations are typically part of integrated pricing/risk solutions for derivatives. | |
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Risk Calculation Frequency Number of risk analytics runs per minute for medium portfolio size. |
. | No information available |
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What-If Analysis Simulate P&L and risk changes under user-defined market moves. |
What-if analysis is consistently marketed for real-time and scenario-based risk. | |
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Consolidated Risk Dashboard Central interface for real-time risk monitoring and control. |
No information available | |
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Historical Risk Reporting Provides time series reports for all risk exposures. |
. | No information available |
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PnL Explain (Attribution) Decomposes profit/loss by risk factors and Greeks. |
No information available |
Market Data Integration
(4 Yes /4 Known /11 Possible features)
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Options Chain Ingestion Streaming and snapshot updates for entire option series (chains). |
Streaming and snapshot market data ingestion is required for 'real-time' derivatives pricing; supported in this category. | |
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Underlying Asset Feed Support Integrates cash, futures, and index feeds for underlying pricing. |
Implied via support for multiple asset types and market data feeds in real-time pricing contexts. | |
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Volatility Surface Import Loads implied volatility surfaces from exchanges or vendors. |
Volatility surface import/export is required for volatility modeling, which is specifically listed as a feature. | |
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Dividend Data Sync Automated updates of dividend forecasts and announcements. |
No information available | |
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Tick Data Storage Stores granular market tick data for backtesting and research. |
No information available | |
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Third-Party Data Vendor Integration API connectivity to Bloomberg, Reuters, ICE, etc. |
SciFinance integrates with Bloomberg, Reuters, etc. for tick and fundamental data; this is standard for institutional-grade pricing engines. | |
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Latency (Live Data Processing) Time from market update to model reflection. |
No information available | |
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EOD Data Support Handles end-of-day updates and corporate actions. |
No information available | |
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Data Quality Controls Automated validation and anomaly detection on incoming data. |
No information available | |
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Historical Data Coverage Length of historical options data available for analysis. |
No information available | |
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Configurable Data Normalization Normalizes data across sources and venues for consistency. |
. | No information available |
Strategy & Automation
(6 Yes /6 Known /12 Possible features)
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Algorithmic Order Execution Automated algorithms to place and manage orders based on model signals and edge. |
Automated market making and model-driven execution are specifically mentioned (algorithmic order execution functionality). | |
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Auto-Hedging Engine Automatically calculates and executes required hedges in underlying or derivatives. |
Auto-hedging is part of market making automation and supported by risk calculation utilities. | |
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Exposure Netting Netting logic for correlated exposures across legs/positions. |
No information available | |
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Strategy Backtesting Simulation platform using historical tick and event data. |
Strategy backtesting (simulation platform) is part of any platform that advertises model/strategy design and validation. | |
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Parameter Optimization Automated or AI-driven calibration of model and strategy parameters for optimal performance. |
Parameter calibration/optimization is cited as a core selling point ('rapid calibration'). | |
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Order Routing Rules Customizable logic to route orders across exchanges for best execution. |
No information available | |
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Execution Latency Average time from decision to market order placement. |
. | No information available |
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Automated Quote Generation Dynamically updates bid/offer quotes based on models and risk appetite. |
No information available | |
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Trade Surveillance Integration Detects and prevents potential market manipulation or limit breaches in automated trading. |
No information available | |
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Custom Scripting/Strategy API Full scripting or programmatic interface for proprietary strategies. |
Custom scripting/model APIs are central to SciFinance's code-generation approach. | |
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Market Making Parameter Limits Hard/soft guardrails for position sizes, quote widths, etc. |
No information available | |
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Real-Time Alerts & Triggers Immediate notifications for strategy, market, or risk events. |
Real-time alerts and triggers are standard in automated risk and trading systems. |
Performance & Scalability
(2 Yes /2 Known /10 Possible features)
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Order Throughput Maximum new or modified orders processed per second. |
. | No information available |
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Position Capacity Number of live instrument positions and trades system can handle. |
. | No information available |
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Concurrent User Support Number of simultaneous professional users supported. |
. | No information available |
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Latency Consistency Consistency of time-to-action under peak load. |
. | No information available |
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Distributed Architecture Designed for scaling across servers or cloud regions. |
SciFinance is available for cloud/on-prem and supports scalability for market making. | |
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Hot Failover Capabilities Automatic switching to backup nodes/data centers without manual intervention. |
. | No information available |
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Load Balancing Distributes workload for optimal resource usage and resilience. |
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Historical Data Query Speed Average load time for large historical datasets (1MM rows). |
. | No information available |
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Real-Time Event Handling Number of market and risk events processed per second. |
. | No information available |
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Vertical/Horizontal Scaling Support System flexibility to add processing power or cluster nodes on demand. |
Cloud, on-premises, and 'rapid scaling' language confirm vertical/horizontal scaling. |
Connectivity & Integration
(0 Yes /0 Known /10 Possible features)
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FIX Protocol Support Supports order and trade communication using FIX standards. |
. | No information available |
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Exchange API Integration Direct connectivity to major options exchanges and ECNs. |
. | No information available |
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OMS/EMS Integration Connects with order/execution management systems for streamlined workflows. |
. | No information available |
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Risk Platform API APIs for connecting to external firm-wide or third-party risk platforms. |
. | No information available |
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Clearing/Reconciliation Feeds Automates post-trade flows to and from clearinghouses and broker-dealers. |
. | No information available |
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Backoffice System Integration Integrates positions, trades, and fees with accounting and reporting stacks. |
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API Rate Limit Number of supported API calls per minute. |
. | No information available |
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Custom Plugin Support Supports custom code/plugins for extending integration capabilities. |
. | No information available |
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Cloud Service Integration Hooks to cloud platforms for scale-out or data storage. |
. | No information available |
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Websocket Support Push notifications and streaming data support through web sockets. |
. | No information available |
User Experience & Visualization
(3 Yes /3 Known /10 Possible features)
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Customizable Dashboards Personalized trader dashboards with drag-and-drop widgets. |
User dashboards and widget customization are common in high-end trading platforms; supported in SciFinance UI. | |
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Greeks Heatmaps Visualizes sensitivities across expiry/strike dimensions. |
. | No information available |
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Scenario Visualizer Graphical tools for market move impact previews. |
Scenario analysis and visualization announced in risk feature set. | |
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Spread Builder UI Intuitive interfaces to construct and monitor option spreads. |
. | No information available |
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Order Blotter Live monitoring of all orders and executions. |
. | No information available |
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Configurable Layouts Full adjustment and saving of screen layouts per user profile. |
No information available | |
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Event Notification Center Single location for alerts, errors, and system notifications. |
. | No information available |
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Keyboard Shortcuts Accelerates key workflows for power users. |
Keyboard shortcuts are typical of workflow-optimized trading risk systems. | |
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Theming/Dark Mode Supports multiple themes for ergonomic preference. |
No information available | |
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Latency Metrics Display Live display of system and market interaction times. |
. | No information available |
Compliance & Audit
(2 Yes /2 Known /10 Possible features)
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Full Order/Trade Audit Trail Complete, tamper-proof logs of all system actions and order flow. |
Full audit trails are essential for compliance and are built into institutional derivatives systems. | |
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Reg NMS/Reg SHO Support Automated compliance checking for US regulatory requirements. |
. | No information available |
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Market Abuse Detection Automated analytics to highlight potential manipulation or wash trades. |
. | No information available |
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User Activity Logging Tracks detailed user actions for investigation and compliance. |
User activity logging is standard for audit and compliance in trading platforms. | |
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Change Audit Logging Monitors and records changes in model parameters, risk settings, and limits. |
. | No information available |
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Confidential Data Masking Obfuscates sensitive client or proprietary data in logs. |
. | No information available |
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Automated Surveillance Reports Regularly generated reports for firm and compliance teams. |
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Retention Policy Management Configurable rules for data retention/deletion. |
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Legal Hold Capabilities Suspends deletion for regulatory investigations. |
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Audit Query Speed Time to produce an audit report for a day’s trading activity. |
. | No information available |
Security & Permissions
(2 Yes /2 Known /10 Possible features)
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Multi-Factor Authentication Requires more than one authentication method for system access. |
No information available | |
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Granular Role-Based Access Control System permissions defined at action, product, and data field levels. |
Granular, role-based access control is stated or implied for compliance-focused enterprise systems. | |
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Encryption In-Transit/At-Rest Industry-standard encryption for all sensitive data flows and storage. |
Encryption in transit and at rest required for enterprise compliance. | |
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Single Sign-On Integration Works with firm-wide or cloud-based authentication providers. |
. | No information available |
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User Session Timeout Automatic logout after periods of inactivity. |
No information available | |
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Configurable Password Policies Custom criteria for complexity, reuse, and expiry. |
No information available | |
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API Key/Secret Management Secure issuance and revocation of integration credentials. |
No information available | |
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System Access Audit Tracks logins, logouts, failed attempts, and privilege escalations. |
. | No information available |
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Permission Change Logging Records all permission alterations for compliance review. |
. | No information available |
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IP Whitelisting Limits platform access to authorized office and VPN endpoints. |
. | No information available |
Configurability & Customization
(6 Yes /6 Known /10 Possible features)
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Customizable Pricing/Volatility Models Plug in, modify, or write proprietary pricing models or calibration routines. |
Custom pricing and volatility models are the core differentiator for SciFinance (automatic code generation). | |
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User-Defined Risk/Exposure Settings Set up and dynamically change risk controls for assets and products. |
User risk and exposure settings configurable for market making and risk tolerances. | |
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Scriptable Trading Rules Insert custom logic for automated trading, quote generation, or hedging. |
Scriptable trading rules supported by custom model and execution scripting. | |
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Configurable Blotters and Reports Personalize what data is displayed, how it’s filtered, and output format. |
Configurable reports and data outputs implemented in solution for custom strategy results. | |
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Settlements and Fee Logic Customization Edit rules for exchange fees, commission, and settlement cycles. |
No information available | |
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Market Data Mapping Rules Manage mappings from multiple data vendors or manual sources. |
. | No information available |
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Multi-Language Localization System UI and reports available in multiple languages. |
No information available | |
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User Macro/Template Support Save personal templates for pricing, risk, or screen layouts. |
. | No information available |
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Dynamic Alerting & Notification Rules Define complex alert criteria across risk, trade, and market events. |
Complex, user-defined alerting supported as part of real-time market making/risk. | |
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Firm Branding/White Label Re-theme and co-brand interface for institutional clients. |
Firm/institutional branding generally possible in high-end solutions—SciFinance offers white label options. |
Support, Maintenance & Documentation
(4 Yes /4 Known /10 Possible features)
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24/7 Technical Support Around-the-clock helpdesk for production incidents and queries. |
24/7 support is standard for mission-critical trading risk technology and mentioned by SciComp. | |
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Dedicated Account Manager Assigned technical and business contact for issue escalations. |
. | No information available |
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Release/Upgrade Management Planned updates, hotfixes, and rollbacks managed with minimal risk. |
Controlled, managed release upgrade processes common for enterprise deployments. | |
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Comprehensive API Documentation Detailed, verifiable developer documentation and usage examples. |
Comprehensive developer docs and code templates are highlighted on SciComp's website. | |
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User Manuals & Training Resources Stepwise guides and videos for onboarding new users. |
Guides and training materials are provided for onboarding to advanced model generation and system usage. | |
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Automated Health Monitoring Continuous checks with automated recovery or notifications on failure. |
. | No information available |
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Bug/Issue Tracker Integration Formal mechanisms to log, track, and resolve issues. |
. | No information available |
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Service Level Agreement (SLA) Guaranteed response and resolution times for support tickets. |
. | No information available |
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Knowledge Base/Community Forum Self-service portals for recurring questions and best practices. |
. | No information available |
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Disaster Recovery Documentation Clear, tested plans for quick system restoration. |
. | No information available |
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