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IVolatility.com is an award winning resource in derivatives world that provides analytical services and historical volatilities data to market professionals over 10 years.
Our new product IVolatility Risk Management (IV RM) is an essential part of trader tools for quick and advanced trading.
IV RM is a real-time system that combines analytics, trading, risk management and sophisticated technology to provide a single comprehensive solution for professionals.
Being empowered by IVolatility.com, IV RM system is integrated with IVolaitlity database, which provides implied volatilities, correlations, betas and other data for advanced risk analysis; and with real-time options and strategy scanners.
Based on sophisticated technology with complex infrastructure, which includes third party data vendor’s servers and lines as well as multiple hardware servers for high performance, IV RM however doesn’t require any installations on a client side. System is available as an ASP solution; it is run like a web-application, which makes it easy to run and get started right away.
Advantages of IV RM are:
- Real-time data. Major market vendor provides data intra day into system.
- Real-time calculations: the system performs calculations in real-time on powerful servers, so user PC is not affected.
- Coverage: US equities, futures and options markets with all exchange traded instruments plus flex and OTC option contracts.
- Flexible setup of user desktop interface, a user can customize it according to his needs: major screens locations, colors, displayed information. Layout is stored and opened by just 1 click.
- Scalability: IV RM can be easily expanded on more users or adjusted to increasing portfolio size.
- Multiple traders can access the system simultaneously and track their own portfolio, while at the same time risk management can view positions on a trader or desk or whole firm level.
- IV RM provides as much of complementary data as possible so a trader can start working each day right away instead of preparing system for new business day before opening: new volatility curves, dividends, correlations, etc… And the provided data is verified by IVolatility analysts.
- System can be accessed from any place over internet, at floor or upstairs or from home PC.
- Backup facility: IV RM is configured for Primary and Backup servers for failsafe redundancy of positions and risk, and 2 datafeed servers are used to ensure reliability of market data.
- Support: System is supported by our technical specialists who assure its proper functioning continuously.
- IV RM provides powerful analytical, trading and risk management services.
Analytical tools
System provides a wide set of pre-trade analysis, which helps to make a decision about trade and keep an eye on market intra day:
- Charting of market volatility by time and strike skew with historical minimum/maximum bands
- Comparing market volatility with trader theoretical volatility
- Comparing market quotes with Theoretical and alerting when to trade
- Option Calculator for evaluation of option price and Greeks under different market conditions
- Early exercise reports
- Integrated IVolatility real-time option and spread scanners, which allow to search on all the market for the best strategy
Trading
Trading features help to automate process of making a trade since decision about it is made and keep position monitoring further. In case of any action that affects your position like expiration, split, or another case, system is designed to update the position quickly and easily
- order routing
- trades feed
- reconciliation with clearing
- trader desktop customization
- automatic expiration processing
- real-time quoting pages with Greeks, Vols, Theos
- Daily and Total PnL
- Setup of custom dividends and rates, including borrowing rates
- Corporate actions processing.
Risk Management
- Real-time risks evaluation
- Risk presented in $ values, correlated or uncorrelated measures
- Aggregation of risks on trader/ sector / strategy/ firm level
- What –if analysis of risks based on time, price, volatility change
- Hedging strategies by indices or stocks
- PnL Reporting
- Setup of custom volatilities for risks
Our customers
Customers of IV Risk Management are financial institutes such as banks and hedge funds, trading firms and market makers: CIBC World Bank, Parallax Fund, Prudential Securities, and others, who benefit from using our system in daily trading and risk management.
Pricing and trial
We offer a demo and 2 weeks free trial of the system, with our client service specialist guiding you over the phone throughout this period. Your positions can be imported into the system so you can see all its benefits. IV Risk Management is priced affordably. Contact us to arrange a demo and receive further information.
For more information please contact our Sales Representatives
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