Super-fast, robust, and sensible analytics for options pricing (vanillas and vol derivatives), fitting volatility surfaces, risk, scenarios, and volatility dynamics.
There are high barriers to entry and large costs in maintaining a competitive options valuation infrastructure in this day and age. Only the largest and most sophisticated players currently have an edge in implying and managing accurate and robust borrow curves/forwards, and arbitrage-free volatility surfaces.
Not anymore: We offer cost-effective drop-in replacements with simple APIs for critical components of any options market participants’ pricing, fitting and risk infrastructure, for both vanilla options and vol derivatives. You concentrate on your edge.
Whether you are a high-frequency trader at a prop shop, a vanilla, flow or exotic trader at a bank or hedge fund, a risk manager, or involved in model validation, scenario analysis or margin calculations, we provide critical analytics to make your job simpler, faster, and better.
Our vol fitter is generally acknowledged to be the best in the industry. In particular, it produces easy-to-use, tradable volatility curves in real-time, that can match the most challenging markets in a bias- and arbitrage-free manner. Our intuitive parametric curves are the crucial ingredient in allowing efficient alpha research to disagree with the market.
Our clients range from low latency prop shops to hedge funds, banks, pension funds and other asset managers trading all global equity, futures and index options off our analytics. They have traded off Vola valuations and greeks even during challenging market conditions around Brexit, the US and French elections, the February 2018 volmageddon, and the 2020 coronavirus crash (when it was called a "godsend").
Contact us for details: info@VolaDynamics.com
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Industry
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Financial Services
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Company size
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11-50 employees
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Headquarters
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New York, NY
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Type
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Partnership
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Founded
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2016
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Specialties
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Real-Time Pricing, Fitting, and Risk Analytics, Options Trading System Design, Volatility Derivatives, and Consulting