Firms like Capstone Investment Advisors rely on Vola Dynamics to maintain their core valuation analytics (pricing, greeks, volatility surface fitting) for equity, futures and index options.

    Our clients include many prop shops, hedge funds, and entities that have to produce accurate, robust and fast valuations for large options universes every day.

What People Are Saying

“Impressive library, vastly superior to any other vendor product.”

N. S., PM at hedge fund, New York

“We’ve reviewed a few vendors and none came close to the performance and fitting quality we’ve seen with your library. In some instances, there were serious gaps between what was advertised and what we’ve seen in terms of readiness and fitting quality.”

M. H., Senior project manager, global bank, Singapore

“Your vol curves work like magic.”

P. M., quant trader, major European hedge fund

“Overall the curves are very stable but also flexible. This combination is not easy to achieve.”

R. S., Asian index options trader

“The ability to extract these tails reliably is a testament to the quality of your fit. Most others out there would miserably fail here. It looks like you have a whole family of curves on top of SVI and manage to keep them arb-free, which includes proper tails…. the vast majority of the shops out there are very unlikely to build vol fit of even remotely comparable quality. It takes dedicated resources, expertise, and a lot of time. Even American vanilla pricers of good quality and speed, a prerequisite for fit, are hard to come by for same reasons.”

A. T., options market making quant, top tier US bank (on LinkedIn)

Learn what value we can add to your business