“Your vol curves work like magic.”
“Impressive library, vastly superior to any other vendor product.”
“In the world of crypto options Vola's curve fitting excellent stability gives us the ability to quote reliably 24/7.”
"VolaDynamics is able to price and fit the most liquid indices of Europe very accurately. Their model is also very intuitive to compare volatilities and skews across products."
“VolaDynamics package has helped us with our pricing. Their pricing model is sophisticated and a great foundation towards competitive trading. “
“Vola is the best commercial options pricing solution I’ve seen. Their curves are incredibly stable and reliable. I know when I look at the output of their pricing, I can be confident I’m not exposed to any surface arbitrage. I would highly recommend Vola to anyone looking to jumpstart their options pricing infrastructure.”
“Tim and his Team have 60+ years’ combined experience in options pricing and it is on full display in their product, Vola. They’ve clearly put a ton of thought and consideration into the design. The API provides limitless flexibility in calibration. We have yet to run into a situation we couldn’t model effectively. My only complaint with Vola is that we didn’t discover them sooner.”
“Vola’s API is a joy to use. It supports multiple programming languages. Their documentation is thorough, concise, and well-indexed. The examples they provide make it easy to not only jump right in but get tangible value from the system right away. Their support team is patient, engaging and always available for deep dives. In onboarding a third-party library, I expected a steeper learning curve, but Vola has really made our lives easy. If only there was a Vola for profitable trading strategies…”
“The reliability of smooth automated curves has freed up our traders to take on multiple products simultaneously without any problem whatsoever. The fact that we were able to integrate Vola curves into our system seamlessly has been invaluable in terms of PnL generation and risk management.”
Vola Dynamics solves an array of challenging option pricing problems that we had been wrestling with internally for several years. We were looking for a pricer/fitter that could fit the market without sacrificing stability. This is not easy, but Vola provides automated volatility curves that fit the market and ensure an overall stable relationship. The methodology embedded in Vola Dynamics for calculating smart delta’ is fantastic. It produces a reliable delta hedge ratio, and this is essential in portfolio hedging and risk management. With Vola Dynamics, we have automated our pricing processes and can now focus on the other challenges of building a competitive options business. On boarding was seamless with excellent documentation and an easy-to-integrate library. The APIs are easy to understand with well-defined inputs and outputs. Fitting/pricing is super-fast and met our expectations. Integration support has been exceptional, with access to an incredible depth of quantitative talent to work through the most complex integration issues.
“Modern options market making is incredibly competitive. Automated volatility curves are critical and Vola provides the most reliable and flexible curves in the business. Vola support is also top-notch; you have access to a level of quant knowledge that would be hard to hire. “
“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 [of the other vendors], there were serious gaps between what was advertised and what we’ve seen in terms of readiness and fitting quality.”
“The quality and innovation of Vola technology is matched by the level of support they provide any time it's needed. There's a lot of peace-of-mind knowing they always have our back.”
“Overall the curves are very stable but also flexible. This combination is not easy to achieve.”
“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.”