Do you need a 100x faster, robust, accurate American option pricer for valuation
and greeks?
Find out more
Do you need a robust, real-time borrow and volatility fitter for electronic
trading?
Find out more
Do you need stable, arbitrage-free volatility surfaces to feed into your local
vol, "SLV", or "rough volatility" models?
Do you need a better understanding of volatility dynamics?
Do you need to catch up on market-microstructure and the exchange landscape?
Are you designing a new options trading system?
We can help!
Whether you are a high-frequency trader, a vanilla, flow or exotic trader at a bank or a hedge fund, a risk
manager, or involved
in model validation, scenario analysis, margin calculation, clearing and regulation…. You need a fast,
robust
and sensible volatility surface, valuation and risk/scenario infrastructure. So far this has only been
available
to the largest and most sophisticated players in the options market. Not anymore.
Our battle-tested vol fitter is generally acknowledged to be the best in the industry. Many of our clients
are prop shops
and market makers, others are hedge funds, pension funds, or banks trading all global equity, futures and
index options
off our analytics. They have traded off Vola valuations even during challenging market conditions around
Brexit, the US
and French elections, the February 2018 volmageddon, and the 2020 corona crash.
Firms like
All Options,
Capstone Investment Advisors,
Squarepoint Capital,
Maven,
HAP Capital,
Gelber Group and
LedgerPrime (now part of FTX.US)
rely on Vola Dynamics to
maintain their core
valuation analytics (pricing, greeks, borrow/forward and volatility surface fitting) for equity, futures and
index options.
This was not conceivable in the past, but is now possible because clients can leverage the expertise of the
world leader
in this area, Vola Dynamics. The benefits are clear: With Vola’s world-leading quant and dev team, our
clients
can leap-frog to and stay at the cutting edge of pricing and volatility modeling, and have fast turn-around
on
new features, custom dev, consulting and research.