Exegy

The Metro Trading Platform from Exegy offers a complete solution for options pricing, execution, and risk management combined with API extensibility to support automated, algorithmic, and click trading strategies.

• Over a dozen different option theoretical models utilized by traders, brokers, market makers, and risk managers across all product classes
• Hundreds of different combinations of volatility curve setting techniques for both client preference and market fitting
• Interface for viewing and adjusting volatility skews and volatility paths

• Quoting engine for electronic market making constantly evolving with latest technology and latency expectations
• Customizable and configurable target finder for market taking
• Views of and interaction with spread markets including automated responses to exchange auctions and RFQs
• Configurable edge and safety levels combining protection with desired functional performance
• Multitude of click trading techniques and custom order types

• Real-time calculation of option Greeks, Positions and P&L available in multiple configurable views and portfolios
• Highlights include volatility and time shocking, strike level reports, and the combination and normalization of related products in the energy, index, and interest rate options spaces

• Integrates with client’s own systems via Vela’s Subway socket API
• Ability to customize all aspects of Metro and build your own fully-embedded applications within your environment using Vela’s low-latency algorithmic API, Freeway
• Applications built by partners available in our app store for clients wishing to tailor their trading experience to their specific style
• Excel integration, exchange Drop Copy, and clearing position reconciliation also available