The “Auto-Hedger” job is a delta-sensitive automated hedging tool that supports real-time, dual-decision passive (ie, “work 1 tick better”) and aggressive (ie, “lift”) modes of execution across a wide variety of configurations.
BBO Trading App
With the introduction of the NASDAQ Futures exchange, there are now 3 different commodity exchanges that list energy products. These are CME, ICE and now Nasdaq Futures (NFX). The BBO Order Router facilitates trading between these 3 commodity exchanges by allowing the trader to trade, with 1 order, across all 3 different exchanges (or 2 if that’s what they’ve configured).
Using market data and order info the widget can provide a real-time estimate of the queue position of one’s orders and can help anyone manually working orders in a FIFO market.
Eurex SRQS Responder
The Eurex SRQS Responder helps users of Metro who are market makers to respond to selective RFQs and confirm deals from within Metro without having to use Eurex Trader.
The “Axonetric LLC: Profiteer Engine” is a sophisticated and feature-rich job that allows users to automatically seek out and execute on edge-based opportunities, based upon different configurable strategies.
Realized Futures Volatility Calculator
Users can use this app to see a calculation of Realized Volatility for any configured future. This app was built based on an increasing demand by traders to use realized volatility information as a component of their decision-making process while trading.
Exegy’s Spread Matrix provides the user with a single window view of futures spread market data as well as execution capabilities. The widget will display any number of futures months and the corresponding spread values between each in a single screen.
(With New Optional Market Data Recording)
The VolLevels algo is a critical analysis tool for options traders using Exegy’s Metro trading platform. The algo condenses important volatility trading information in various grids: “Changes By Delta,” “Changes By Strike,” “Changes By Sigma,” “Current Vols,” “Relative Value By Delta,” “Relative Value By Sigma,” “Skew & Kurtosis,” “Butterflies,” and “Trade Performance.” The reported information is critical to avoiding poor trades that might otherwise appear superficially attractive, and consistently identifying profitable trades with quantitative confirmation from multiple perspectives.
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