Skip to main content

Auto-Hedger

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. 

App Type: Hedging
Learn More

Auto RFQ

The “Auto-RFQ” job allows the user to configure rules to automatically respond to strategy RFQs in precise, predetermined ways. 

App Type: Options
Learn More

Dynamic Skew App

Robust market data handling and modeling logic allow the algo to perform well during all market conditions, and with much less latency risk than in a manual curve update process. The DSA exposes fleeting vol trading opportunities that previously could not be realized.

App Type: Options
Learn More

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.

App Type: Execution
Learn More

Profiteer Engine

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.

App Type: Execution
Learn More

Spread Matrix

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.

App Type: Execution
Learn More

Underlying Offset Controller 2

Like the Initial Underlying Offset Controller, the Underlying Offset Controller 2 allows the user to increase Metro’s functionality with regard to offsets. 

App Type: Options
Learn More

Volatility Levels

(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.

App Type: Analytics
Learn More

Dynamic Order Hub

FREE and only available to Metro Pro users, the Dynamic Order Hub (DOH) allows users to submit non-static and conditional orders. The DOH widget seamlessly integrates with Metro’s GUI to extend trading functionality. Dynamic order types include: Constant Edge, Volatility Order, Diming Order, and Reverse Hedger.

App Type: Options
Learn More

More About Exegy

Related Resources

what is a consolidated tape?

What Is a Consolidated Tape?

A Simple Guide to Market Data Consolidation Financial markets generate massive amounts of data across exchanges, trading venues, and regions. But without a way to unify that information, market participants…

Dynamic Rebalancing Readiness Starts with Infrastructure

OPRA traffic is already growing more complex. Dynamic rebalancing readiness will be even harder to achieve because message distribution and burst behavior are harder to predict. Use this checklist to…

Image - Exegy Default

How Options Liquidity Impacts Your Market Data Needs

The unique structure of the options market creates conditions that impact liquidity, which can affect alpha capture and execution strategies.