Underlying Offset Controller (Classic)
The Underlying Offset Controller (Classic) allows the user to increase Metro’s functionality with regard to offsets. The widget allows users to setup the expiry or root future for each option month and easily set the corresponding future month’s offset based on future settlements, implied prices or listed spreads. Additionally users have the ability to easily override the offset value before publishing.
This provides the user with a centralized application to configure and update offsets for all their products rather than having to adjust offsets manually in the model settings of Trade Sheets.
Note that this widget is not meant to replace Trade Sheets or Metro Product portfolio settings, but instead extend its functionality.
Remember that in Metro NOW, dashboards and widgets can be utilized in both OnRamp and Metro clients.
Related Resources
From Speed to Scale: Rethinking Ultra-Low Latency Trading Infrastructure
In today’s markets, edge erodes quickly. For market makers, arbitrage desks, and quantitative funds, alpha signals decay in microseconds, and even minor delays can result in skipped fills, stale quotes,…
How to Stop Alpha Decay with Infrastructure That Delivers Edge
Market makers and quant funds rely on their predictive edge, known as alpha, to make profitable trades. However, more than ever, alpha doesn’t last. Alpha decay, when that predictive power…
Break the Bottleneck: Scale Market Data Infrastructure Without the Sprawl
A Smarter Path for Brokers Facing Power, Space, and Performance Pressure Co-location space is limited. Power costs are climbing. Yet, market data volumes show no signs of slowing. For many…