Professional Derivatives Trading and Risk Management Software Solutions
 

 
 



ProOpticus is professional derivatives software providing users with a comprehensive and integrated solution for option valuation, risk management and trade execution. Our customers include professional independent and proprietary traders, leading hedge funds, four of the world’s largest FCM’s, top tier investment banks and Fortune 500 energy companies. ProOpticus can be customized to fit the specific needs of a wide range of financial industry professionals.


Valuation:

Option valuation is a fundamental tool for trading success and is essential for accurate and meaningful risk measurement and management. ProOpticus offers an abundant array of pricing models and skewing methods to deliver option values that incorporate and maximize the variables prescribed by the user.
- 25 option pricing models from vanillas to exotics
covering all asset classes and multiple instruments
including Commodity Spread Options(CSO)
- 17 volatility skewing methods with enhanced input controls
- 2 methods for calculating Greeks
- Fixed vs. Floating Valuations
- Volatility path modeling
- Calculator for pricing monthly option strips
- Dynamic Delta Sheet for real-time option values
- Commodity-specific pricing tools
- Interactive and dynamic graphical interfaces
- On-the-fly pricing and volatility adjustments
- Printed and electronic Delta Sheets
- Flexible and weekly options


Execution:

ProOpticus bridges the hybrid marketplace by empowering
users to execute electronically while simultaneously
participating in open outcry. ProOpticus connects to multiple
electronic trading platforms and floor systems, as well as to back office
and clearing systems.
ProOpticus users can: - "Click trade" using our Dynamic Delta Sheets
- Trade option strategies via our Market Strategies View
- Use visual Heat Map alerts to identify trading opportunities
- Set several Audible Alerts for execution notification
- Hedge and trade using our Underlying View
- Trade spreads via our Underlying Spread View
- Leverage the ProOpticus low-latency hosted solution that includes connections
from exchange locations in Chicago and New York.


Risk Management:

Insitutional Customers (Universal Risk Manager)

- User-specified, batch-based enterprise risk management system
- Firm-wide risk analysis, with macro- to micro-level granularity
- Multiple source, around-the-clock intraday trade processing
- NLV and Securities on Deposit analysis
- Real-time intraday prices from multiple data sources
- Evaluate risk across all product classes, exchanges, and currencies
- With a click, sort by Exchange, Account or Product Group, and filter
positions or accounts by user-defined parameters
- Aggregate firm-wide positions
- Customizable stressing parameters by expiry, instrument, exchange,
or product group
- Symmetric and asymmetric risk scenarios
- Price shocking by standard deviation, percentage, or fixed-price moves
- Volatility shocking by fixed or percentage change
- Advanced, multilayered, user-defined filtering
- User synchronization through publishing of templates, groups, and filters
- Calculation and summary of position Greeks
- Multiple reporting and evaluation printouts and exports
- Risk Slide analysis across price and time

Professional Group and Independent Traders
(Market Makers, Hedge Funds, Commercial and Institutional Traders)

- Position and inventory maintenance
- Position analysis over varying price and volatility scenarios
- Position analysis by calendar date and time bucket
- Aggregate multiple positions into Portfolio Manager
- Ability to normalize related instruments
- Calculation and display of normalized Greeks
- Inter-and intra-commodity and asset Beta weighting
- Calculation and display of Beta weighted Greeks
- Ability to link volatility

Interest Rate Swaps

- User-defined discount curves
- “What-if” for steepening and flattening effect on directional rate changes
- Historical event analysis of current position measured against prior interest rate shocks


Trading Hardware & Software Recommended Specs:

SERVER
- Dell PowerEdge R620
- Windows Server 2008 R2 OS
- 2x Intel 8-Core 2.9 GHz Processor
- 24 GB RAM
- 500 GB Hard Drive
(Recommended RAID 5+1 with 500GB available storage)
- Intel Quad NIC
(Network Interface Controller)

DESKTOP
- Dell OptiPlex
- x64 Windows 7 OS Professional
- 2x Quad Core 3.0GHz Processor
- 16 GB RAM
- 500 GB Hard Drive
- NVIDIA (or equivalent) Graphics Card
- 2-4 monitors
- Slim/Small chassis if intended for floor booth

TABLET
- Fujitsu LifeBook T902
- x64 Windows 7 OS Professional
- Intel Core i5 2.4 GHz Processor
- 8 GB RAM
- 250 GB Hard Drive
- 13.3” Display

 



Electronic Trading Platforms
Access the electronic trading platforms from locations around the globe, or go directly from the trading floor. ProOpticus offers the ultimate hybrid trading solution.


Downloads
IMPORTANT: CONTACT YOUR PROOPTICUS REP BEFORE DOWNLOADING ANY OF THE FOLLOWING UPDATES

VERSION 5.0 RELEASE
[ProOpticus Client Install]
[ProOpticus Server Install]


VERSION 5.6 RELEASE
[ProOpticus Client Install]
[ProOpticus Config Mgr Install]

VERSION 5.10 RELEASE
[ProOpticus Client Update]

VERSION 5.12 RELEASE
[ProOpticus Client Install]
[ProOpticus Server Install]
[CME Market Data 1.3.9.8]

VERSION 5.14 RELEASE
[ProOpticus Client Update]
[CME Market Data 1.3.9.14]
[ProOpticus Server Update]

VERSION 5.16 RELEASE

[ProOpticus URM Client Update]

VERSION 5.17 ALPHA

[ProOpticus ALPHA Client Update]

VERSION 5.18 RELEASE

[ProOpticus URM Client Update]

VERSION 5.19 ALPHA

[ProOpticus ALPHA Client Update]
[ProOpticus ALPHA Server Update]

VERSION 5.20 RELEASE

[ProOpticus URM Client Update]

VERSION 5.22 RELEASE
[ProOpticus Client Update]

VERSION 5.23 ALPHA

[ProOpticus ALPHA Client Update]
[ProOpticus ALPHA Server Update]

VERSION 5.24 RELEASE

[ProOpticus Client Update]
[ProOpticus Client Install]
[ProOpticus Server Install]
[ProOpticus RiskMan Install]

VERSION 5.28 RELEASE
[ProOpticus Client Install]
[ProOpticus Server Install]
[ProOpticus RiskMan Install]
[ProOpticus Client Update]
[ProOpticus RiskMan Update]


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