Harness your risk.
Harness your risk.
Real-time, multi-asset class, post-trade portfolio risk management system for hedge funds, financial institutions and traders
ProOpticus provides firm-wide risk analysis with macro- to micro-level granularity. Real-time analysis across a wide range of scenarios gives you a clear perspective on your firm-wide market risk position.
Risk Multiple Asset Classes
- Risk multiple asset classes, including equities, in one application
‘What If’ Calculations
- Run and display multiple parameterised risk scenarios simultaneously
Combine Like Instruments
- Create synthetic instruments or products to aggregate risk
Simple Risk Calculations
- Create account groups and ‘groups of groups’ for risk calculations
- Create and archive a timestamped audit trail
- Run CME and ICE SPAN calculations
- Global ’round-the-clock’ trade aggregation and support
- Multiple valuation models that deliver real-time risk scenarios
- Portfolio stress testing with user-defined parameters
Low volatility and competition from proprietary automated trading systems operated by well capitalised corporations has made the markets extremely difficult for independent traders and trading groups. Many traders are focused on items they have a long standing history in trading, resulting in a large inventory to manage and little economic value associated with the overall risk.
ProOpticus offers a co-located ‘Smart Taker’ approach, allowing you to focus on value and trading at desirable levels whilst reviewing opportunities for product diversification.
- 15 option pricing models
- 6 volatility skewing methods
- Fixed vs floating valuations
- Intuitive option pricing and execution
- Electronic eye and quest modes for auto execution
- Auto-hedge option trade
- Analytic and iterative methods for calculating Greeks
- Run and display multiple parameratised risk scenarios
- Risk by price driver, time bucket or instrument
- Intuitive valuation, execution and risk management in one application
- Save time with one click rule creation
- Gain more control with comparative Greeks methods