RiskEdge Features

Other Features:

• More than 75 different Greeks and PL measures, including P&L attribution, to select from in fully customizable screens.
• Support of multiple volatility surfaces in order to calculate edge.
• Customizable risk scenarios for multi-dimension what-if analysis on PL and Greeks.
• User-definable, on-screen reports combining position, risk and market data, for custom column definitions, filtering, ranking, etc.
• Ability to archive and view historical risk snapshots, as well as view detailed history for a specific position.
• Historical P&L and Greeks can be viewed graphically and correlated to various historic implied vols and other market data via the VolEdge application.
• User-definable scanning/monitoring screens, such as volatilities at the extreme end of their historic range, time spreads, custom volatility ratios, ranking within sectors, etc.
• User-definable volatility levels to scan against real-time trades and market prices.
• Intraday volatility scanning that also can be correlated against historical data.
• Standard reports, such as pin risk and early exercise.
• Proprietary tools for evaluating and modeling earnings events.
• Integrated volatility charting tools.