MicroHedge

MicroHedge is a real-time options trading and risk platform that delivers a complete solution for options trading and risk management. MicroHedge’s open architecture helps provide added flexibility to plug in individual valuation models, volatilities and interest rates while automating many of the processes within the application. With MicroHedge displays, you can perform in-depth “what-if” analysis with respect to changes in price, time, and volatility. You can also view P&L reports on a market-to-market and theoretical basis.

  • Plugs in individual valuation models, volatilities and interest rates
  • Utilizes comprehensive volatility distribution with a graphical volatility skew fitting tool
  • Allows for customization of the user interface
  • Creates OTC options, calculation and risk assessment
  • Accesses real-time implied volatility calculations for all strikes, including LEAPS
  • Makes use of open API for C++ , VB and DDE links to Excel

    • What We Offer

    • MicroHedge Auto-Quote

      A low-latency integrated quote management system that allows firms to automate market making through customized rules.

    • MicroHedge Enterprise Risk Manager

      A server-based solution developed to manage risk across the wide spectrum of US options.

    • MicroHedge Portfolio Risk Server Edition

      A firm-wide risk management tool designed to assist risk managers, senior traders and market makers in assessing the risk of options portfolios.

    • MicroHedge Screen Based Trading (SBT)

      A solution that provides the ability to click in MicroHedge to instantly execute trades when connected to trade execution infrastructure through partner clearing firms and execution providers.