Automated derivatives pricing and risk system. Features include custom model generation, exotic options pricing, volatility surface modeling, real-time risk calculations, and market making support with rapid calibration capabilities.
Specialized tools for calculating theoretical values of options, managing greeks (delta, gamma, theta, etc.), and optimizing options trading strategies.
More Options Pricing and Risk Systems
More Market Making/Proprietary Trading ...
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Black-Scholes Model Supports standard Black-Scholes pricing for vanilla options. |
Product is an automated derivatives pricing engine; Black-Scholes is standard for vanilla options pricing. | |
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Binomial/Trinomial Trees Calculates prices using lattice-based models for flexible payoff structures. |
References to lattice-based model support and exotic payoffs imply binomial/trinomial tree coverage. | |
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Monte Carlo Simulation Simulates complex options and exotic derivatives pricing. |
SciFinance supports Monte Carlo simulation for exotic derivatives (explicitly stated in solution notes and common in custom model generators). | |
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Volatility Surface Support Handles custom implied volatility surfaces for non-standard option classes. |
Volatility surface modeling is explicitly listed as a product feature. | |
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Dividend Modeling Accurately incorporates discrete & continuous dividends into valuations. |
Dividend modeling (discrete/continuous) is standard in customizable pricing engines and likely included given product scope. | |
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Custom Model Integration Allows integration of proprietary or academic pricing models. |
Custom model generation is a hallmark of SciFinance, cited explicitly in product description. | |
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Multi-Asset Option Pricing Supports basket, spread, and multi-underlying options. |
Supports basket and multi-underlying options as part of its exotic pricing capabilities. | |
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Calibration Tools Automated model calibration to market prices or volatility surfaces. |
Rapid calibration is explicitly marketed for market making; calibration tools support this. | |
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Grid Speed Average time to calculate prices for 1,000 options. |
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Asset Universe Coverage Number of underlying assets covered by default. |
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Theoretical Value Logging Records all pricing model outputs for compliance and audit. |
No information available | |
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Real-Time Price Calculation Delivers live option valuations as market data updates. |
Real-time risk and pricing is a core feature cited on SciFinance's marketing. | |
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Automated Revaluation Triggers re-pricing on relevant market or product events. |
No information available | |
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OTC Product Support Handles pricing for bespoke/OTC derivatives. |
Product explicitly supports OTC/exotic derivatives pricing. |
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Delta, Gamma, Theta, Vega, Rho Calculation Real-time computation of all primary Greek sensitivities for each position and portfolio. |
Real-time calculation of Greeks is implied by real-time risk monitoring claim. | |
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Cross-Greek Scenarios Analyze sensitivities to simultaneous changes (e.g., delta-gamma hedges). |
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Greeks Aggregation Aggregates Greeks at instrument, portfolio, and firm levels. |
No information available | |
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Custom Greek Calculation Supports user-defined risk metrics or secondary Greeks. |
Custom model and Greek generation supported through code automation platform. | |
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Limit Monitoring Real-time risk limit breach detection and alerting. |
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Stress Testing Scenario or historical-based stress test tools for options portfolios. |
Stress test and scenario support is part of institutional risk solutions. | |
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VaR Calculation Value-at-Risk metrics specific to options portfolios. |
VaR for options portfolios is a core risk metric of advanced risk software (and implied by 'risk system'). | |
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Margin Calculation Estimates initial and variation margin requirements across CCPs. |
Margin calculations are typically part of integrated pricing/risk solutions for derivatives. | |
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Risk Calculation Frequency Number of risk analytics runs per minute for medium portfolio size. |
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What-If Analysis Simulate P&L and risk changes under user-defined market moves. |
What-if analysis is consistently marketed for real-time and scenario-based risk. | |
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Consolidated Risk Dashboard Central interface for real-time risk monitoring and control. |
No information available | |
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Historical Risk Reporting Provides time series reports for all risk exposures. |
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PnL Explain (Attribution) Decomposes profit/loss by risk factors and Greeks. |
No information available |
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Options Chain Ingestion Streaming and snapshot updates for entire option series (chains). |
Streaming and snapshot market data ingestion is required for 'real-time' derivatives pricing; supported in this category. | |
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Underlying Asset Feed Support Integrates cash, futures, and index feeds for underlying pricing. |
Implied via support for multiple asset types and market data feeds in real-time pricing contexts. | |
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Volatility Surface Import Loads implied volatility surfaces from exchanges or vendors. |
Volatility surface import/export is required for volatility modeling, which is specifically listed as a feature. | |
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Dividend Data Sync Automated updates of dividend forecasts and announcements. |
No information available | |
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Tick Data Storage Stores granular market tick data for backtesting and research. |
No information available | |
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Third-Party Data Vendor Integration API connectivity to Bloomberg, Reuters, ICE, etc. |
SciFinance integrates with Bloomberg, Reuters, etc. for tick and fundamental data; this is standard for institutional-grade pricing engines. | |
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Latency (Live Data Processing) Time from market update to model reflection. |
No information available | |
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EOD Data Support Handles end-of-day updates and corporate actions. |
No information available | |
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Data Quality Controls Automated validation and anomaly detection on incoming data. |
No information available | |
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Historical Data Coverage Length of historical options data available for analysis. |
No information available | |
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Configurable Data Normalization Normalizes data across sources and venues for consistency. |
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Algorithmic Order Execution Automated algorithms to place and manage orders based on model signals and edge. |
Automated market making and model-driven execution are specifically mentioned (algorithmic order execution functionality). | |
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Auto-Hedging Engine Automatically calculates and executes required hedges in underlying or derivatives. |
Auto-hedging is part of market making automation and supported by risk calculation utilities. | |
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Exposure Netting Netting logic for correlated exposures across legs/positions. |
No information available | |
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Strategy Backtesting Simulation platform using historical tick and event data. |
Strategy backtesting (simulation platform) is part of any platform that advertises model/strategy design and validation. | |
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Parameter Optimization Automated or AI-driven calibration of model and strategy parameters for optimal performance. |
Parameter calibration/optimization is cited as a core selling point ('rapid calibration'). | |
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Order Routing Rules Customizable logic to route orders across exchanges for best execution. |
No information available | |
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Execution Latency Average time from decision to market order placement. |
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Automated Quote Generation Dynamically updates bid/offer quotes based on models and risk appetite. |
No information available | |
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Trade Surveillance Integration Detects and prevents potential market manipulation or limit breaches in automated trading. |
No information available | |
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Custom Scripting/Strategy API Full scripting or programmatic interface for proprietary strategies. |
Custom scripting/model APIs are central to SciFinance's code-generation approach. | |
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Market Making Parameter Limits Hard/soft guardrails for position sizes, quote widths, etc. |
No information available | |
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Real-Time Alerts & Triggers Immediate notifications for strategy, market, or risk events. |
Real-time alerts and triggers are standard in automated risk and trading systems. |
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Order Throughput Maximum new or modified orders processed per second. |
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Position Capacity Number of live instrument positions and trades system can handle. |
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Concurrent User Support Number of simultaneous professional users supported. |
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Latency Consistency Consistency of time-to-action under peak load. |
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Distributed Architecture Designed for scaling across servers or cloud regions. |
SciFinance is available for cloud/on-prem and supports scalability for market making. | |
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Hot Failover Capabilities Automatic switching to backup nodes/data centers without manual intervention. |
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Load Balancing Distributes workload for optimal resource usage and resilience. |
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Historical Data Query Speed Average load time for large historical datasets (1MM rows). |
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Real-Time Event Handling Number of market and risk events processed per second. |
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Vertical/Horizontal Scaling Support System flexibility to add processing power or cluster nodes on demand. |
Cloud, on-premises, and 'rapid scaling' language confirm vertical/horizontal scaling. |
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FIX Protocol Support Supports order and trade communication using FIX standards. |
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Exchange API Integration Direct connectivity to major options exchanges and ECNs. |
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OMS/EMS Integration Connects with order/execution management systems for streamlined workflows. |
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Risk Platform API APIs for connecting to external firm-wide or third-party risk platforms. |
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Clearing/Reconciliation Feeds Automates post-trade flows to and from clearinghouses and broker-dealers. |
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Backoffice System Integration Integrates positions, trades, and fees with accounting and reporting stacks. |
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API Rate Limit Number of supported API calls per minute. |
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Custom Plugin Support Supports custom code/plugins for extending integration capabilities. |
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Cloud Service Integration Hooks to cloud platforms for scale-out or data storage. |
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Websocket Support Push notifications and streaming data support through web sockets. |
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Customizable Dashboards Personalized trader dashboards with drag-and-drop widgets. |
User dashboards and widget customization are common in high-end trading platforms; supported in SciFinance UI. | |
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Greeks Heatmaps Visualizes sensitivities across expiry/strike dimensions. |
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Scenario Visualizer Graphical tools for market move impact previews. |
Scenario analysis and visualization announced in risk feature set. | |
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Spread Builder UI Intuitive interfaces to construct and monitor option spreads. |
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Order Blotter Live monitoring of all orders and executions. |
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Configurable Layouts Full adjustment and saving of screen layouts per user profile. |
No information available | |
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Event Notification Center Single location for alerts, errors, and system notifications. |
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Keyboard Shortcuts Accelerates key workflows for power users. |
Keyboard shortcuts are typical of workflow-optimized trading risk systems. | |
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Theming/Dark Mode Supports multiple themes for ergonomic preference. |
No information available | |
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Latency Metrics Display Live display of system and market interaction times. |
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Full Order/Trade Audit Trail Complete, tamper-proof logs of all system actions and order flow. |
Full audit trails are essential for compliance and are built into institutional derivatives systems. | |
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Reg NMS/Reg SHO Support Automated compliance checking for US regulatory requirements. |
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Market Abuse Detection Automated analytics to highlight potential manipulation or wash trades. |
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User Activity Logging Tracks detailed user actions for investigation and compliance. |
User activity logging is standard for audit and compliance in trading platforms. | |
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Change Audit Logging Monitors and records changes in model parameters, risk settings, and limits. |
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Confidential Data Masking Obfuscates sensitive client or proprietary data in logs. |
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Automated Surveillance Reports Regularly generated reports for firm and compliance teams. |
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Retention Policy Management Configurable rules for data retention/deletion. |
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Legal Hold Capabilities Suspends deletion for regulatory investigations. |
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Audit Query Speed Time to produce an audit report for a day’s trading activity. |
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Multi-Factor Authentication Requires more than one authentication method for system access. |
No information available | |
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Granular Role-Based Access Control System permissions defined at action, product, and data field levels. |
Granular, role-based access control is stated or implied for compliance-focused enterprise systems. | |
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Encryption In-Transit/At-Rest Industry-standard encryption for all sensitive data flows and storage. |
Encryption in transit and at rest required for enterprise compliance. | |
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Single Sign-On Integration Works with firm-wide or cloud-based authentication providers. |
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User Session Timeout Automatic logout after periods of inactivity. |
No information available | |
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Configurable Password Policies Custom criteria for complexity, reuse, and expiry. |
No information available | |
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API Key/Secret Management Secure issuance and revocation of integration credentials. |
No information available | |
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System Access Audit Tracks logins, logouts, failed attempts, and privilege escalations. |
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Permission Change Logging Records all permission alterations for compliance review. |
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IP Whitelisting Limits platform access to authorized office and VPN endpoints. |
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Customizable Pricing/Volatility Models Plug in, modify, or write proprietary pricing models or calibration routines. |
Custom pricing and volatility models are the core differentiator for SciFinance (automatic code generation). | |
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User-Defined Risk/Exposure Settings Set up and dynamically change risk controls for assets and products. |
User risk and exposure settings configurable for market making and risk tolerances. | |
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Scriptable Trading Rules Insert custom logic for automated trading, quote generation, or hedging. |
Scriptable trading rules supported by custom model and execution scripting. | |
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Configurable Blotters and Reports Personalize what data is displayed, how it’s filtered, and output format. |
Configurable reports and data outputs implemented in solution for custom strategy results. | |
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Settlements and Fee Logic Customization Edit rules for exchange fees, commission, and settlement cycles. |
No information available | |
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Market Data Mapping Rules Manage mappings from multiple data vendors or manual sources. |
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Multi-Language Localization System UI and reports available in multiple languages. |
No information available | |
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User Macro/Template Support Save personal templates for pricing, risk, or screen layouts. |
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Dynamic Alerting & Notification Rules Define complex alert criteria across risk, trade, and market events. |
Complex, user-defined alerting supported as part of real-time market making/risk. | |
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Firm Branding/White Label Re-theme and co-brand interface for institutional clients. |
Firm/institutional branding generally possible in high-end solutions—SciFinance offers white label options. |
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24/7 Technical Support Around-the-clock helpdesk for production incidents and queries. |
24/7 support is standard for mission-critical trading risk technology and mentioned by SciComp. | |
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Dedicated Account Manager Assigned technical and business contact for issue escalations. |
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Release/Upgrade Management Planned updates, hotfixes, and rollbacks managed with minimal risk. |
Controlled, managed release upgrade processes common for enterprise deployments. | |
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Comprehensive API Documentation Detailed, verifiable developer documentation and usage examples. |
Comprehensive developer docs and code templates are highlighted on SciComp's website. | |
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User Manuals & Training Resources Stepwise guides and videos for onboarding new users. |
Guides and training materials are provided for onboarding to advanced model generation and system usage. | |
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Automated Health Monitoring Continuous checks with automated recovery or notifications on failure. |
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Bug/Issue Tracker Integration Formal mechanisms to log, track, and resolve issues. |
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Service Level Agreement (SLA) Guaranteed response and resolution times for support tickets. |
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Knowledge Base/Community Forum Self-service portals for recurring questions and best practices. |
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Disaster Recovery Documentation Clear, tested plans for quick system restoration. |
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