ARQA Technologies released a new version of Option Analytics Module - 2.0

17 november 2013

The principal new feature of the latest version of Option Analytics Module is support of orders forwarded to the LSE Derivatives Market.Trading Interface.

A major part of new functionality is related to modeling techniques and selection of chosen strategy parameters:

  • The new version of the module differentiates between actual positions and positions manually introduced into the strategy – now they will be highlighted by different colors in the ‘Positions’ table.
  • Contracts may be excluded from calculation without removal from the strategy.
  • A firm’s identifier may now be specified in the strategy parameters’ entry panel.
  • A slot has been added for a value of ‘risk-free’ rate.
  • Improved interface for selection of base asset – a particular instrument may now be selected as a base asset. Earlier only a future with close execution date was used as a base asset.
  • The ‘Volatility’ box now indicates the actual percentage of volatility used in calculation.

Along with other visual improvements the new module version represents mouse pointer position in ‘Strategy developer’ charts.

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