AlgoEye is an algorithmic trade execution platform. AlgoEye automates the execution of complex multi-instrument strategies, volatility surface fitting, identification and hedging of delta, gamma and vega risks. AlgoEye is built for professional derivatives traders.
Unlike most existing automated trading solutions AlgoEye is built specifically for options trading. The architecture of AlgoEye revolves around underlyings, expiries and option chains. It is optimized for options pricing, volatility calculations and propagating the data quickly through the platform to the strategy modules.
One of the key features of AlgoEye is its OMS (Order Management System) which is able to manage complex orders with multiple legs by dynamically quoting and hedging to arrive at the best fill price. Combined with a realistic exchange simulator which tracks queue position for simulated limit orders, taking connectivity latency and commissions into account, AlgoEye delivers the best tool to back-test volatility trading strategies.
AlgoEye has a simulation engine which allows traders to discover new opportunities, quickly build and back-test strategies. The exchange simulator ensures that models take into account real-world latency and dynamic market conditions. Backtesting is extremely fast due to highly optimized pricing and volatility models. A test against a day’s worth of recorded market data of liquid index options (1 million ticks) finishes in under a minute.
AlgoEye is built with extensibility in mind. It is based on a flexible and open architecture. Developers can integrate their own pricing and volatility models with ease.
AlgoEye provides a robust, reliable and secure automated trading platform for professional volatility traders.