The Platform
Exclusive Option Pricing & Modeling
Deal Flow Exposure
Analysis
Option & Spot
Exposure Summaries
Risk Manager &
Portfolio Calculator
Value at Risk Reporting,
Analysis & Management
Real-Time Unrealized
P & L
Risk Management maximizes profit. We see this as the essence of good business practices for operations, compliance and auditing. Our risk management philosophy is to see all you can about where the portfolio is now, including filtering by expirations, calls, puts, spot, accounts or any combination you can imagine.
We also believe you should see what happens if the market changes – where you might be going. By showing it in a table and drawn on a graph, you visualize value at risk, you determine judgments for hedging, and you gain insight into multiple “what-if?” scenarios.
Of course you always see the real time current value of your portfolio, and having risk management and analysis will ensure you protect the value that’s there.
Product Science
The Science Behind FX Bridge
Risk-based
Margining
Risk-based
Margining (PDF)
Streaming quotes is nothing new in the Spot Trading industry. Establishing customized bid/ask spreads is commonplace. Of course FX Bridge enables you to place global spreads for all clients as well as customized spread pricing for individual Introducing Brokerage Offices, Managed Account Group Managers, or even specific Client Accounts.
Should a sudden market change take place, of course FX Bridge enables you to shift 1 price or all prices up, down or wider with a single click.
These features do not give the dealer the competitive advantage. These merely enable the dealer to enter an already crowded marketplace. The true advantage for the dealer is a larger and unique product offering. With options, the dealer is bringing new products and trading strategies that set them apart.
The challenge is pricing. The FX Bridge solution is elegance.
Option pricing includes contract size, expiration, and volatility. With two out of three pre-defined, the only remaining task is the volatility. FX Bridge enables you to compute 20 in the money and 40 out of the money options with a few simple parameters. This proprietary implementation of the well established Garman-Kohlhagen and Biger and Hull model is only the first step. FX Bridge goes the extra step – analysis and modeling.
Analysis
You have the ability to analyze the change before implementing your pricing.
Option Pricing displaying bid/ask spreads on options premium
You have a choice to change the parameters and evaluate the options volatility.
You can change the parameters and graphically evaluate the options volatility.
You can change the parameters and graphically evaluate the options premium.
Modeling
Analysis reviews your anticipated changes – change the parameters and see the results. Modeling looks at the results and helps to calculate what the changes should be. Oftentimes market values change without a clear explanation. The astute dealer can take the observations of the marketplace and plug them into a graphically oriented model to then come up the parameters.
And most importantly, you can import a series of volatilities, call options premiums or put options premiums and compute the parameters for the model. Consider the power of accessing another providers model and tailoring it for your own clients. You can decide to be more aggressive in your pricing if you wish to attract more buyers. You can be more generous in your pricing if you wish to attract more sellers. You are the dealer and you decide. That’s the power of FX Bridge.
for Forex, CFDs, and Options.
Nineteenth
Floor