ProOpticus is professional derivatives software providing users with a comprehensive and integrated solution for option valuation, risk management and trade execution. Our customers include professional independent and proprietary traders, leading hedge funds, four of the world’s largest FCM’s, top tier investment banks and Fortune 500 energy companies. ProOpticus can be customized to fit the specific needs of a wide range of financial industry professionals.

Valuation:


ProOpticus offers an abundant array of pricing models and skewing methods to deliver option values that incorporate and maximize the variables prescribed by the user. Option valuation is the basis of accurate and meaningful risk measurement and management. ProOpticus currently includes:

- Twenty One Option Pricing Models from Futures to Exotics
- Sixteen Skewing Methods
- Two Methods for Calculating Greeks
- Fixed vs. Floating Valuations
- Volatility Path Modeling
- Option Strip Calculator for Pricing Multiple Option Months
- Dynamic Delta Sheet for Real-Time Option Values
- Commodity Specific Pricing Tools
- Interactive and Dynamic Graphic Interfaces
- On the Fly Pricing Adjustments
- Printed and Electronic Delta Sheets


Execution:


ProOpticus offers connectivity to multiple electronic trading platforms and floor systems, as well as to back office and clearing systems. ProOpticus users have the ability to execute trades electronically through our eProTrader views and/or manually input trades executed in the hybrid market place. ProOpticus users can:

- "Click trade" Using our eProTrader Dynamic Delta Sheet
- Autoquote and Execute via eProTrader Auto Quoter
- Enable Heat Map for Visual Alerts of Possible Trades
- Set Audible Alerts for Possible Trading Opportunities
- Hedge and Trade Using our eProTrader Underlying View
- Trade Spreads via the eProTrader Underlying Spread view


Risk Management:


Insitutional Customers (Universal Risk Manager)

- User Defined Batch Based Risk Management System
- Enterprise Risk System from Macro to Micro Levels
- NLV and Securities on Deposit Analysis
- Real-Time Intraday Prices from Multiple Data Sources
- Evaluate Risk Across all Product Classes and Exchanges
- Sort Risk by Exchange, Account or Product Group
- Sort Risk by Dollar Value or User Defined Parameters
- Aggregate Firm-Wide Positions
- Stress Risk by Product, Group or Expiry
- Asymmetric and Symmetric Risk Secnarios
- Apply Sdev, Percentage or Fixed Price Moves
- Apply Fixed or Percentage Volatility Shocks
- Publish Templates to All Users
- Advanced Multilayered Filtering
- Calculation and Summary of Position Greeks
- Multiple Reporting and Evaluation Printouts
- Risk Slide Reporting Across Price and Time

Electronic Trading Groups (Real Time Risk Manger)

- Real Time Post-Execution Risk Analysis
- Receive Fills Directly From Back-End Host
- Receive Prices Directly from Exchanges
- Evaluate Risk Across all Product Classes and Exchanges
- Sort Risk by Exchange, Account or Product Group
- Sort Risk by Dollar Value or User Defined Parameters
- Advanced Multilayered Filtering
- Calculation and Summary of Position Greeks
- Individual Trader Commission Analysis
- Calculate Split Percentages for Backed Traders
- Multiple Tabs and Windows for Grouped Traders

Professional Group and Independent Traders (Market Makers, Hedge Funds, Commercial and Institutional Traders)

- Calculation and Display of Greeks
- Position and Inventory Maintenance
- Position Analysis over Varying Price & Volatility Scenarios
- Position Analysis by Calendar Date
- Position Analysis by Time Bucket
- Aggregate Multiple Positions into Portfolio Manager
- Ability to Normalize Related Instruments
- Calculation and Display of Normalized Greeks
- Inter-Commodity and Intra-Commodity Beta Weighting
- Calculation and Display of Beta Weighted Greeks
- Ability to Link Volatility Between Related Instruments
- Calculation of OEG, OEV, dDelta/dVol, dVega/dVol
- Weighted Vega Calculations
- Calculation of Sdev Moves
- Dissemination of Volatility Surfaces to Group Traders
- Real-Time Risk for Electronic Trades
- Commodity Grouping Functionality
- Calculation of TV Premium and Intrinsic Value
- Import/Export Features to Interface with Back Office
- Eleven Printable Risk Reports with User Preferences

Downloads

- First Time Installations: ProOpticus for Windows
(21,654,812 Bytes)
- First Time Risk Manager Service Installation
- First Time Server Installation

IMPORTANT: CONTACT YOUR PROOPTICUS REP BEFORE DOWNLOADING ANY OF THE FOLLOWING UPGRADES

VERSION 4.6
[poup_4.6.exe]
[poxmlsup_4.6.exe]
[rmup_4.6.exe]

VERSION 5.0
[poup_5.0.exe]
[poxmlsup_5.0.exe]
[rmup_5.0.exe]
[poxmlsinst_5.0.exe]

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