DsTrader

DOB MARKET MAKING SYSTEMS

The DOB Market Making Systems provide :

HIGH PRODUCTIVITY

  • A server-side Quoting Engine with ultra low latency
  • Server-side automatic algorithms for Hit Lift and trailing orders for outright Products and exchange-recognized Strategies.
  • Multi-Option and multi-Underlying simultaneous trading in the single system

QUOTE ENGINE

  • High performance automatic quoting
  • Flexible settings for theoretical pricing
    • Interest rates and corrections
    • Automatic distortion of quote prices after a trade
  • Quoting within predefined margins of theoretical prices
  • Automatic responses to Request for Quote
  • Automatic hedging algorithms

BUILT-IN RISK MANAGEMENT

  • Online calculation of P&L and Greeks
  • Special software tool for Risk Management for groups of Option traders
  • "What if" scenarios for modelling of Risk for various underlying prices
  • "What if" scenarios for Volatility, theoretical prices and Rho.
DOB System

A. Multiple stocks, futures and options on several exchanges simultaneously.

B. "What-if" analysis of P&L, Greeks and prices

C. Flexible Volatility management

D. Online calculation of P&L, Greeks and Position data

Possibility to import and export of information like:

  • Import/Export of Volatilities from/to DOB system using own volatility program
  • Import/Export of Settings from/to DOB.
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