Options Pricing and Volatility Management
With a sophisticated set of skewing methods and mathematical pricing models, Metro offers a clear graphical presentation and advanced manipulation tools for volatility, skews and prices.
Advanced modeling allows traders to manage option volatility curves, skews and term structure either from a grid or graphically. Traders can also preview various price and greeks scenarios and curve updates before publishing them to their server.
Risk and Position Management
With the Risk Manager, Metro offers various risk management aggregation and display methods with multiple risk views allowing for portfolio construction with scenario analysis and volatility shocks. The risk is centralized for optimum visibility and monitoring of team-wide and firm-wide risk.
Electronic Eye with Target Finder
Auto-execute on opportunities with micro-second response times. Detect, display, filter and execute on trading opportunities across different markets. Metro's server-based engine allows users to click trade or auto-respond quickly to opportunities and create strategy missions based on set triggers.
Liquidity Discovery with Trade Control
Actively monitor market activity and exchange trades in order to find edge. Traders can source liquidity and execute directly from trade control.
Spread Pricing with Trade Sheets
Metro's intuitive electronic trade sheets enable users to easily build and price spreads, request quotes (RFQs), view market data, write rules-based logic, and place electronic orders. The interface integrates with Chat tools and allows for the seamless management of data, greeks, and spreads on both OTC and listed instruments.
Market Making with City Market
Metro market making engine is the industry leading with micro-second response times, and extensive out-of-the-box safety functionality. City Market allows to actively monitor quotes and adjust parameters from an intuitive interface. Easily apply leans to on top of your curve to trade in and out of positions.
Automated Responding to RFQs
The ability to quickly view, manage, and automate responses to Requests for Quotes (RFQs) and Auctions (RFPs) with dynamic quotes and edge settings based on Delta, Vega and Time to Expiration.