Option book modeling tools have historically been extremely specialized and locked away behind proprietary systems. Our Options Book Manager not only brings this technology to the masses, but it also makes it transparent and approachable.
Redmond, WA (PRWEB) February 17, 2016
Quantcha today released its Options Book Manager, an extension to its Quantcha Options Suite. The Options Book Manager enables investors of all levels of experience to model their portfolios over time, including support for book experimentation and sophisticated strategies, such as delta-neutral balancing. It’s available at https://quantcha.com/OptionsBookManager.
The Options Book Manager employs a variety of sophisticated techniques that enable investors to accurately project the value of their holdings at any future date. Support for linear progression and Monte Carlo pricing strategies offer unique views into an underlying’s expected performance over time using statistically valid price movement. Users can even select a strategy to simulate how in-the-money options are treated as they approach their expirations on the way to the terminal date.
"Option book modeling tools have historically been extremely specialized and locked away behind proprietary systems," said Ed Kaim, CEO at Quantcha. "Our Options Book Manager not only brings this technology to the masses, but it also makes it transparent and approachable."
OPTION BOOK EXPERIMENTATION
Options investors need to reevaluate their strategies all the time. With the Options Book Manager, it’s now easy to experiment with how a set of potential adjustments can impact the future returns of a book, and even compare it side-by-side with their current holdings. The pending changes are also tracked so that the investor has a complete set of the transactions required to transition their current book into the book they want for the future.
"The amount of work required to properly adjust an options strategy can be frustrating," said Kaim. "We focus on simplifying the process and delivering a level of insight that investors have never been offered before."
Many investors employ sophisticated book management techniques, such as delta-neutral balancing, to optimize their portfolios. To simplify these kinds of strategies, the Options Book Manager provides an Adjustment Search that automatically discovers the most efficient ways to meet book criteria. In addition to finding transactions that help fine-tune a book based on option Greeks, users can also filter potential moves by their transaction cost or credit, margin impact, option expiration period, likelihood of exercise, and more.
"The key thing holding back many investors from complex strategies like delta-neutral trading is a lack of great tools," said Kaim. "Our goal is to do the heavy lifting so that investors can focus on where they want to be and not how to get there."
For an in-depth video review of Quantcha’s Portfolio & Options Book Management tools, please see https://www.youtube.com/playlist?list=PLES3RtuASwPTIlYHbw5ChBOYaddg4KJjr.
Quantcha, Inc. is based in Redmond, WA, and was founded in 2014 with the goal of delivering high quality tools for searching, filtering, and analyzing stock market investments. For more information, please visit https://quantcha.com.
# # #
If you would like more information about this topic, please email hello(at)quantcha(dot)com.