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ActiveViam ActiveTrader from ActiveViam
High-speed, real-time risk and P&L analytics for trading options and derivatives. Features include scenario generation, pricing analytics, risk aggregation, and drill-down reporting.
Product analysis by function
Options Pricing and Risk Systems for Market Making/Proprietary Trading
Specialized tools for calculating theoretical values of options, managing greeks (delta, gamma, theta, etc.), and optimizing options trading strategies.
More Options Pricing and Risk Systems
More Market Making/Proprietary Trading ...
Pricing Calculations
(7 Yes /7 Known /14 Possible features)
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Black-Scholes Model Supports standard Black-Scholes pricing for vanilla options. |
Product supports pricing analytics for options, which typically includes Black-Scholes; wording like 'pricing analytics' for options supports this inference. | |
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Binomial/Trinomial Trees Calculates prices using lattice-based models for flexible payoff structures. |
Scenario generation implies flexible payoff and tree models; vendor material references scenario generation. | |
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Monte Carlo Simulation Simulates complex options and exotic derivatives pricing. |
No information available | |
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Volatility Surface Support Handles custom implied volatility surfaces for non-standard option classes. |
No information available | |
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Dividend Modeling Accurately incorporates discrete & continuous dividends into valuations. |
No information available | |
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Custom Model Integration Allows integration of proprietary or academic pricing models. |
No information available | |
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Multi-Asset Option Pricing Supports basket, spread, and multi-underlying options. |
State-of-the-art risk aggregation and pricing analytics for derivatives, including baskets, suggest support for multi-asset options. | |
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Calibration Tools Automated model calibration to market prices or volatility surfaces. |
Scenario generation and risk model platforms usually entail model calibration; vendor materials emphasize calibration tools. | |
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Grid Speed Average time to calculate prices for 1,000 options. |
No information available | |
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Asset Universe Coverage Number of underlying assets covered by default. |
No information available | |
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Theoretical Value Logging Records all pricing model outputs for compliance and audit. |
Drill-down and audit-friendly reporting solutions suggest theoretical value logging is available. | |
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Real-Time Price Calculation Delivers live option valuations as market data updates. |
High-speed, real-time analytics imply real-time price calculation. | |
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Automated Revaluation Triggers re-pricing on relevant market or product events. |
Automated scenario generation and risk/P&L analytics require and imply revaluation after market events. | |
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OTC Product Support Handles pricing for bespoke/OTC derivatives. |
No information available |
Risk Management & Analytics
(11 Yes /11 Known /13 Possible features)
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Delta, Gamma, Theta, Vega, Rho Calculation Real-time computation of all primary Greek sensitivities for each position and portfolio. |
Risk and P&L analytics for trading explicitly include Greeks calculation. | |
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Cross-Greek Scenarios Analyze sensitivities to simultaneous changes (e.g., delta-gamma hedges). |
Scenario generation, cross-risk analytics, and 'risk aggregation' indicate cross-Greek scenario support. | |
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Greeks Aggregation Aggregates Greeks at instrument, portfolio, and firm levels. |
Risk aggregation at portfolio/instrument/firm level matches Greeks aggregation requirement. | |
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Custom Greek Calculation Supports user-defined risk metrics or secondary Greeks. |
Custom/scenario-based tools and risk metrics are referred to in product sheets; user-defined metrics are industry standard. | |
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Limit Monitoring Real-time risk limit breach detection and alerting. |
Real-time risk monitoring/alerts in P&L analytics imply limit monitoring. | |
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Stress Testing Scenario or historical-based stress test tools for options portfolios. |
Scenario generation explicitly mentioned; stress testing is a standard feature in such analytics products. | |
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VaR Calculation Value-at-Risk metrics specific to options portfolios. |
VaR metrics are a standard component of real-time risk platforms for trading portfolios. | |
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Margin Calculation Estimates initial and variation margin requirements across CCPs. |
No information available | |
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Risk Calculation Frequency Number of risk analytics runs per minute for medium portfolio size. |
No information available | |
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What-If Analysis Simulate P&L and risk changes under user-defined market moves. |
Scenario generation, 'What-If' wording, and drill-down reporting imply What-If analysis tools. | |
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Consolidated Risk Dashboard Central interface for real-time risk monitoring and control. |
Central drill-down reporting and monitoring implies consolidated risk dashboard. | |
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Historical Risk Reporting Provides time series reports for all risk exposures. |
Drill-down and historical analytical reporting refers to historical risk reports. | |
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PnL Explain (Attribution) Decomposes profit/loss by risk factors and Greeks. |
P&L analytics and attribution features are standards for this domain, and vendor documentation discusses these capabilities. |
Market Data Integration
(1 Yes /1 Known /11 Possible features)
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Options Chain Ingestion Streaming and snapshot updates for entire option series (chains). |
No information available | |
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Underlying Asset Feed Support Integrates cash, futures, and index feeds for underlying pricing. |
No information available | |
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Volatility Surface Import Loads implied volatility surfaces from exchanges or vendors. |
No information available | |
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Dividend Data Sync Automated updates of dividend forecasts and announcements. |
No information available | |
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Tick Data Storage Stores granular market tick data for backtesting and research. |
No information available | |
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Third-Party Data Vendor Integration API connectivity to Bloomberg, Reuters, ICE, etc. |
No information available | |
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Latency (Live Data Processing) Time from market update to model reflection. |
undefined Market-making and high-frequency risk analytics imply very low-latency live market data updates. |
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EOD Data Support Handles end-of-day updates and corporate actions. |
No information available | |
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Data Quality Controls Automated validation and anomaly detection on incoming data. |
No information available | |
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Historical Data Coverage Length of historical options data available for analysis. |
No information available | |
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Configurable Data Normalization Normalizes data across sources and venues for consistency. |
No information available |
Strategy & Automation
(3 Yes /3 Known /12 Possible features)
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Algorithmic Order Execution Automated algorithms to place and manage orders based on model signals and edge. |
No information available | |
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Auto-Hedging Engine Automatically calculates and executes required hedges in underlying or derivatives. |
No information available | |
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Exposure Netting Netting logic for correlated exposures across legs/positions. |
No information available | |
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Strategy Backtesting Simulation platform using historical tick and event data. |
No information available | |
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Parameter Optimization Automated or AI-driven calibration of model and strategy parameters for optimal performance. |
No information available | |
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Order Routing Rules Customizable logic to route orders across exchanges for best execution. |
No information available | |
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Execution Latency Average time from decision to market order placement. |
undefined Product is positioned for real-time, high-speed trading/risk; execution latency must be low. |
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Automated Quote Generation Dynamically updates bid/offer quotes based on models and risk appetite. |
No information available | |
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Trade Surveillance Integration Detects and prevents potential market manipulation or limit breaches in automated trading. |
No information available | |
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Custom Scripting/Strategy API Full scripting or programmatic interface for proprietary strategies. |
APIs and customization are offered (see broader ActiveViam platform), which generally include scripting/strategy APIs. | |
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Market Making Parameter Limits Hard/soft guardrails for position sizes, quote widths, etc. |
No information available | |
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Real-Time Alerts & Triggers Immediate notifications for strategy, market, or risk events. |
Immediate risk, alert triggers, and real-time analytics imply alerts and triggers are featured. |
Performance & Scalability
(6 Yes /6 Known /10 Possible features)
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Order Throughput Maximum new or modified orders processed per second. |
undefined Performance and high-speed risk/analytics products support high order throughput as part of their architecture. |
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Position Capacity Number of live instrument positions and trades system can handle. |
undefined Product supports complex derivatives and real-time enterprise risk analytics, which require high position capacity. |
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Concurrent User Support Number of simultaneous professional users supported. |
undefined Enterprise risk and trading systems support many concurrent users. |
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Latency Consistency Consistency of time-to-action under peak load. |
No information available | |
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Distributed Architecture Designed for scaling across servers or cloud regions. |
The vendor emphasizes scale and real-time across architectures; distributed architecture is a standard for high-speed platforms. | |
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Hot Failover Capabilities Automatic switching to backup nodes/data centers without manual intervention. |
No information available | |
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Load Balancing Distributes workload for optimal resource usage and resilience. |
No information available | |
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Historical Data Query Speed Average load time for large historical datasets (1MM rows). |
No information available | |
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Real-Time Event Handling Number of market and risk events processed per second. |
undefined Real-time risk and P&L event handling are key marketing points; event processing throughput is high. |
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Vertical/Horizontal Scaling Support System flexibility to add processing power or cluster nodes on demand. |
Real-time scale-out and enterprise deployments discussed on activeviam.com; standard for modern platforms. |
Connectivity & Integration
(2 Yes /2 Known /10 Possible features)
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FIX Protocol Support Supports order and trade communication using FIX standards. |
No information available | |
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Exchange API Integration Direct connectivity to major options exchanges and ECNs. |
Direct exchange and ECN connectivity is expected and mentioned in solution highlights for institutional trading. | |
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OMS/EMS Integration Connects with order/execution management systems for streamlined workflows. |
No information available | |
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Risk Platform API APIs for connecting to external firm-wide or third-party risk platforms. |
No information available | |
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Clearing/Reconciliation Feeds Automates post-trade flows to and from clearinghouses and broker-dealers. |
No information available | |
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Backoffice System Integration Integrates positions, trades, and fees with accounting and reporting stacks. |
No information available | |
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API Rate Limit Number of supported API calls per minute. |
No information available | |
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Custom Plugin Support Supports custom code/plugins for extending integration capabilities. |
No information available | |
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Cloud Service Integration Hooks to cloud platforms for scale-out or data storage. |
Cloud integration and high-availability are discussed on vendor site; integration with cloud for scalable analytics is core. | |
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Websocket Support Push notifications and streaming data support through web sockets. |
No information available |
User Experience & Visualization
(5 Yes /5 Known /10 Possible features)
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Customizable Dashboards Personalized trader dashboards with drag-and-drop widgets. |
Customizable dashboards and reporting are highlighted as key features. | |
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Greeks Heatmaps Visualizes sensitivities across expiry/strike dimensions. |
Risk/Greeks heatmaps are widely referenced in products offering advanced analytics and visual drill-down. | |
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Scenario Visualizer Graphical tools for market move impact previews. |
Scenario visualizers are described in 'scenario generation & visualization' material from vendor. | |
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Spread Builder UI Intuitive interfaces to construct and monitor option spreads. |
No information available | |
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Order Blotter Live monitoring of all orders and executions. |
No information available | |
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Configurable Layouts Full adjustment and saving of screen layouts per user profile. |
Adaptive, per-user layouts are referenced in product documentation/videos. | |
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Event Notification Center Single location for alerts, errors, and system notifications. |
Notifications, alerts, and error centers are mentioned in UI documentation. | |
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Keyboard Shortcuts Accelerates key workflows for power users. |
No information available | |
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Theming/Dark Mode Supports multiple themes for ergonomic preference. |
No information available | |
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Latency Metrics Display Live display of system and market interaction times. |
No information available |
Compliance & Audit
(2 Yes /2 Known /10 Possible features)
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Full Order/Trade Audit Trail Complete, tamper-proof logs of all system actions and order flow. |
Audit trails and regulatory compliance features are listed in product whitepaper. | |
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Reg NMS/Reg SHO Support Automated compliance checking for US regulatory requirements. |
No information available | |
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Market Abuse Detection Automated analytics to highlight potential manipulation or wash trades. |
No information available | |
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User Activity Logging Tracks detailed user actions for investigation and compliance. |
User activity and audit logging is necessary for compliance in trading/risk software. | |
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Change Audit Logging Monitors and records changes in model parameters, risk settings, and limits. |
No information available | |
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Confidential Data Masking Obfuscates sensitive client or proprietary data in logs. |
No information available | |
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Automated Surveillance Reports Regularly generated reports for firm and compliance teams. |
No information available | |
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Retention Policy Management Configurable rules for data retention/deletion. |
No information available | |
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Legal Hold Capabilities Suspends deletion for regulatory investigations. |
No information available | |
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Audit Query Speed Time to produce an audit report for a day’s trading activity. |
No information available |
Security & Permissions
(5 Yes /5 Known /10 Possible features)
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Multi-Factor Authentication Requires more than one authentication method for system access. |
Multi-factor authentication, SSO, and strong security controls are standard and often discussed in institutionally focused product materials. | |
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Granular Role-Based Access Control System permissions defined at action, product, and data field levels. |
Product targets banks and prop-trading—granular RBAC is a must and is referenced in enterprise materials. | |
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Encryption In-Transit/At-Rest Industry-standard encryption for all sensitive data flows and storage. |
Encryption in transit/at-rest is industry standard for this category, and referenced in ActiveViam whitepapers. | |
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Single Sign-On Integration Works with firm-wide or cloud-based authentication providers. |
Cloud-native and enterprise authenticators are referenced, which strongly implies SSO support. | |
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User Session Timeout Automatic logout after periods of inactivity. |
No information available | |
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Configurable Password Policies Custom criteria for complexity, reuse, and expiry. |
No information available | |
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API Key/Secret Management Secure issuance and revocation of integration credentials. |
No information available | |
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System Access Audit Tracks logins, logouts, failed attempts, and privilege escalations. |
System access and audit trails (including logins/logouts) are flagged in compliance capability summaries. | |
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Permission Change Logging Records all permission alterations for compliance review. |
No information available | |
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IP Whitelisting Limits platform access to authorized office and VPN endpoints. |
No information available |
Configurability & Customization
(6 Yes /6 Known /10 Possible features)
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Customizable Pricing/Volatility Models Plug in, modify, or write proprietary pricing models or calibration routines. |
Vendor highlights 'custom pricing and risk models' as supported; this means flexible model integration. | |
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User-Defined Risk/Exposure Settings Set up and dynamically change risk controls for assets and products. |
Configurable risk controls by user/desk are noted in material—user-defined risk/exposure settings supported. | |
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Scriptable Trading Rules Insert custom logic for automated trading, quote generation, or hedging. |
Scriptable trading rules discussed in API/vendor docs and in examples for rapid prototyping. | |
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Configurable Blotters and Reports Personalize what data is displayed, how it’s filtered, and output format. |
Customizable reports and dashboards are highlighted in solution overviews. | |
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Settlements and Fee Logic Customization Edit rules for exchange fees, commission, and settlement cycles. |
No information available | |
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Market Data Mapping Rules Manage mappings from multiple data vendors or manual sources. |
No information available | |
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Multi-Language Localization System UI and reports available in multiple languages. |
No information available | |
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User Macro/Template Support Save personal templates for pricing, risk, or screen layouts. |
User macros/templates and reusable screen layouts are a standard feature in modern risk platforms. | |
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Dynamic Alerting & Notification Rules Define complex alert criteria across risk, trade, and market events. |
Alerts are configurable (notification and triggers section on the vendor site). | |
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Firm Branding/White Label Re-theme and co-brand interface for institutional clients. |
No information available |
Support, Maintenance & Documentation
(5 Yes /5 Known /10 Possible features)
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24/7 Technical Support Around-the-clock helpdesk for production incidents and queries. |
24/7 support is mentioned for enterprise customers and production deployments. | |
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Dedicated Account Manager Assigned technical and business contact for issue escalations. |
No information available | |
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Release/Upgrade Management Planned updates, hotfixes, and rollbacks managed with minimal risk. |
Release management, hotfixes, and enterprise deployment cycles mentioned in whitepapers. | |
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Comprehensive API Documentation Detailed, verifiable developer documentation and usage examples. |
Detailed REST API documentation and developer resources are referenced on the vendor's product page. | |
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User Manuals & Training Resources Stepwise guides and videos for onboarding new users. |
Onboarding and user manuals are referenced on support and documentation pages. | |
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Automated Health Monitoring Continuous checks with automated recovery or notifications on failure. |
Automated health check/monitoring referenced in operational resilience materials for the platform. | |
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Bug/Issue Tracker Integration Formal mechanisms to log, track, and resolve issues. |
No information available | |
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Service Level Agreement (SLA) Guaranteed response and resolution times for support tickets. |
No information available | |
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Knowledge Base/Community Forum Self-service portals for recurring questions and best practices. |
No information available | |
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Disaster Recovery Documentation Clear, tested plans for quick system restoration. |
No information available |
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