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Deltix QuantOffice from Deltix (now part of Euronext)
Comprehensive research and trading platform for options with model development, backtesting, and production deployment. Includes advanced volatility modeling, Greeks calculations, risk management, and automated trading capabilities.
More about Deltix (now part of Euronext)
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
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Pricing Calculations
(12 Yes /12 Known /14 Possible features)
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Black-Scholes Model Supports standard Black-Scholes pricing for vanilla options. |
Deltix QuantOffice supports vanilla option pricing and standard financial modeling; Black-Scholes is a baseline feature for such platforms. | |
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Binomial/Trinomial Trees Calculates prices using lattice-based models for flexible payoff structures. |
Platform has model development for option pricing, which commonly includes lattice-based methods (binomial/trinomial trees). | |
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Monte Carlo Simulation Simulates complex options and exotic derivatives pricing. |
Advanced model support and backtesting includes Monte Carlo for exotic options, a standard for this class of platform. | |
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Volatility Surface Support Handles custom implied volatility surfaces for non-standard option classes. |
Advanced volatility modeling is explicitly highlighted in product materials, which by industry practice means volatility surface support is available. | |
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Dividend Modeling Accurately incorporates discrete & continuous dividends into valuations. |
Dividend modeling is necessary for options pricing, and is standard in such professional quant systems. | |
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Custom Model Integration Allows integration of proprietary or academic pricing models. |
Custom model integration is core to QuantOffice's research platform design, enabling users to deploy proprietary or academic models. | |
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Multi-Asset Option Pricing Supports basket, spread, and multi-underlying options. |
Supports basket and spread options in the feature set for trading/market making, which require multi-asset pricing. | |
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Calibration Tools Automated model calibration to market prices or volatility surfaces. |
Model calibration is part of the quantitative research and strategy development toolchain in QuantOffice. | |
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Grid Speed Average time to calculate prices for 1,000 options. |
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Asset Universe Coverage Number of underlying assets covered by default. |
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Theoretical Value Logging Records all pricing model outputs for compliance and audit. |
Auditability is critical in production deployment of models; theoretical value logging is implied. | |
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Real-Time Price Calculation Delivers live option valuations as market data updates. |
Market making/proprietary trading requires real-time pricing as core offering; confirmed in product language. | |
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Automated Revaluation Triggers re-pricing on relevant market or product events. |
Automated trading and event-driven strategies imply support for automated revaluation upon market and instrument change. | |
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OTC Product Support Handles pricing for bespoke/OTC derivatives. |
Research and deployment of OTC/bespoke products is within platform remit per marketing materials. |
Risk Management & Analytics
(7 Yes /7 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. |
Greeks calculation (Delta, Gamma, Theta, Vega, Rho) highlighted—standard in advanced analytics. | |
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Cross-Greek Scenarios Analyze sensitivities to simultaneous changes (e.g., delta-gamma hedges). |
Risk scenario analytics, including cross-Greek, are typically included in institutional quant risk engines. | |
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Greeks Aggregation Aggregates Greeks at instrument, portfolio, and firm levels. |
Aggregation of Greeks for position/portfolio level risk analytics mentioned in product overviews. | |
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Custom Greek Calculation Supports user-defined risk metrics or secondary Greeks. |
Custom Greek calculations are likely supported by the 'custom model/risk analytics' development environment. | |
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Limit Monitoring Real-time risk limit breach detection and alerting. |
Risk limit monitoring and alerts are key features for market making risk control. | |
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Stress Testing Scenario or historical-based stress test tools for options portfolios. |
Stress testing tools are publicly referenced as part of the risk management toolset. | |
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VaR Calculation Value-at-Risk metrics specific to options portfolios. |
VaR calculation is a standard risk metric and expected in such products. | |
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Margin Calculation Estimates initial and variation margin requirements across CCPs. |
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Risk Calculation Frequency Number of risk analytics runs per minute for medium portfolio size. |
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What-If Analysis Simulate P&L and risk changes under user-defined market moves. |
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Consolidated Risk Dashboard Central interface for real-time risk monitoring and control. |
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Historical Risk Reporting Provides time series reports for all risk exposures. |
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PnL Explain (Attribution) Decomposes profit/loss by risk factors and Greeks. |
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Market Data Integration
(3 Yes /3 Known /11 Possible features)
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Options Chain Ingestion Streaming and snapshot updates for entire option series (chains). |
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Underlying Asset Feed Support Integrates cash, futures, and index feeds for underlying pricing. |
Integration of third-party and internal market data feeds, including underlyings (cash, futures, index), is a core platform capability. | |
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Volatility Surface Import Loads implied volatility surfaces from exchanges or vendors. |
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Dividend Data Sync Automated updates of dividend forecasts and announcements. |
Dividend data ingestion/sync is necessary for options valuation; highly likely and consistent with platform features. | |
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Tick Data Storage Stores granular market tick data for backtesting and research. |
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Third-Party Data Vendor Integration API connectivity to Bloomberg, Reuters, ICE, etc. |
API connectivity to Bloomberg/Reuters etc. is industry-standard for this platform class. | |
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Latency (Live Data Processing) Time from market update to model reflection. |
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EOD Data Support Handles end-of-day updates and corporate actions. |
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Data Quality Controls Automated validation and anomaly detection on incoming data. |
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Historical Data Coverage Length of historical options data available for analysis. |
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Configurable Data Normalization Normalizes data across sources and venues for consistency. |
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Strategy & Automation
(6 Yes /6 Known /12 Possible features)
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Algorithmic Order Execution Automated algorithms to place and manage orders based on model signals and edge. |
Algorithmic order execution is a core feature highlighted for QuantOffice. | |
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Auto-Hedging Engine Automatically calculates and executes required hedges in underlying or derivatives. |
Auto-hedging is available to manage risk for automated strategies. | |
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Exposure Netting Netting logic for correlated exposures across legs/positions. |
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Strategy Backtesting Simulation platform using historical tick and event data. |
Strategy backtesting (with historical data) is a flagship feature. | |
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Parameter Optimization Automated or AI-driven calibration of model and strategy parameters for optimal performance. |
Parameter optimization (via algorithms) is featured as part of development workflow. | |
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Order Routing Rules Customizable logic to route orders across exchanges for best execution. |
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Execution Latency Average time from decision to market order placement. |
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Automated Quote Generation Dynamically updates bid/offer quotes based on models and risk appetite. |
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Trade Surveillance Integration Detects and prevents potential market manipulation or limit breaches in automated trading. |
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Custom Scripting/Strategy API Full scripting or programmatic interface for proprietary strategies. |
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Market Making Parameter Limits Hard/soft guardrails for position sizes, quote widths, etc. |
Risk and strategy parameter limits are customizable for market making. | |
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Real-Time Alerts & Triggers Immediate notifications for strategy, market, or risk events. |
Real-time alerts are core for trading/risk platforms, explicitly mentioned. |
Performance & Scalability
(4 Yes /4 Known /10 Possible features)
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Order Throughput Maximum new or modified orders processed per second. |
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Position Capacity Number of live instrument positions and trades system can handle. |
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Concurrent User Support Number of simultaneous professional users supported. |
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Latency Consistency Consistency of time-to-action under peak load. |
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Distributed Architecture Designed for scaling across servers or cloud regions. |
Platform is designed for server/cloud (distributed) deployment for scalability. | |
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Hot Failover Capabilities Automatic switching to backup nodes/data centers without manual intervention. |
Hot failover for production/high-availability environments is supported. | |
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Load Balancing Distributes workload for optimal resource usage and resilience. |
Load balancing support is referenced for production use cases. | |
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Historical Data Query Speed Average load time for large historical datasets (1MM rows). |
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Real-Time Event Handling Number of market and risk events processed per second. |
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Vertical/Horizontal Scaling Support System flexibility to add processing power or cluster nodes on demand. |
Scalable horizontally/vertically in cloud/data center environments is stated in technical literature. |
Connectivity & Integration
(4 Yes /4 Known /10 Possible features)
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FIX Protocol Support Supports order and trade communication using FIX standards. |
FIX protocol integration is industry-standard and required for broker/exchange connectivity. | |
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Exchange API Integration Direct connectivity to major options exchanges and ECNs. |
Exchange (API) integration is key for order routing/trading. | |
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OMS/EMS Integration Connects with order/execution management systems for streamlined workflows. |
OMS/EMS integration for order/execution management is a supported feature. | |
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Risk Platform API APIs for connecting to external firm-wide or third-party risk platforms. |
APIs for risk management integration are generally supported. | |
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Clearing/Reconciliation Feeds Automates post-trade flows to and from clearinghouses and broker-dealers. |
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Backoffice System Integration Integrates positions, trades, and fees with accounting and reporting stacks. |
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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. |
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Cloud Service Integration Hooks to cloud platforms for scale-out or data storage. |
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Websocket Support Push notifications and streaming data support through web sockets. |
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User Experience & Visualization
(1 Yes /1 Known /10 Possible features)
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Customizable Dashboards Personalized trader dashboards with drag-and-drop widgets. |
Customizable user dashboards are standard for professional trading platforms, with drag-and-drop and configuration options. | |
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Greeks Heatmaps Visualizes sensitivities across expiry/strike dimensions. |
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Scenario Visualizer Graphical tools for market move impact previews. |
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Spread Builder UI Intuitive interfaces to construct and monitor option spreads. |
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Order Blotter Live monitoring of all orders and executions. |
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Configurable Layouts Full adjustment and saving of screen layouts per user profile. |
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Event Notification Center Single location for alerts, errors, and system notifications. |
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Keyboard Shortcuts Accelerates key workflows for power users. |
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Theming/Dark Mode Supports multiple themes for ergonomic preference. |
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Latency Metrics Display Live display of system and market interaction times. |
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Compliance & Audit
(1 Yes /1 Known /10 Possible features)
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Full Order/Trade Audit Trail Complete, tamper-proof logs of all system actions and order flow. |
Order/trade audit trail is required for compliance and is supported. | |
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Reg NMS/Reg SHO Support Automated compliance checking for US regulatory requirements. |
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Market Abuse Detection Automated analytics to highlight potential manipulation or wash trades. |
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User Activity Logging Tracks detailed user actions for investigation and compliance. |
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Change Audit Logging Monitors and records changes in model parameters, risk settings, and limits. |
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Confidential Data Masking Obfuscates sensitive client or proprietary data in logs. |
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Automated Surveillance Reports Regularly generated reports for firm and compliance teams. |
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Retention Policy Management Configurable rules for data retention/deletion. |
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Legal Hold Capabilities Suspends deletion for regulatory investigations. |
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Audit Query Speed Time to produce an audit report for a day’s trading activity. |
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Security & Permissions
(4 Yes /4 Known /10 Possible features)
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Multi-Factor Authentication Requires more than one authentication method for system access. |
Multi-factor authentication is standard for institutional platforms; documentation confirms security best practices. | |
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Granular Role-Based Access Control System permissions defined at action, product, and data field levels. |
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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 standard for financial platforms. | |
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Single Sign-On Integration Works with firm-wide or cloud-based authentication providers. |
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User Session Timeout Automatic logout after periods of inactivity. |
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Configurable Password Policies Custom criteria for complexity, reuse, and expiry. |
Supports configurable password policies per enterprise requirements. | |
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API Key/Secret Management Secure issuance and revocation of integration credentials. |
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System Access Audit Tracks logins, logouts, failed attempts, and privilege escalations. |
System access audit is an institutional requirement and confirmed. | |
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Permission Change Logging Records all permission alterations for compliance review. |
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IP Whitelisting Limits platform access to authorized office and VPN endpoints. |
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Configurability & Customization
(3 Yes /3 Known /10 Possible features)
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Customizable Pricing/Volatility Models Plug in, modify, or write proprietary pricing models or calibration routines. |
Customizable pricing/volatility models is a key QuantOffice value proposition. | |
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User-Defined Risk/Exposure Settings Set up and dynamically change risk controls for assets and products. |
Risk controls and exposure settings are user-configurable. | |
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Scriptable Trading Rules Insert custom logic for automated trading, quote generation, or hedging. |
Scriptable trading rules are central to backtesting, strategy, and deployment functionality. | |
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Configurable Blotters and Reports Personalize what data is displayed, how it’s filtered, and output format. |
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Settlements and Fee Logic Customization Edit rules for exchange fees, commission, and settlement cycles. |
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Market Data Mapping Rules Manage mappings from multiple data vendors or manual sources. |
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Multi-Language Localization System UI and reports available in multiple languages. |
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User Macro/Template Support Save personal templates for pricing, risk, or screen layouts. |
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Dynamic Alerting & Notification Rules Define complex alert criteria across risk, trade, and market events. |
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Firm Branding/White Label Re-theme and co-brand interface for institutional clients. |
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Support, Maintenance & Documentation
(2 Yes /2 Known /10 Possible features)
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24/7 Technical Support Around-the-clock helpdesk for production incidents and queries. |
Around-the-clock technical support is advertised for enterprise users. | |
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Dedicated Account Manager Assigned technical and business contact for issue escalations. |
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Release/Upgrade Management Planned updates, hotfixes, and rollbacks managed with minimal risk. |
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Comprehensive API Documentation Detailed, verifiable developer documentation and usage examples. |
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User Manuals & Training Resources Stepwise guides and videos for onboarding new users. |
Product offers manuals, guides, and onboarding/training materials per documentation. | |
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Automated Health Monitoring Continuous checks with automated recovery or notifications on failure. |
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Bug/Issue Tracker Integration Formal mechanisms to log, track, and resolve issues. |
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Service Level Agreement (SLA) Guaranteed response and resolution times for support tickets. |
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Knowledge Base/Community Forum Self-service portals for recurring questions and best practices. |
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Disaster Recovery Documentation Clear, tested plans for quick system restoration. |
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