Volatility Trading

Interest and participation in volatility trading has never been greater. Market participants across the spectrum are employing volatility trading techniques congruent with their existing strategies. Differences between implied and realized volatilities are providing complementary opportunities to generate trading alpha while remaining in familiar markets and asset classes. Flexible, low-latency volatility trading solutions have become critical infrastructure for any firm striving to maintain a competitive edge in its core businesses or desiring to trade volatility as an asset class.

Orc’s volatility trading solutions have helped volatility traders to:

• Capture more trading opportunities through access to more instruments and markets.
• Improve hedge efficiency by reducing the number of missed hedges.
• Increase productivity by reducing the need for frequent volatility surface updates.
• Achieve desired risk profiles at lower cost by optimizing among available volatility instruments.
• Improve their position in the OTC market by competitively pricing option strategies.