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Options hedging

Tbricks by Itiviti has complete support for automated hedging, from an ultra-fast trade-by-trade basis, or a more flexible position delta basis. Our focus is on automation and a streamlined setup, for any number of instruments, meaning your focus is on trading decisions and market conditions.

Tbricks’ options hedging app provides a customizable and flexible approach to hedging. We provide complete off-the-shelf functionality with our hedging apps, and also distribute the full source code as with all other pre-built apps. Tbricks’ options hedging also runs seamlessly with the options quoting app.

Automated options hedging can be achieved in two ways:

  • Trade-by-trade: each trade will be hedged individually.
  • Delta: the aggregated position delta of a portfolio or a group of instruments will be monitored and hedged, based on a configurable deviation.

Our hedging functionality has a flexible approach, both in when to hedge and how to execute. Different order types and properties can be specified to offer superior execution, from simply hitting the market, to Smart order routing, pay-up logic and hidden mode. The hedge instrument can be freely specified, and can be any instrument, including any custom basket of instruments.

Highlights

  • Configurable styles (Hidden, Sniper, Hit etc).
  • Pay-up logic.
  • Smart order router and Basket order.
  • Trade-by-trade or delta based.

Building blocks

App_optionsHedging-1 App_optionsHedging2

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