An institutional-grade quantitative options execution engine. Translating market microstructure into a disciplined, systematic edge.
From intraday convexity to portfolio-level protection. A modular research framework with risk controls at every layer.
Model short-dated convexity and rebalance delta exposure as spot and time evolve.
Compare realized movement with implied volatility. Apply transaction-cost thresholds, inventory limits, and scheduled expiry cutoffs before any rebalance.
Study index-to-component dislocations across correlation, term structure, and skew.
Normalize vegas and evaluate correlation assumptions. Surface relative-value signals alongside model error, liquidity, and execution-cost estimates.
Infer possible positioning regimes through option-chain structure and flow scenarios.
Dealer inventory is estimated, never directly observed. Test multiple positioning assumptions and monitor gamma, vanna, and charm sensitivities.
Constrain exposure with scenario stress tests, drawdown limits, and circuit breakers.
Use VaR alongside expected shortfall and gap scenarios. Enforce order size and exposure checks, with a human-operated emergency stop.
A transparent view of the engine’s intended workflow. The terminal below runs entirely on synthetic data.
*Routing latency is a design objective, not a measured or guaranteed result. All prices, fills, Greeks, and performance figures on this page are simulated and do not represent actual trading.
Discuss research collaboration, the execution architecture, or future API access with the Rasiz team.
Start a conversation ↗[email protected]