An options research and execution framework for teams working at the intersection of market structure, volatility and risk.
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Short expiry options compress the time to react. Rasiz brings positioning, volatility and exposure into one research workflow, so a signal can be examined before it becomes an order.
Study how short dated convexity changes the cost and timing of a delta rebalance.
Compare realized movement with implied volatility. Apply transaction cost thresholds, inventory limits and expiry cutoffs before a simulated rebalance.
Compare index and component volatility across correlation, term structure and skew.
Normalize vega exposures and evaluate multiple correlation assumptions. Model error, liquidity and execution costs remain part of the relative value analysis.
Explore positioning scenarios through option chains and flow, with uncertainty visible.
Dealer inventory is inferred, never directly observed. Compare positioning assumptions and examine gamma, vanna and charm sensitivities across the same scenario.
Set the boundary for exposure before evaluating the next opportunity.
Pair value at risk with expected shortfall and gap scenarios. Order size checks, portfolio limits and a human operated stop form the intended control framework.
A repeatable process matters more than a convincing chart. Observe the structure, test a scenario, then check the limits.
Inspect the intended sequence from signal to risk check to simulated fill. Every event below is generated locally in your browser.
A working interface demonstration, using synthetic prices, fills and Greeks. No live market feed, broker connection or actual orders. The preview makes no measured latency or performance claims.
Rasiz is an options research and execution framework in development. This portal presents its strategy concepts and a browser based demonstration.
No. The gamma chart, volatility surface, event stream and portfolio Greeks are illustrative simulations. Move the spot slider to explore their behavior.
This website has no brokerage connection or live order entry. Contact us to discuss the intended execution architecture and integration requirements.
API inquiries are welcome. Availability, scope and access terms need to be discussed directly; this page does not promise a production API.
No. This preview provides no investment track record, guaranteed returns or measured execution latency. Options can lose the entire investment and more for some strategies.
Email [email protected] with your research focus, intended use and integration questions. The inquiry requires no signup, deposit or payment.
Discuss market structure research, the execution framework or future API access.