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Home > Solutions > Securities > Quanttro > Features

Key features of Quanttro

Market watch

Market Watch allows the trader to monitor the latest quotes in the NSE stock market on a real-time basis. Colour indicators for events like increase or decrease in prices are provided to help the trader to monitor the changes in the market as and when it happens. In the Market Watch Grid, the user can customize the display of the scrips using the templates.

Market-By-Price (MBP)

The Market-By-Price window displays the best five orders of bids and asks placed in the market for the selected security. It also displays the details like TVOL, TVAL, and PREVOI etc.

Parameter Inquiry

The parameter inquiry window displays the derived parameters calculated from the NSE live feed parameters. This window helps the trader to get an idea about the volatility or Cost of Carry (COC) of the scrip in which he is interested. In case of Options, traders get the bid price and ask price for both call and put options for the same strike price and expiry date. In case of Futures, traders get the bid price and ask price of the selected scrip.

PayOff Matrix Window

The payoff window helps the trader to take decisions regarding placement of order. It displays the profit as well as the risk the trader is taking, if he executes a particular order. It monitors the different payoffs for different prices.

Options Calculator

Option Calculator gives the theoretical prices of Call and Put options for a given volatility, or calculates the volatility of the options for a given option premium. It also displays the Greeks. All the calculations are as per the Black-Scholes algorithm.

Greeks

Optimal hedge quantities change for trades as prices change every second. To enable this continuous tracking, Quanttro provides calculation of the Greeks for the current day as well as the previous for the selected option instrument.

Order Placement/Modification/Cancellation Windows

The trader uses this window to place an order. The same window can be used to cancel or modify an order/trade he has placed before.

Batch Order

The Trader can send more than one order at a time by using the batch order placement Window.

Advanced Features

Portfolio Monitoring

It shows the trades executed by the trader, both open and squared-off. Due to simultaneous access to both cash and futures markets, Quanttro has made it possible for the trader to create his own strategy and also suggests the risk and return for the open trades on real time. As the trader creates his own strategy, it eliminates the manual calculation of risk, brokerage and exposure and also monitors the portfolio position on real-time basis.

Basket Trading

Basket Trading provides a facility for easy arbitrage between futures and cash markets. Basket trading screen enables the generation of portfolio offline order files in the derivatives trading system and its execution in the cash segment. The system automatically works out the quantity of each security to be bought or sold in proportion to their weights in the portfolio.

Opportunity Scanning

Quanttro is designed in such a manner that it can automatically detect opportunities in the market and suggest suitable trades to the user for cashing in on those opportunities. E.g., Stock Cash-Future arbitrage and Option Calendar-Spread.

Simulation

Simulation is provided to simulate returns due to the option price variation till the option expiry date for different volatilities and expiry dates. Currently, the premium/returns simulations for the sell or buy options are considered. This is extended to include the premium/returns simulation for the entire strategies (currently provided for Calendar Spread), which is implemented as the superposition of the premium/returns for all the legs of the strategy. We can have the provision to either show the premiums or returns in the simulation screen

Risk Management System

For every strategy executed for a client, two parameters of risk (cumulative and individual risk) and return (expected return level and minimum return level) are considered. The above parameters can be entered at the time of placing orders for a strategy or from Portfolio Management System.

Reports

The Quanttro offers comprehensive report generation, including exposure details, margin reports and brokerage reports by filtering option. These reports considerably reduce the back office work for the customer. Quanttro will provide a graphic utility and Extensive reporting by which the trader can visualize the changes in the market, INTRA DAY scrip values can be viewed as chart and also stored in the database.