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  • Quanttro
    • Overview
    • Features
    • Specifications
• Business Analytics

Quanttro Functional Specification

• Allows the trader to monitor the latest quotes in multiple exchanges and markets (cash, futures and options) on a real-time basis.
• Customizable Market watch screen.
• Displays the details like Market-by-price, TVOL, TVAL, and PREVOI etc.
• Order Placement, Modification and cancellation.
• Batch order feature to manage multiple orders.
• Pay off Matrix Window to take decisions regarding the execution of orders.
• Options calculator (Calculations as per Black-Scholes algorithm).
• Calculation of Greeks.
• Parameter Inquiry window to calculate scrip parameters (COC, IV, etc.).
• Extensive Reporting and Graphical representation of market information.
• Algorithms for continuous scanning of profitable opportunities.
• Real time analytics for instantaneous recognition of whether a particular derivative Strategy is profitable or not.
• Basket Trading facility for easy arbitrage between futures and cash markets.
• Ability to simulate returns and premium based on scrip parameters like COC, IV, expiry date and spot pricing.
• Portfolio Management shows both open and squared-off trades and also suggests risk and return for open trades in real time.
• Portfolio Risk Monitoring System monitors the open positions of all the traders with the market price movements to detect the incidents of risk and return limits being exceeded and throws appropriate alerts to all the terminals.
• Calculation of margins based on SPAN.

 

Quanttro Technical Specification

• Highly scalable Distributed architecture.
• Client and Server Components designed for High performance.
• Sleek Easy-to-deploy C++ based Server Software.
• Client Software based on Java to make it completely Platform Independent and scalable.
• Opportunity Scanning/Risk Management System that can be deployed independent of the Basic Trading System.
• Fault-tolerance built into the Application at the component-level
• Server Platform : Windows 2000/2003 Server on HP, IBM.
• Microsoft SQL Server 2000 RDBMS.

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