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Want More Information?
For more information on any of our products or services, please contact us at:
Hanweck Associates, LLC
30 Broad Street
42nd Floor
New York, NY 10004
Map
Tel: 1-646-414-7330
Fax: 1-646-414-7329
Email: info@hanweckassoc.com
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Products
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Volera™
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The Volera™ product line delivers high-speed, low-latency options analytics
for trading and risk management. Using GPU-based high-performance computing
technology, Volera systems offer performance exceeding that of traditional grid
computing, and require far less hardware, rack space, electrical
power and cooling.
- VoleraFEED™ delivers low-latency, real-time implied volatilities and risk parameters
for equity, equity-index and futures options. VoleraFEED is available as a subscription datafeed service,
as a hosted solution, or as an on-site system. The datafeed service currently covers the entire U.S. OPRA
universe, U.S. futures exchanges, and European equity and futures markets. VoleraFEED is delivered through third-party vendor platforms and ticker plants,
including
ACTIV Financial,
SpryWare and
Interactive Data
— and now through leading options exchanges, including the
International Securities Exchange (ISE).
Hosted and on-site systems can be customized to use client-specific price feeds, dividend maps, yield curves,
rebate curves and proprietary models.
VoleraFEED Brochure
VoleraFEED was voted
American Financial Technology Awards
Finalist for Best Risk Analytics Initiative in 2010.
- VoleraRISK™ is a high-performance equity, equity-index and futures options analytics and risk
platform. VoleraRISK enables real-time risk analysis of large options portfolios,
making it ideal for automated market-making desks, statistical-arbitrage traders and risk managers.
VoleraRISK's GPU-based technology is easily scaled to adapt to any computational load.
- VoleraRISK™ Margin computes real-time, low-latency portfolio margin, including real-time
scenario P/L vectors, available as a datafeed or downloadable intraday file. VoleraRISK Margin
currently supports the Option Clearing Corporation's (OCC) TIMS methodology for Customer Portfolio Margining (CPM).
SPAN margining is scheduled for release 2011.
- VoleraAPI™ opens the Volera compute engine to programmatic access through C/C++, .NET and Java
in a local or remote configuration.
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Options Volatility Service™
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The
Options Volatility Service™
is an historical, end-of-day database of U.S. equity options and analytics
developed by Hanweck Associates
for Interactive Data Corporation.
The service provides clients an historical database of implied volatilities,
option risk parameters, and volatility surfaces along with historical pricing and
reference data including corporate actions and contract adjustments.
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