Hanweck Associates, LLC

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For more information on any of our products or services, please contact us at:

Hanweck Associates, LLC
61 Broadway
Suite 1608
New York, NY 10006

Tel: 1-646-414-7330
Fax: 1-646-304-6710
Email: info@hanweckassoc.com

Products

Volera™

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 and several U.S. futures exchanges, delivered through third-party vendor platforms and ticker plants, including ACTIV Financial, SpryWare and Interactive Data. Hosted and on-site systems can be customized to use client-specific price feeds, dividend maps, yield curves, rebate curves and proprietary models. European and Asian markets are scheduled for release in 2010.
VoleraFEED Brochure

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.

VoleraAPI™ opens the Volera compute engine to programmatic access through C/C++, .NET and Java in a local or remote configuration.

Options Volatility Service™

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.