FUND Web Application

Integration with the Moscow Exchange derivatives market using FAST, TWIME, and CGATE protocols

Complete separation of the interface and high-frequency trading parts of the system for the sake of the latter's performance

Implementation of high-frequency option coding algorithms with automatic delta hedging

Implementation of several models of the volatility curve with automatic adjustment to the market and the possibility of manual adjustments of parameters

Using different volatility curves for coding and hedging

Displaying the current state of the portfolio both as a whole and in the context of a separate trading algorithm

Calculation and construction of the risk profile and portfolio balances

What-if scenarios

Modeling of option positions, including modeling of the planned adjustment of real positions

Start and stop algorithms both on a schedule and in manual mode

Setting up sending notifications in telegram about completed transactions