Orc Trader by Itiviti

About Orc Trader by Itiviti

Orc Trader by Itiviti is a highly sophisticated trading application for listed derivatives that is customisable and controls risk in real-time. In addition to built-in pricing and volatility models, Orc Trader provides pricing and volatility APIs to integrate with proprietary analytics.

Key Features

  • Trade any asset class on any exchange, globally.
  • Trade multiple markets from a single front-end with multi-currency risk and P&L analysis.
  • Direct Market Access to the major exchanges and black pools.
  • Single-click trading mode for instant order entry.
  • Feature-rich integration protocol for external access to export, import or stream data.
  • Pre-trade risk controls.
  • Monitor aggregated risk based on 100+ risk values.
  • Surveillance and compliance.
  • FIX infrastructure.
  • Pricing and volatility models suitable for trading listed derivatives on equity, fixed income, commodity, and FX.
  • Advanced volatility management capabilities.
  • Pricing model API for integrating proprietary models or extending built-in models.
  • Volatility model API allows creation of custom volatility models with full volatility management and risk support throughout the entire system.
  • Multi-currency portfolio analysis of P&L daily or since inception.
  • P&L attribution to risk values.
  • Perform scenario analysis using pre-defined or custom risk reports.
  • Risk sensitivities to volatility model parameters.

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