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.
- 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.