BTS Edge 1.103 Released

  • Added $ Strd Move to display the equivalent straddle price shift of all vol moves
  • Added Slope, Curv, PTSlope, CT Slope Graphs
  • Added RR One Month and RR Cascade Shifts
  • Reconcile Report now shows the difference between the theoretical marks (at pnl time) and the settlement price as well as their $ difference for each position
  • Expiration header for sheets can now (alternatively) show the difference between straddle and the market data mid point straddle. This view can be enabled by going to Preferences->Main UI->StraddleDisplay and setting the value to StraddleTheoVsMarket.
  • Visibility for BBO Size for options can now be controlled independently of the BBO price.
  • Spreads can also optionally show theta, adjusted vega, oev and slope vega.
  • Trades Ticker shell module now has a unique icon, tickets.
  • Improved performance for tabbed Option Sheets.
  • Performance improvements generally and specially for tabbed forms.
Electronic Eye UI
  • Performance improvements for tabbed forms.
Algo Orders
  • Added EdgeOrder Parameters: Side, Quantity, Edge (that is the edge from theo), Better, AutoHedge
  • Added TimeSliceOrder Parameters: Side, Minutes, Quantity, offset (offset from bid/ask), Cross, AutoHedge
Hedger For Spreads
  • This release includes a simple hedger for spreads. Residual spread delta is hedged via the front driver contract of a spread. For indexes, this is the Anchor Month, for commodities, it's the nearest driving future of the package.
Expiration Day
  • The expiration process is nearly automated, on expiration day the Expire Options form will be initialized with all non-cash settled expiring symbols and the appropriate underlying and exercise values associated with them (the expiration process for cash settled options is performed from AW). If everything looks correct, the user can simply click 'OK' to expire the options. If the user wishes to change/remove/add any values, he may do so with ease in the newer, sleeker expiration form. There is also a preview button which the user may press to view all in-the-money positions that are set to expire.
Reconcile Report and Position Import
  • Users may list more than one file, if need be, to create the aggregate positions when viewing the reconcile report or importing trades.
  • Settlement prices from clearing files can be saved to the database from the reconcile report window. These values will be used in PnL reports for active positions that do not have live reference prices.
  • The Orders and Trades menus on the Launcher have been merged.

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