MicroHedge Auto-Quote

MicroHedge Auto-Quote is a low-latency integrated quote management system that helps you to automate market making through customized rules. Changes are made to quoting strategies via a specially designed add-on to standard MicroHedge, eliminating the need for complicated programming, while providing improved control over market making. It also allows auto-hedging of fills and trading with the electronic spread book. With Auto-Quote, traders can quickly and easily revise trading strategies throughout the trading day by underlier or their entire book.

Features

  • Provides auto-quoting, risk management and option evaluation in one screen
  • Includes forms for Chicago, American and Philadelphia exchanges
  • Tracks options quotes disseminated over the course of a trading day
  • Allows for the specification of market widths, sizes and leans in an efficient manner
  • Revises pricing inputs and related variables continuously throughout the trading day
  • Benefits

  • Allows analysis of market-making capabilities
  • Provides improved control over market-making
  • Generates strategy-based quotes
  • Automates changes to improve or hit/take the current market