Portfolio & Margin Analytics

Cboe Hanweck Portfolio & Margin Analytics builds upon Hanweck Options Analytics to offer a real-time, “portfolio aware” solution for risk management. Deploy our quant finance expertise to help your firm manage risks and lower costs.


Real-Time Processing

Our Volera® calculation engine is capable of consuming the highest-volume market data feeds in real-time (e.g., the OPRA feed with peaks over 70 million messages per second) and processing millions of analytical calculations per second.

Data-Enabled Approach

Market data feeds and critical reference data are unified in the Hanweck data environment, creating a high-quality integrated data product that streamlines your work flow and reduces overall costs.

Fully Customizable

Clients can modify inputs, assumptions, and obtain custom models to align with their needs and ensure relevant and readily consumable data.

Reduced Total Cost of Ownership

Hanweck’s “as-a-service” model dramatically lowers the cost to support real-time, high-quality risk analytics by reducing time to delivery, simplifying integration, and allowing customers to redirect internal resources to higher impact efforts.

Download an Overview of the Hanweck Margin Engine

  • Real-time OCC STANS
  • STANS Collateral Optimization

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Portfolio Risk
  • Exposure Risk
  • Scenario and Simulation

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Stress Tests
  • P & L Vectors and Exposure Risk
  • Historical Events

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Portfolio Margin
  • OCC TIMS and Enhanced TIMS
  • Futures Exchange Margin
  • Broker ("House") Margin

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