Volera Risk Analytics

Comprehensive content. Flexible delivery. Interactive options.

The Volera platform is your “as-a-service” solution for real time, data-enabled, global, cross-asset risk analytics.

Learn about the Volera value proposition →


BENEFITS:

Real-Time Processing

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

With Volera, 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

Volera’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.


PRODUCT SCOPE:

Frequency

  • Real-time
  • Intraday intervals
  • End-of-day full tick recaps and time interval summaries

Delivery

  • API
  • Multicast via cross-connect at major colocation centers including NY4, CH4, and LD4
  • Deployed instance
  • Intraday file delivery
  • Relational Database

Coverage

  • All major exchanges across the Americas, EMEA and Asia Pacific
  • Listed equity options and futures
  • Tick-level, up-to-the-millisecond pricing

 

 

 

Options Analytics
  • Implied Volatilities and Greeks
  • Volatility Surfaces

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Scenario Analysis
  • Customizable Scenario Definitions
  • P&L Vectors
  • Real-Time Margin Forecasting

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

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Derivatives Signal Analytics
Derivatives Signal Analytics
  • Implied Borrow
  • Implied Dividend
  • Implied Credit

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