Derivitec: Back-end derivatives software for the little guy

$250 a month for the features they offer is insane. I wouldn't pay $20 for that. It looks more like a work in progress.

IBKR can send you Portfolio Analysis and position reports to your email on a daily basis for free.
 
xandman,

Do you like the IB reports? Do you find them to be accurate even on hard to borrow securities?

Bob
 
Yes. I am big on performance attribution and performance statistics. It could be better .

I have never spotted any deficiencies. However, my HTB costs are miniscule and I make concentrated bets.
 
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I was not referring to the cost of hard to borrows. I was referring to the Greeks. I'm wondering if the make adjustments for implied negative interest rates so the Greeks are correct.
 
I use the Greeks from Livevol. They use 5 different pricing models for different product types based on a rationale that I have yet to learn. For now (and with the AUM) I am at , I believe them unquestioningly.

Having been a user of Livevol, I would sure like to hear the deficiencies you found. If you don't like posting the details on the board, send me a PM. Your time, once again, is greatly appreciated.
 
@xandman, do you know where Livevol sources its implieds from? Do they only offer listed markets or do they also offer OTC rates products? (Caps, floors, swaptions?) . Thanks.
 
I believe Livevol was originally and still is an institutional data vendor much like ivolatility. I don't know where they rank in the pecking order of mm platforms.

I very much doubt they have OTC products. You would probably have to go to the big vendors for that.

Additionally, they started offering futures and options but you will have to login to TWS to trade and monitor. They are an ib for ibkr so that is a limit to the possible set of tradeable products.
 
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Thanks.

xandman said:
I believe Livevol was originally and still is an institutional data vendor much like ivolatility. I don't know where they rank in the pecking order of mm platforms.

I very much doubt they have OTC products. You would probably have to go to the big vendors for that.

Additionally, they started offering futures and options but you will have to login to TWS to trade and monitor. They are an ib for ibkr so that is a limit to the possible set of tradeable products.
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xandman said:
I use the Greeks from Livevol. They use 5 different pricing models for different product types based on a rationale that I have yet to learn. For now (and with the AUM) I am at , I believe them unquestioningly.

Having been a user of Livevol, I would sure like to hear the deficiencies you found. If you don't like posting the details on the board, send me a PM. Your time, once again, is greatly appreciated.
More...

A good check to see if they have made the proper adjustment for dividends and interest is to look at the Ivol for the ATM puts and calls. Assuming they calculate them separately, which they may not, the Ivol for the put and call on the same strike should be similar. If the put is a lot higher, it not right. If they are the same, it is likely they are blending them, which is not good either.
 
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