For any professionals who trade options on IB...

H

hlpsg

What software do you use to analyze your risk?

Other than OptionVue are there other professional level software that can:

1) Analyze your options portfolio risk real time, supporting all the instruments tradeable on IB,

2) And is able to beta weight your risk across different instruments like in TOS and display it on a single risk graph? E.g. I have options positions open in SPX, RUT, OEX, and futures contracts open on /ES and its able to beta weight all these onto a single risk graph?

Thanks.
 
Me thinks you won't find anything to emulate that TOS feature. Remember, TOS is about 5 years in-the-making. There's probably about 50 man-years of effort to build that entire platform.

It's not to say that what you want cannot be built. In fact, I think I could do it in Excel via the DDE or ActiveX interfaces.
 
It's called IB Risknavigator.

http://www.interactivebrokers.com/en/software/pdfhighlights/PDF-riskNavigator.php?ib_entity=uk

I don't use it because being somebody who can calculate this stuff I do it with Excel since there are some additional probabilities I want built in.

Christian Gross

Quote from hlpsg:

What software do you use to analyze your risk?

Other than OptionVue are there other professional level software that can:

1) Analyze your options portfolio risk real time, supporting all the instruments tradeable on IB,

2) And is able to beta weight your risk across different instruments like in TOS and display it on a single risk graph? E.g. I have options positions open in SPX, RUT, OEX, and futures contracts open on /ES and its able to beta weight all these onto a single risk graph?

Thanks.
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