Omnesys launches real time risk analysis software

 Athul Kudva, vice president, Omnesys, said: "NEST XL gives the option trader the power to gauge risk and analyze portfolios. The software calculates the critical parameters on a real time basis. It is the most advanced tool of its kind available to option traders".

 In futures and options trading, there are several dimensions to the risks faced by an options trader. The price of a stock option depends on the underlying stock price, its volatility, rate of interest and time to expiry.

 In each case the relationship is nonlinear. NEST XL calculates the various critical parameters of the options portfolio at a central server and broadcasts these into a Microsoft Excel spread sheet for easy reference by the trader.

 NEST XL has two main approaches (not mutually exclusive) to managing market risk. One involves quantifying and controlling each of the risks separately.

 The other involves carrying out a scenario analysis where the impact on the option position of alternative future scenarios is evaluated. This involves calculating the gain/loss on their portfolio over a specified period under a variety of different scenarios.

 Omnesys' flagship product NEST (Next Generation Electronic Securities Trading) has been well accepted by leading brokerage houses. It is a fully integrated online trading system for securities using regular trading work Stations, web browsers, and mobile devices.

 NEST binds all clients like remote branches, sub-brokers, and individual investors into an integrated real-time online, multi-channel system.