ORE Pricing lab is the core of ORE, our Quants team is looking constantly how to improve our pricing and on adding products and markets to our offering. That includes testing and implementing cutting-edge methodologies. Aside from pricing American, European Vanilla options, our embedded options require a new set of innovative techniques to get the best price possible. ORE pricing lab team are developing unique methodologies for pricing and validation.
Our proprietary machine learning algorithms are at the heart of our pricing methodology, aiming to create a self-improving pricing system the algorithm is looking at predicted prices and actual at market prices and regularly corrects and improve itself.
Real time external factor inputs
In addition to conventional volatility based options pricing and machine learning our Pricing lab also incorporate a unique look at external factor in and outside the market that might affect the price of the options, these factors range from market data announcements to unpredictable news events.
Our API offers access to options pricing and trading, allowing for seamless integration of our offerings into 3rd party systems. The API consists of trading functions as well as reporting.
Offers all trading functions, from buying and selling to elaborate structured orders, calculation, scenarios calculation, position P&L in real time on a wide variety of underlying assets access
Reporting and control API
Allows for full management of options trading activities from real time reporting to risk management and control functions to sales and marketing reports as user behavior, statistics etc.