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sintra


Total Posts: 1
Joined: Feb 2008
 
Posted: 2012-06-13 12:10

Hi,

I am looking for option software that allow us(company) to quote options. I don't need a compleet marker makers package but some risk and exporting data stuff would be nice. I've had contact with actant, flextrade, tethys, tbricks, optioncity,horizon, realtick, mjt software, ect. Last one does not reply by the way. Anyway i noticed there is a big difference in pricing. It varies from $1500-13k(the cost of orc what i have read on this forum). Where some even want a execution fee. And when discussing the price it sounds like it is negotiable.

So my question is what do you pay for the software mentioned above? And is it worth the extra bucks?

 

thnx


NSK8700


Total Posts: 53
Joined: Dec 2008
 
Posted: 2012-06-20 13:28
I wonder if this would meet you requirement, OptionMatrix 1,2C
http://opensourcefinancialmodels.com.

btw,I was myself searching for someone proficient in using this calculator to clarify usage & the models.

anthonybradford


Total Posts: 1
Joined: Jun 2012
 
Posted: 2012-06-21 23:33

I apologize I have yet to create any documentation for my Options Pricer.

The calculators models are mostly from two libraries:

 

Financial Numerical Recipes in C++ (Bernt Arne Oedegaard).

See PDF http://finance.bi.no/~bernt/gcc_prog/recipes/recipes.pdf

 

and

 

Metaoptions (Bjorn Augestad)

 

I think Espen Haug's book, "The Complete Guide to Option Pricing Formulas" complements the calculator very well.

 

My website http://opensourcefinancialmodels.com provides a Windows installer and Linux autotools tar ball. Even the Windows version includes full source code.

 

You can view any model source code from the calculator via File -> Source View.

You can also export to text file via File -> Text Export.

 

I'm open to ideas and suggestions!

 


dd4nyc


Total Posts: 52
Joined: Aug 2005
 
Posted: 2012-06-26 01:21
@sintra I'm using Actant in my company (about a dozen machines, quoting US equity options). Tried OCR but does not justify the costs (for us) . Hear bad things about optioncity. Also these is a new company called symphono, but we have not yet tried their software.
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