The Dynamic Skew Algo (DSA) – available in the Metro Store Front – automatically generates unbiased, fair value volatility curves.
During these times of extreme market conditions, you need access to tools that generate accurate volatility curves. The latest version of the DSA is now compatible with the 13-Point Flexible Spline and 7-Point Flexible Spline Skew Types, popular in Metro and commonly used for pricing S&P index and oil options.
Here are some of the newest features available in the DSA:
You can get more details directly from algo creators nth Moment, or contact your Vela account manager to learn how you can try the latest DSA release for free.
Should you have any questions about this release, please contact your Account Manager or reach out to the Account Management team:
For any support queries, please contact the Metro Support team: