Dynamic Skew Algo Version 3.75 now available via the Metro Store Front

Posted 11th July 2019

Dynamic Skew Algo Version 3.75 is now available in the Metro Store Front. This algo app is a fully automated volatility fitter for the management and maintenance of volatility curves across all actively quoted expirations.

This latest version features "multi-skew risk" functionality, allowing the user to accurately track position risk with one skew type while simultaneously trading and quoting in another.

Other key highlights of the Dynamic Skew Algo include the ability to:

  • Generate near perfect “fair value” implied volatility curves with customizable levels of smoothness and outlier removal. New curves are published at a user-defined frequency that can be as often as once per second
  • Work with both fixed and floating skew types
  • Offer configurable levels of "time averaging" and "curve stabilization"

We encourage you to reach out to your account manager to learn more and to start a free trial of the Dynamic Skew Algo.

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