New algos and updates to the Metro Store Front

Posted 07th June 2021

Vela is pleased to share some recent updates on our automated trading platform, Metro.

We’ve added two new algos to the Metro Store Front: a Realized Futures Volatility Calculator and a new Underlying Offset Controller application designed for oil and index options trading.

There are also new features to existing Store Front algos. The Dynamic Skew App now supports Delta as a Point Type, and the Volatility Levels now offers performance statistics of individual trades and tracks volatility metrics for butterfly spreads.

Other updates include added CME iLink 3.0 pre-registration functionality, connectivity to SocGen for order routing, and approval for clearing through Mizuho.

Contact your account manager for any additional information and stay tuned for our next product announcement to learn about the new features in the upcoming release of Metro 6.3.5.

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