"RiskManager is a robust application that delivers critical risk information for multiple positions on a real-time basis, including profit/loss, greeks and valuations," said Mike Horn, head trader at KCM Options. "As an integrated component of MicroHedge, which weâve used for years, it is a complete solution for listed equities and index options."
In addition to providing an aggregate view of portfolio risk in real time, MicroHedge RiskManager helps head traders to group positions by trader, underlying symbol or industry group, and to drill down to the stock level for detail on each position and sort by any of its risk metrics. The application also includes displays for viewing pin risk, put exercise, and scatter charts for quick assessment of portfolio risk factors.
Peter Hauser, president of SunGardâs MicroHedge business unit, said, "RiskManager provides head traders and risk managers with the real-time portfolio risk capabilities they need to help them capitalize on opportunities quickly and easily, using the trusted valuation numbers that traders have come to expect from MicroHedge. The new solution helps hedge funds and proprietary trading firms to leverage the deep expertise that MicroHedge has in the listed options trading arena and its integrated suite of options trading products, including direct market access to the options and equities exchanges and pre-trade analytics."