Real-Time Options Trading
Foliage developed a distributed system to support options trading on the floor of a major exchange. The system processes stock and option quotes from a real-time price feed, and uses the customer's proprietary algorithms to determine bid/ask prices, and assess portfolio risk levels. Traders on the exchange floor carry hand-held PC's, and receive their market prices over an RF network. A Portfolio Manager uses a desktop PC to view security-specific or portfolio-wide risk levels (adjusted as trades occur or prices change), or monitor alert conditions generated by the system when a risk exceeds its acceptable level.
The system was designed using C++ for Windows NT.
