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As the newly selected Top New Eikon App for 2017, City Execution keeps adding robust features.
In this webinar, we introduced two new updates: Market Depth Ladder and User Defined Spreads.
In this webinar, Knut Rabbe, Sales Executive at Nasdaq Commodities, provided an overview of Nasdaq’s recent move from DS Futures to Futures contracts in Nordic power.
OptionsCity Software and Advantage Futures invited Ben Ryan, professional options trader at NEOS, to discuss options trading strategies for directional traders using CityTrader platform.
In this webinar, Les Male, AVP Sales Executive at Nasdaq Commodities, provided an overview of Nordic products. Rob Perkins, Business Development Manager at OptionsCity, followed up with a CityTrader demo, reviewing some features for trading Nordic products.
OptionsCity has several pricing models that are widely used by market makers. Our Head of Quantitative Analysis highlighted some of the sophisticated American option pricing models that exist in Metro NOW and give the attendees the opportunity to engage and ask questions.
In this webinar, we invited Kevin Reeves from Axonetric who provided an in depth overview of popular Metro Apps, including Auto-RFQ, Profiteer Engine and Auto-Hedger.
In this webinar, Victor Glava, OptionsCity CTO, discussed the BBO Trading App, OptionsCity’s innovative way of getting best price execution for energy derivative products across CME, ICE and Nasdaq Futures exchanges.
In this webinar, we talked about Eurex fixed income options and OptionsCity Metro NOW ‘s accessibility to Eurex products. Traders can leverage Metro NOW to trade or make markets on the Eurex fixed income options products.
OptionsCity’s low-latency options trading platform Metro gives traders and market makers the tools they need to trade products in the energy markets, including CME Group, ICE and Nasdaq NFX.
The OptionsCity Metro platform has seen significant gains in both performance and functionality over the past year. In this webinar, Victor Glava, CTO of OptionsCity, shared insights into the OptionsCity approach to developing world-class trading solutions.
In this webinar, we invited Russell Rhoads from CBOE to give us a brief introduction about the Weekly VIX Options. Patrick Gardner from OptionsCity followed with a Metro NOW demonstration focused on trading these products.
In this webinar, we introduce CityTrader’s new functionalities. Alli Brennan from RCG joined our discussion to talk about how RCG offers seamless access to CityTrader.
In this webinar, we have invited Russell Rhoads, Senior Instructor from CBOE, to join our discussion on trading CBOE SPX contracts and how to improve your performance with OptionsCity’s Metro.
Options traders are continually pushing the boundaries of their front end trading systems and looking for new and innovative ways to improve edge while reducing programming time and effort.
In this webinar, James Jaeschke, OptionsCity Solutions Engineer, and Kevin Reeves from Axonetric provided an overview of widgets in the City Store. If you are interested in the City Store, this is a great opportunity to ask questions and learn more about Metro NOW widgets.
CityTrader brings advanced functionality, such as custom spread-building and RFQs, with the ease of an online trading platform to a broad audience of active traders and commodity market participants.
Modeling Approaches to CSO Option Pricing was presented live on Thursday, August 16th. During this presentation, we discuss the concepts involved in pricing a calendar spread option
Minneapolis Grain Exchange (MGEX) and OptionsCity will explore market opportunities with a focus on Hard Red Spring Wheat (HRSW).
RCG and OptionsCity hosted a live webinar covering various topics pertaining to automated trading and focusing on how both futures and options traders can successfully apply
OptionsCity and Vertex Analytics host this webinar and show how to successfully back-test models while leveraging historical data using OptionsCity’s recently launched product, Freeway Analytics.
Director of Quantitative Analysis, David Hrencecin discusses the Whaley and Ju-Zhong models, which are both analytic approximation methods for getting American option prices and greeks under the