|
OTR
Results
Results are displayed and printed in three tabular formats. 1) A daily
result of the trades profit/ loss (P/L), moving average, and delta exposure.
2) A display of the accruing term and annual P/L totals. 3) The summary
for each month accruing term, and year P/L totals. Each of the three displays
the market price of the underlying, average implied volatility, premium,
option open P/L, and futures open P/L. This unique system provides Analysts,
Fund managers, Hedgers and Research Departments with a platform to back
test option strategies. Nowhere else in the industry is an option research
system available except at Optionomics Corp., where "Risk has no place
to hide"®.
|
|