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3 & 4 leg IV based spread order with delta hedging

Date

Dec 2024

Mumbai

HFT Quant firm

Product Note

Product Requirement Document

I conceptualized a robust high-frequency trading solution to address the complexities of multi-leg options strategies for high-net-worth and institutional investors. The platform was designed to facilitate rapid creation of 3- and 4-leg spreads driven by implied-volatility signals, paired with automated delta hedging to maintain target risk profiles. By integrating real-time analytics, margin checks, and swift order routing in a single interface, it streamlined every stage of the trade lifecycle from initial setup to ongoing rebalancing helping traders respond quickly to market shifts, reduce manual errors, and improve overall execution efficiency.

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