Custom Web UIs for Financial Market Data

ETNA Software builds complete rich internet applications as well as custom .NET and JAVA components for live market data streaming and financial analysis.

Since all business logic resides on an application server, typically, a software development cycle for a web app development is shorter.

AJAX-powered option value charts

Option value calculators provide option price calculation using various models, including:

• Black-Scholes with dividends
• Binomial - Cox, Ross & Rubinstein
• Binomial - Jarrow & Rudd
• Binomial - Trigeorgis
• Trinomial
• Monte Carlo Simulation

The following user inputs are supported in calculations:

• Option strike price
• Underlying asset price
• Days to expiration
• Interest rate
• Option type
• Volatility

AJAX-powered price probability charts

Stock options price probability calculators show the likelihood of success for a specific option strategy using historical/implied volatility, interest rate and dividends frequency to calculate the probability of a stock price exceeding, or falling between, upper and lower boundary prices. The functionality includes:

• Probability of touching for two selected prices (either /none/both)
• Probability of staying inside a given deviation interval
• Median and mean price at the end of period
• Intraday / end of day monitoring

The following user inputs are supported in calculations:

• Expected return on stock
• Dividend frequency and time period
• Current stock price
• Upper / lower boundaries
• Dividend yield
• Volatility

AJAX-powered profit / loss charts

Profit/Loss module charts the profit and loss potential of future trades, before they are placed and current P/L potential of open positions. The functionality includes:

• P/L chart for user portfolio.
• Real-time What-If analysis
• Dynamic Add/Remove/Edit menu for securities in portfolio
• Real-time strategy summary and Greeks
• Dynamic sliders for time and volatility

The following user inputs are supported in calculations:

• Dividend
• Days to Expiration
• Dividend date
• Interest
• Frequency
• Volatility

Custom OMS screens

ETNA Software develops custom web front-ends for order management and order entry. GUI can be fully customized to include either only specific data views or the maximum of information (through the use of tabs for example). OMS user interface can be implemented as a highly dynamic AJAX based web application. Risk management dashboards can be implemented as a part of OMS screen or as a stand alone web application.

AJAX-powered Technical analysis

ETNA Software builds web applications capable of displaying real-time market data with minimal delay as well as historical information and web-based tools for technical analysis. The data can be presented in a way that matches client''s trading platform or web portal look&feel.

ETNA Software always offers the optimal real-time market data rendering method depending on client''s needs. Here are some of the standard tools that can be implemented:

Instruments

• Horizontal lines
• Trend line
• Fibonacci retracement
• Cross-tool

Indicators

• Moving averages ( SMA, EMA, MMA)
• Moving average convergence-divergence (MACD)
• Triple Exponential Moving Average (TEMA)
• DiNapoli MACD
• Stochastic Oscillators
• DiNapoli Detrended Oscillator
• Relative Strength Index (RSI)
• Average True Range (ATR)
• Bollinger Bands

System administration & monitoring GUI

ETNA Software develops custom web front-ends for flexible system administration and monitoring. These front-ends provide web access to the fields of configuration database, which are used by such electronic trading modules as:

• Streaming servers
• Web applications
• Load balancing modules