Modeling
ModelRoute accommodates a wide-range of option workflows by supporting a full range of derivative security evaluation models and both Listed and OTC equity options. ModelRoute also seamlessly integrates with a wide range of order management and portfolio management systems, and real-time pricing feeds.

To automate the interactions between counterparties, ModelRoute’s industry-aligned modeling tools:

• Provide up to a dozen “pivot” criteria so you can model iteratively until you achieve just the right results.
• Translate your static strategies and mandates into live dynamic execution instructions.
• Preserve the economic value of the strategy even as the absolute values change.

ModelRoute also supports a comprehensive suite of automatically managed, intelligent order types, including:

• Adjusting contract amounts to conform with a modified Delta.
• Simultaneous execution of contracts and securities while dynamically updating the option order’s limit price and the price of the underlyer.
• Recalculate the number of contracts for a prescribed number of shares based upon a modified Delta.
• Recalculate the number of shares for a prescribed number of contracts based upon a modified Delta.
• Modify the original Strike Price during volatile markets in order to preserve a targeted Delta.