Know your book. Test the next trade before it exists.
Portfolio analytics and options backtesting in one workspace: position-level Greeks and VaR on the book you have, Monte Carlo on the book you are considering, and 15+ years of options data to check how the idea would actually have behaved.
Portfolio analytics that speak desk
- Full portfolio valuation with position-level Greeks — Delta, Gamma, Theta, Vega, Rho — updated against live curves
- Portfolio Value-at-Risk and scenario analysis to see exposure before the market shows it to you
- Performance attribution: separate what came from selection, allocation, and timing
Backtesting on 15+ years of options data
- Backtest options structures across a fifteen-plus-year database spanning multiple market cycles
- Success probabilities, drawdowns, and risk metrics per strategy — not just a P&L line
- Stress-test any structure against extreme conditions before putting it on
Simulation for the road ahead
- Monte Carlo simulation of portfolio outcomes across thousands of price and volatility scenarios
- Terminal and path-dependent views: where the book ends up, and what it lives through on the way
- Compare candidate hedges by how they reshape the outcome distribution
Built for how desks actually work
No re-keying, no format fights — Excel in, Excel out.
- Upload positions from Excel — or paste them straight in
- Type trades in shorthand ("LN 3C; LO 70P") separated by semicolons
- Strike-map view of the whole book at a glance
- Every output table downloadable back to Excel
Common questions
What can I backtest?
Options structures on covered energy contracts — outrights, spreads, flies, condors, and multi-leg custom structures — evaluated over 15+ years of historical options data across different market cycles, with success probabilities, drawdowns, and risk metrics per run.
How do positions get into the portfolio?
Three ways: upload from Excel, copy-paste directly from a spreadsheet, or type trades in shorthand separated by semicolons. Positions are editable in place, and every output table downloads back to Excel.
Does it handle multi-commodity books?
Portfolios can hold positions across covered commodities. Cross-commodity simulation support is expanding — ask in a demo about your specific book.
Is this included in the platform subscription?
Portfolio analytics and backtesting are available as platform capabilities — book a demo and we will scope the right plan for your desk.
Bring your book to the demo
Paste a real portfolio and watch the Greeks, VaR, and simulations run on it live.