Manage intraday positions & risks

Overview

Horizon’s position manager handles positions and risks intraday. It supports a global position and broken-down positions per underlying, portfolios and currencies.

The position manager computes the position based on real-time data (market prices and pricing), executions and the start-of-day position stored in the Horizon database. A Java API permits the integration of trade reports and start-of-day positions from external systems into Horizon’s database, so that the Horizon position manager can aggregate results from external systems.

The start-of-day position and trade reports include the following information: netVolume, average price (to calculate P&L), delta, gamma, vega, theta.

The invested, investedBought, investedSold information will be provided by our Inventory Manager. The Cash Delta, Live Delta, P&L will be provided by our position manager.

Vol Risk Manager

Key features

Top benefits

  • Position analysis and risk management
  • Risk exposure management
  • Integration with third parties to retrieve trade and position data
  • Position sizing
  • Trade reporting
  • P&L control
  • Decision-making on which contracts to trade
  • Margin maintaince
  • Maximization of profit, minimization of losses
  • A scalable solution to manage high volume across multiple accounts