PRIMUS
Market Data Volatility Aggregation Platform
Bespoke FXO Market Data Aggregation for price discovery and distribution
Bespoke FXO Market Data Aggregation for price discovery and distribution
Primus allows for aggregating indicative Market Data Feeds from different data sources. The
individual feeds are aggregated using algorithms with rules for scanning for bad and stale data to
determine a fair market mid.
The Client controls the volatility spread and can skew the prices from the mid. Clients can publish
their own volatility surfaces as well via a UI interface or a FIX based interface.
Aggregate external and internal volatility surfaces using bespoke configuration modules.
Allows for consumption of individual market data feeds and provide to Client Users and APIs the Client determined two-way price for all data points.
Use Internal Vol Inputsa Specific Source via which the organization can contribute data into the system. Publishes can be provided via API or via UI.
Reduce the weight of stale data automatically via time weighted algorithm and standard range rules helps generate alerts for a defined percentage change in data.
Volatility based spreads for all data points available for the currency pair with ability to define spread in vol terms or using different spread management algorithms.
Determine how the price is going to get skewed around the mid for all data points available for the currency pair.
Manage day weights and events in any currency pair to create more nuanced volatility surfaces.
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