Vola Dynamics LLC provides analytics for options trading and risk management, as well as portfolio, PnL, and scenario analysis. We are the only third-party vendor to provide top-tier market maker quality valuations for listed vanillas and vol derivatives. Our vol fitter is generally acknowledged to be the best in the industry.
In particular, we provide easy-to-use, tradable, volatility curves and surfaces, that can be calculated in real-time to match the most challenging markets in a sensible, arbitrage-free and robust manner. Our intuitive parametric curves are the crucial ingredient in efficient signal research and idea generation.
Our battle-tested, easy-to-integrate solution is available at a fraction of the cost it takes to build and maintain a comparable system in-house. We are eliminating one of the big barriers to entry in both the listed options market and derivatives markets more generally.
Our clients include many of the world’s most sophisticated prop shops and hedge funds, like Capstone Investment Advisors, as well as large non-trading entities that have to produce accurate and robust valuations for large universes of options every day.
Vola Dynamics was founded in March 2016 and is headquartered in New York. The founders Timothy Klassen (CEO), Jiri Hoogland and Misha Fomytskyi have a combined 50+ years of experience in trading and modeling listed vanillas, as well as flow and exotic derivatives, at firms like Goldman Sachs, Morgan Stanley, JD Capital, and Getco. Timothy Klassen designed the “new VIX” for the CBOE in 2003 (while at Goldman Sachs).
For more information, please visit: VolaDynamics.com