genOTC ASSET MANAGERS & HEDGE FUNDS
Marked-to-Market Pricing for Every Portfolio.
Helping Asset Managers and Hedge Funds extract maximum value from volatility dynamics
From Signal to Strategy, Seamlessly.
In derivatives trading and volatility arbitrage, the quality of volatility surface calibration can make or break a strategy.
genOTC leverages Optimal Transport to provide a more stable, arbitrage-free, and computationally efficient alternative to traditional models like Dupire or implied volatility.
Access cutting-edge volatility modeling, improved pricing accuracy, risk management and alpha generation.
Built for Institutional Alpha
Dedicated to the specific needs of Asset Managers & Hedge Funds
Arbitrage-grade precision
Eliminates inconsistencies and dislocations in volatility surfaces, reducing mispricing risks.
Faster & adaptive calibration
Optimized computation ensures real-time responsiveness to market shifts, ideal for dynamic trading strategies.
Cross-asset coverage
Supports equities, commodities, cryptocurrencies, FX, and exotics, broadening trading opportunities.
Superior risk management
More stable volatility surfaces enhance delta-hedging, vega risk control, and scenario modeling.
Seamless quant & execution integration
Easily integrates with existing pricing engines, risk models, and execution algorithms, giving funds a competitive edge.
Systematic & quantitative strategies
Enhanced model accuracy for AI-driven or algorithmic vol trading strategies.
Volatility arbitrage
Exploit market inefficiencies with precise volatility analysis.
Dispersion & correlation trades
Improve pricing and execution of index vs. single-stock vol trades.
Variance & gamma trading
More accurate hedging of options books, variance swaps, and gamma scalping strategies.
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