Saturday, 31 October 2020

October OptionWorkshop updates 🎃

New features

  • Revamped the OptionWorkshop licensing system. Now the license is linked to authorization by login and password. Users will be able to work under the same license on multiple computers without having to request a second license from support.
  • Asset-specific what-if scenarios removed. You’ll get them back later, new and shiny.
  • Improved the ergonomics of price range control on the chart. There are now buttons that set a range, of a certain width, around the current price of the underlying asset.
  • Moved from SQLCE to SQLite database.
  • Made it possible to drag and drop an instrument into an empty positions table, without having to create a strategy in advance. “Add New Fill” form dialog will be shown.
  • Added current values of the corresponding Greeks to the graph’s activation buttons.

Bug fixes

  • Added an additional logging in critical code parts.
  • Fixed a bug that made it impossible to draw strategy charts in certain scenarios.
  • Fixed errors in incremental positions parameters evaluation algorithms.
  • Fixed a bug that freezes IV charts.



Read also

Online application release

Introducing our new online application Online OptionWorkshop. Please give it a try! What’s the big idea behind the app? To move into online application all functionality unrelated to real-time market data, actual positions, order execution. It includes, but isn’t limited to options positions modeling, historical data analysis, history of IV curves, ATM IV, spreads IVs, and various scanners.

6 November 2020

October OptionWorkshop updates 🎃

New features

  • Revamped the OptionWorkshop licensing system. Now the license is linked to authorization by login and password. Users will be able to work under the same license on multiple computers without having to request a second license from support.
  • Asset-specific what-if scenarios removed. You’ll get them back later, new and shiny.
  • Improved the ergonomics of price range control on the chart. There are now buttons that set a range, of a certain width, around the current price of the underlying asset.
  • Moved from SQLCE to SQLite database.
  • Made it possible to drag and drop an instrument into an empty positions table, without having to create a strategy in advance. “Add New Fill” form dialog will be shown.
  • Added current values of the corresponding Greeks to the graph’s activation buttons.

Bug fixes

  • Added an additional logging in critical code parts.
  • Fixed a bug that made it impossible to draw strategy charts in certain scenarios.
  • Fixed errors in incremental positions parameters evaluation algorithms.
  • Fixed a bug that freezes IV charts.

31 October 2020

Option Workshop, version 19.2.1808

We have released a new version of Option Workshop. The main changes are focused around the FOS (Futures Orders Stairs) feature.

Redesigned FOS

We've rewritten it from scratch. Documentation hasn't been updated yet, thus, a brief description of what's been changed is laid out below.

In the previous implementation, FOS only allowed working with generated grid, which was symmetrical around the market price of an underlying instrument. It didn't allow users to change the grid manually.

In the new version:

  1. Users can generate a grid using a flexible set of parameters
  2. The generated grid can be moved up or down. Thus users are able to adjust it to market
  3. Users can change the price value of any node
  4. Users can add and remove grid nodes manually
  5. For each node on the grid, users can specify an operation with futures, which must be performed when the node is crossed by price upside down or in the opposite direction.

Performance

Fixed UI performance problem when using custom volatility models and opening volatility skew charts.

Telegram Bot

Several improvements on stability and data formatting.

CQG

Fixed a rare case when the software was unable to reconnect after connection loss with CQG backend.

Teamviewer

Updated embedded Teamviewer to the latest version. This is used for remote support.

13 February 2019

Option Workshop, version 18.8.1744

User parameters of volatility scew lines now can be marked as default to be used for all new charts. In the instrument tree it 's now possible to see instruments, which does not have options. Vertical line showing current price of an underlying asset added to the volatility scew chart.

28 August 2018

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