Testimonials

All Options Capstone HAP Capital Garda Capital Partners Maven Squarepoint Capital Vontobel Pictet Asset Management Gelber Group Man Group

And many others...

PM

Quant trader

@ Major European hedge fund

Your vol curves work like magic.

NS

PM

@ New York hedge fund

Impressive library vastly superior to any other vendor product.

SF

Senior Quant

@ New York hedge fund

Vola Dynamics has significantly improved our volatility fitting, particularly in handling earnings and dividend events. Their robust approach has enhanced our trading strategies and risk management capabilities.

TH

Head of Principal Trading

@ New York hedge fund

VolaDynamics curves are incredibly reliable and their fitting almost instantaneous. Maintaining a dispersion universe has become straightforward.

TH

Quant

@ Global asset management firm

Every time we contacted Vola, it was evident they have already thought deeply about every topic we inquired about.

HdJ

Quant trader

@ European quantitative investment firm

The VolaDynamics packages provide an all-in-one solution for pricing, fitting, and analysis. It is quick, reliable, and versatile while easy to implement and use. I highly recommend it to any option trading firm wants to take their trading to the next level.

CO

Senior Quant Developer

@ Swiss Investment Firm

The Vola Dynamics API was straightforward to integrate into our in-house toolset. Configuring the analytics is intuitive and provides a powerful set of parametrizations to the end user.

BB

Head of Structured Products Technology

@ Swiss Investment Firm

Vola Dynamics is greatly helping us in industrializing our Structured Products business. Traders can focus on their core duty of market making and risk management, while we achieve true scalability in terms of the underlier universe and quoting frequency.

JvZ

Quant trader

@ Crypto prop shop

In the world of crypto options Vola's curve fitting excellent stability gives us the ability to quote reliably 24/7.

FvR

Head of Index Trading

@ European market maker

VolaDynamics is able to price and fit the most liquid indices of Europe very accurately. Their model is also very intuitive to compare volatilities and skews across products.

MB

Trader

@ European market maker

VolaDynamics package has helped us with our pricing. Their pricing model is sophisticated and a great foundation towards competitive trading.

JA

Head Trader

@ Proprietary trading firm

Not only does Vola provide stable and reliable surfaces, the library is quite straightforward to use and the documentation is on point. Because of this, many of our quants and developers have been able to easily integrate the library into their tech-stack.

HP

Founder and CEO

@ Proprietary trading firm

Vola is the best commercial options pricing solution I've seen. Their curves are incredibly stable and reliable. I know when I look at the output of their pricing I can be confident I'm not exposed to any surface arbitrage. I would highly recommend Vola to anyone looking to jumpstart their options pricing infrastructure.

BP

Portfolio Manager

@ Proprietary trading firm

Tim and his Team have 60+ years' combined experience in options pricing and it is on full display in their product Vola. They've clearly put a ton of thought and consideration into the design. The API provides limitless flexibility in calibration. We have yet to run into a situation we couldn't model effectively. My only complaint with Vola is that we didn't discover them sooner.

TH

Quant

@ Global asset management firm

As a developer, my only problem with Vola is that I cannot blame it for any slowness.

MM

Quantitative Researcher

@ Proprietary trading firm

Vola's API is a joy to use. It supports multiple programming languages. Their documentation is thorough concise and well-indexed. The examples they provide make it easy to not only jump right in but get tangible value from the system right away. Their support team is patient engaging and always available for deep dives. In onboarding a third-party library I expected a steeper learning curve but Vola has really made our lives easy. If only there was a Vola for profitable trading strategies…

SG

Options trader

@ Low-latency trading firm

The reliability of smooth automated curves has freed up our traders to take on multiple products simultaneously without any problem whatsoever. The fact that we were able to integrate Vola curves into our system seamlessly has been invaluable in terms of PnL generation and risk management.

NY

CTO

@ Asian proprietary trading firm

Vola Dynamics solves an array of challenging option pricing problems that we had been wrestling with internally for several years. We were looking for a pricer/fitter that could fit the market without sacrificing stability. This is not easy but Vola provides automated volatility curves that fit the market and ensure an overall stable relationship. The methodology embedded in Vola Dynamics for calculating smart delta' is fantastic. It produces a reliable delta hedge ratio and this is essential in portfolio hedging and risk management. With Vola Dynamics we have automated our pricing processes and can now focus on the other challenges of building a competitive options business. On boarding was seamless with excellent documentation and an easy-to-integrate library. The APIs are easy to understand with well-defined inputs and outputs. Fitting/pricing is super-fast and met our expectations. Integration support has been exceptional with access to an incredible depth of quantitative talent to work through the most complex integration issues.

TG

CEO

@ Proprietary trading firm

Modern options market making is incredibly competitive. Automated volatility curves are critical and Vola provides the most reliable and flexible curves in the business. Vola support is also top-notch; you have access to a level of quant knowledge that would be hard to hire.

MH

Senior project manager

@ Global bank in Singapore

We've reviewed a few vendors and none came close to the performance and fitting quality we've seen with your library. In some instances [of the other vendors] there were serious gaps between what was advertised and what we've seen in terms of readiness and fitting quality.

JN

Options trader

@ Proprietary trading firm

The quality and innovation of Vola technology is matched by the level of support they provide any time it's needed. There's a lot of peace-of-mind knowing they always have our back.

RS

Asian index options trader

Overall the curves are very stable but also flexible. This combination is not easy to achieve.

AT

Options market making quant

@ Top-tier US bank (on LinkedIn)

The ability to extract these tails reliably is a testament to the quality of your fit. Most others out there would miserably fail here. It looks like you have a whole family of curves on top of SVI and manage to keep them arb-free which includes proper tails…. the vast majority of the shops out there are very unlikely to build vol fit of even remotely comparable quality. It takes dedicated resources expertise and a lot of time. Even American vanilla pricers of good quality and speed a prerequisite for fit are hard to come by for same reasons.

JA

Head Trader

@ Proprietary trading firm

The Vola team is always willing to help and provide useful responses, in a timely manner, to any questions that arise when using the library. While stable prices and surfaces are the core feature, the library also includes features which make it easy to do analysis on these surfaces.

TH

Quant

@ Global asset management firm

After a pretty quick integration by a one-person team, we came to rely on Vola Dynamics for our pricing and risk calculations.

TH

Quant

@ Global asset management firm

When we have thought about making large changes to our systems, it has always been how to better use Vola Dynamics, never how to replace it.