Go Systematic with the Volos Strategy Engine

Build and analyze options-based strategies easier than ever before.

The Volos Strategy Engine is a no-code platform that allows portfolio managers, quants, and product developers to design any options-based or traditional systematic strategy.

Utilize the same high-fidelity backtesting engine that powers Volos indexes, trusted by the world’s top institutional clients to model real-world results.

Select from pre-built templates or create strategies from scratch by simply adding an underlying asset, determining options positions, reviewing and testing.

With unrivaled flexibility and performance, Volos returns results for most strategies in just minutes.

FEATURES AND FUNCTIONALITY

Hundreds of Degrees of Freedom, Active Triggers, BYOD Enabled

Customize Your Strategy

Tailor your systematic options strategy to your exact investment needs through the use of the wide variety of ways to select, size, and actively manage options within the Strategy Engine.

Create a hedging strategy for your SPY holdings

Simulate Real-World Actions

Our novel Trigger Framework allows users to mimic different options investment actions such as restriking or closing out options positions using a set of pre-canned stock and options-based metrics.

Monetize a short put when volatility is high

Test Proprietary Signals

Data-focused Hedge Funds and Asset Managers can easily test the effectiveness of a proprietary signal or alternative data through an easy data upload feature.

Evaluate an active trading signal based on implied versus realized volatility

Optimized for Efficiency and Results

We focus on the key details that matter the most like transaction costs and providing techniques to reduce the path dependency of strategy results.

Designed to Fit Into Your Current Workflow

The Volos Strategy Engine works how you do. It can be used as a no-code platform, accessed on an API directly with Python software, or used in Excel via an API.  

Designed To Help Win AUM and Investment Mandates

Rapid Iteration, Client-Centric Presentation.

The Volos Strategy Engine has everything a practitioner needs to gain a deep understanding of the active trading strategies they create.

  • Easily create a benchmark to evaluate the effectiveness of active trading strategies and rapidly iterate towards your final design.

  • Enhance the visibility and attractiveness of your strategy’s performance characteristics with a wide range of analytics and visualizations.

Whether you are looking to launch your next ETF or submit an RFP for an institutional allocation, Volos has everything you need to win AUM and more.

Unrivaled Analytical Firepower

The Volos Strategy Engine offers everything you need to analyze and validate a systematic options-based strategy.

Advanced PnL Attribution

Head-to-Head Strategy Regression

Historical Contract Availability

Income & Cost Analytics

Tax-Aware Analytics

Customized Sizing for Implementation

Historical Greek Attribution

Stress Testing

Transaction Cost Analysis