GK 3.2 Release Notes

New year, new Gatekeeper.

February 15th, 2014

A series of exciting enhancements to Scaled Dynamics’ flagship product, Gatekeeper, are planned to launch in Q1, 2014. These enhancements are primarily focused towards adding to the breadth of liquidity venues and adding functionality for automated options traders.

Support for Multi-Asset Class

Scaled Dynamics will be introducing connectivity to Interactive Brokers and Mt. Gox with the launch of Gatekeeper 3.2. This will allow traders to trade multiple asset classes from one single platform. It also makes Gatekeeper 3.2 the only platform in the world to offer bitcoin trading on a multi-asset platform.

Formula Engine and Automated Strategy Enhancements

Several variables and functions have been added to the SD Formula Engine. These include Market Depth, Moving Averages, Strike Interval, ATM Strike, and Money (OTM, ATM, .ITM). Formula strategies get a dynamic volatility option, so that volatility for live orders can be set in real time as the result of a formula. Formula orders can also be enabled and disabled based on formula values. These enhancements allow exciting new possibilities. Formulas can be used in conjunction with the enhanced formula strategies to do things like turn strategies on and off based on whether an instrument is on or out of the money. Entire strategies can be turned off in response to changes in liquidity conditions. Volatility can be set in relation to a dynamic skew or in relation to a pre-set implied volatility. Additionally, strategies can be enabled for rapid-fire re-enablement allowing profitable strategies to repeat themselves automatically after they’ve completed a successful trade. Formula Strategies will enjoy an increased degree of abstraction with the addition of Strategy Templates. Strategy templates will allow traders to automatically respond to market generated events such as RFQ’s with valuations and automated hedging strategies for OTC swaps, option spreads and strategies.

Redesigned Volatility Manager

The volatility manager has been completely redesigned to provide a more intuitive look and feel. Users can toggle strategies between dynamic and static volatility, set skews, and monitor changes to the implied volatility surface in real time. Additionally, users can add “live” skews that utilize cubic spline based lines that adapt to movements in the underlying asset.

Strategy Window Enhancements

The Strategy window has undergone a number of evolutionary enhancements including strategy view tabs, improvements to column settings and increased visibility options. Strategies themselves also see increased control directly from the strategy window, as CV1 and CV2 values can be changed in real time directly. This allows a trader to change price offsets or other critical user defined variables with a high degree of speed and accuracy.

Time and Sales Functionality

A time and sales window has been added that allows the trader to view the “ticker tape” for a subset of instruments that meet the trader’s pre-defined volume criteria.

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