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An Integrated Derivatives Ecosystem Exclusively for Crypto


Modular Approach to Quant Analytics

  • Modular functionality and analytics, enabling users to benefit from different features according to their business model and trading needs.

  • Integrated positions held across various exchanges (CeFi and DeFi), alongside other sources (like end-client positions) to present a single portfolio risk view.

  • Our turn-key, cloud based solution provides ease of implementation and integration, via multiple API's and interfaces.


Real-time Risk Management and P&L Module

  • Ability to generate on demand, real-time standardized as well as bespoke risk-reports on portfolio of derivatives on a 24/7 basis, providing clients with active and continuous monitoring of their portfolio.

  • Multiple market data feeds, providing choice of sources for risk and P&L, with default set to most liquid venues.

  • P&L predict and P&L explain – reconciling risk with actual experienced P&L.


Volatility Smile Data

  • Immersive Finance team has ample knowledge and expertise in modelling of volatility surface dynamics.

  • Digital Asset volatility surfaces can be represented in terms of ATMF, 25RR, 25STR, 10RR, 10STR empowering user to understand the risk of their portfolio against these drivers and explain their P&L accordingly.

  • Our rigorous approach facilitates valuation and risk for internal functions.


Consultancy to Accelerate Development

  • Have a deep understanding on how the options market works.

  • How to build a derivatives business in crypto.

  • How to design structured products in crypto.

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