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RISK MANAGEMENT AND TRADING SOLUTIONS

SMART TRADING SOLUTIONS

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We develop algorithms and software for quantitative finance and algorithmic trading

  • Trading algorithms

  • Hedging algorithms

  • Analytical tools

Challenge financial markets with our algorithms

Our aim is to empower all investors to achieve their financial goals, providing right set of tools for smarter risk management.

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Algorithms and Risk Management tools

Our services aim to provide right set of tools for smarter risk management

TRADING ALGORITHMS

FX VOLATILITY BASED STRATEGY_BOT

The strategy is applied to major currency pairs with high options market liquidity. Both traditional technical analysis and an analysis of changes in implied volatility options, based on our team of analysts' research, are used for trading signals.

The strategy is market-neutral, working in both bullish and bearish conditions. It does not correlate with financial markets, making it attractive as a standalone or in combination with other investments. Thanks to the high liquidity of the forex market and the ability to use leverage, risk levels can be adjusted to match the investor's profile and risk tolerance.

Extended periods of signal absence, lasting for several months, are possible. Based on this strategy, an automated model has been developed that generates high-efficiency financial results.

  • FinDate, Hour, min - time parameters indicating the moment when our bot's operation ends.
  • IMPV_MODEL - options expiration date for implied volatility analysis.
  • Client - client code, which should match the directory.
  • PreSignalAmount$ - position size for the model with an early signal.
  • MainAmount$ - position size for the model with the main signal.
  • StopLoss - stop-loss value in pips.
  • TakeProfit - take-profit value in pips.
  • security - selection of a currency pair from the list.
  • add sec - adding a currency pair.
  • clear sec - removing a currency pair.
  • Reset_Inputs - recording the bot's input parameters.
  • Cancel_Security - stopping the bot for the selected currency pair.
  • Cancel_All - stopping the bot for all currency pairs.
  • Run_robostarter - starting the bot.
  • Check_Execution - checking the execution of procedures (summary of open positions on the account, P&L).

ANALYTICAL TOOL

BACKTESTING TOOL

Crypto options is the new way of trading options, however a lot of pitfalls can challenge even the experienced trader. We offer a set of mechanics that perform an automated backtesting based on the prescribed metrics

HADGING ALGORITHMS

CRYPTO-OPTIONS_HEDGE_BY_UNDERLYING_BOT

The bot allows for the automation of the "Sell-Strangle" strategy protection in the crypto-options market on the Deribit platform by opening short or long positions in the underlying asset (BTC, ETH).

  • FinDate, Hour, min - time parameters indicating the moment when our bot's operation ends.
  • security - selection from the list.
  • Client - client code that must match the directory.
  • SellVol$ - size of selling the underlying asset (in dollars) when the price falls below LowTriger.
  • BuyVol$ - size of buying the underlying asset (in dollars) when the price rises above HighTriger.
  • Stop% - stop loss value in percentage.
  • LowTriger - lower trigger (strike level at the put foot), after which the hedging mechanism is activated.
  • HighTriger - upper trigger (strike level at the call foot), after which the hedging mechanism is activated.
  • Step - price step size from the first trigger.
  • InitialPosition - initial (unchanged) position in the underlying asset.
  • ExecPrice - execution price on the last change of position in the underlying asset.
  • Reset_Inputs - recording input bot parameters.
  • Cancel_Client - stop the bot for a selected client (without Reset_Inputs).
  • Сancel_All - stop the bot for all clients (without Reset_Inputs).
  • Cancel_Fhist - stop the procedure of scanning the volatility smile level.
  • Run_robostarter3 - start the bot for a selected client (after Reset_Inputs). It is started separately for each client.
  • Check_Execution - checking the execution of procedures for a specific client (whether the bot is working or stopped + summary of positions on the client's account).

HADGING ALGORITHMS

ROLLING_OPTIONS_BOT

The bot allows for the automation of the "Sell-Strangle" strategy on crypto options on the Deribit platform. This includes the bot's ability to open positions (sell strangle), close option positions when the price of the underlying asset reaches the strike level, and open new positions with the specified "delta" parameters.

The bot can be run simultaneously on multiple accounts in parallel mode.

There's also a modification of the bot that switches to hedging with the underlying asset when it's not possible to close option positions (large volumes, unacceptable prices).

  • FinDate, Hour, min - time parameters indicating the moment when our bot's operation ends.
  • Сurrency – selection from the list of currencies (BTC, ETH).
  • Client – client code that should match the directory.
  • Call_Leg_Pos – planned position (number of contracts) of the "call" leg of the strangle.
  • Put_Leg_Pos – planned position (number of contracts) of the "put" leg of the strangle.
  • Deviation% - maximum deviation of the expected execution price from the theoretical value of the option.
  • Example - example of expiration date format.
  • Expiration – Options expiration date.
  • CallDelta_min, CallDelta_max - upper and lower delta limits for new positions in the "call" leg (the bot will choose the nearest to CallDelta_max).
  • PutDelta_min, PutDelta_max - upper and lower delta limits for new positions in the "put" leg (the bot will choose the nearest to PutDelta_min).
  • Reset_Inputs – recording of bot's input parameters.
  • Cancel_Client – stopping the bot for a selected client (without Reset_Inputs).
  • Сancel_All – stopping the bot for all clients (without Reset_Inputs).
  • Cancel_IMPV – stopping the procedure of scanning the implied volatility smile for the selected currency (without Reset_Inputs).
  • Run_Rolling_Options_bot – starting the bot for the selected client (after Reset_Inputs). It runs separately for each client.
  • Check_Execution – checking the execution of procedures for an individual client (whether the bot is running or stopped + summary of position balances for the client's account).
  • Distance – distance from the strike when closing positions: a parameter that allows early position closure. For example, with a parameter value of 500, the call option position with a strike of 30,000 will close at 29,500, and the put option position with a strike of 25,000 will close at 25,500.

HADGING ALGORITHMS

INDEXEX_HEDGE_BY_UNDERLYING_BOT

The bot enables the automation of hedging the "Sell-Strangle" strategy in the exchange options market on the Exante platform by opening short or long positions in the underlying asset, with the ability to incrementally increase exposure in the underlying asset.

  • FinDate, Hour, min - time parameters indicating the moment when our bot's operation ends.
  • security - selection from the list.
  • Client - client code that should match the directory.
  • SellVol$ - size of the sale of the underlying asset (quantity) when the price falls by one step (Step).
  • BuyVol$ - size of buying the underlying asset (quantity) when the price rises by one step (Step).
  • Stop - stop loss value in units of the underlying asset.
  • LowTriger - lower hedging boundary.
  • HighTriger - upper hedging boundary.
  • Step - price step size from the first trigger.
  • FirstLowTriger - the first trigger on a price decrease that activates the hedging mechanism.
  • FirstHighTriger - the first trigger on a price increase that activates the hedging mechanism.
  • InitialPosition - initial (unchanged) position in the underlying asset.
  • TrigerPrice - trigger price that caused an increase in position (short on price drop or long on price rise) in the underlying asset.
  • ExecPrice - execution price on the last change of position in the underlying asset.
  • Reset_Inputs - recording of bot's input parameters.
  • Cancel_Client - stopping the bot for a selected client (without Reset_Inputs).
  • Сancel_All - stopping the bot for all clients (without Reset_Inputs).
  • Cancel_Fhist - stopping the procedure of scanning the volatility level.
  • Run_robostarter3 - starting the bot for a selected client (after Reset_Inputs). It runs separately for each client.
  • Check_Execution - checking the execution of procedures for an individual client (whether the bot is running or stopped + summary of position balances for the client's account).

ABOUT US

WHO WE ARE

Our vision is to empower individuals and businesses with the smart solutions needed to navigate the complex world.

Our goal is to continuously improve our solutions and build lasting partnerships based on trust, integrity, and measurable results.

Our mission is to spread algorithms and innovations for better decisions today and tomorrow.

Hello! We are FIXER DIGITAL SOLUTIONS

Fixer is a team of highly skilled Finance, IT and Data Crunch specialists dealing with development of risk management algorithms and complex business management systems. We succeeded in designing customer-focused business analytic systems and creating unique IT environments.

15
YEARS OF
DIGITAL EXPERIENCE

Our Team

The best team ever!

Our team consists of experts in various domains: computer science, and applied mathematics, theoretical physics, finance, and economics

Peter Vinnikov

Founder

Andrii Nechay

Lead Project Manager

Roman Nedev

Data Engineer

Volodymyr Naumenko

Data Scientist

Daria Maltseva

CMO
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