Alerts on option greeks
Quantcha is excellent at summarizing greeks on individual positions, books, and the overall portfolio. The ability to set an alert on the greeks, especially Delta, would be very powerful. Let’s say we wanted to limit our Beta-weighted Delta risk to 500. When the portfolio Delta hits 500, an email is sent, and we login to Quantcha and hedge the portfolio. This would be fantastic. Thanks.
Now available as part of our new Quantcha Alerts feature: https://quantcha.com/news/announcing-quantcha-alerts/.