About nth Moment®
Founded by a highly skilled seasoned team of traders and developers, nth Moment® was created to provide the most robust and intelligent algorithmic applications required to fully automate a trader’s everyday critical tasks and functions.
Combining sound principles of quantitative finance and mathematical rigor, nth Moment® produces innovative algos designed to significantly enhance the efficiency and performance of your trading operation.
nth Moment’s fulfills a pressing need for many prop groups and individual traders
In today’s rapidly evolving derivatives industry, option and volatility traders are obligated to deploy the latest technological advancements and algorithmic programs in order to remain viable. Market participants unwilling to compete in the cost prohibitive low-latency HFT space are compelled to discover their edge utilizing quant-focused algorithms designed to uncover ephemeral pricing anomalies and relative value arbitrage. As a prerequisite for maintaining long-lasting intelligent trading strategies, traders must have immediately accessible, real time, precise theoretical pricing and the resulting accurate analytical metrics in order to capitalize on fleeting market inefficiencies when they occur. Therefore, to survive and flourish in this dog-eat-dog industry, traders and group operations have no choice but to adopt smart automation to efficiently handle complex and fundamental tasks such as implied volatility (IV) curve and surface management. Expertly designed automated optimization of critically important tasks such as the calibration and frequent adjustment of IV curves and surfaces, leads to peak efficiency and performance for any trading operation. Peak efficiency opens the door for market discovery and trading innovation, substantially improving the maximum profit potential of any trading operation.
The Mission
The Company’s mission is to level the playing field with the industry’s dominant players, enable clients to trade smarter in the absence of low latency speed, and allow individual traders and groups to operate and execute with clarity, conviction, and confidence. nth Moment’s ultimate goal is to provide cutting edge applications universally recognized as sine qua non automated solutions for traders in the volatility space.
Relying on decades of proprietary trading experience and knowledge, exceptional quantitative finance and mathematical backgrounds, as well as world-class programming, nth Moment® is dedicated to providing serious traders with cutting-edge intelligent algorithmic applications essential for today’s unforgiving, cutthroat, algo-driven trading environment.
We urge you to give a trial run of one or more of nth Moment’s algos, and you’ll recognize for yourself the remarkable value each one can provide. The adoption of one or more of the Company’s algos has resulted in a dramatically more efficient and profitable trading operation for each of nth Moment’s current clients in its growing customer base. We are confident nth Moment’s industry-defining algorithm applications will allow you and your trading operation to achieve similar peak efficiency and profitability.
Algos
nth Moment’s algorithm applications have been rigorously tested in every conceivable market condition, which in the Dynamic Skew® curve fitter algo, has resulted in a laundry list of embedded safety features critical in preventing invalid theoretical pricing and implied volatility curves during times of liquidity crisis. As nth Moment’s flagship product, the cutting edge Dynamic Skew® curve fitter algo is a pioneering robust theoretical pricing application with comprehensive features and functionality designed to fully automate one of the most critical tasks of your trading operation – the calibration and management of all your actively traded and monitored volatility curves.
The Company’s other complementary application offering, the VolLevels™ algo, allows you to quickly spot pricing anomalies in your IV curves and surface, compare and contrast IV and skew differences between similar products, accurately gauge the fixed and floating skew behavior of your curves, and formulate new alpha-generating trading strategies you never realized existed.
In Closing
Adapting to new challenges in the constantly evolving trading and finance industry requires an open mind and a strong desire for self-improvement. Simply maintaining the status quo and continuing with “what has always worked for you” will eventually leave you with outdated methodologies and practices. If you’re not constantly progressing and advancing your knowledge and techniques in your approach to trading, the industry will simply pass you by…leaving you to wonder, “How did it get so difficult to make money”? And with that I will leave you with the following reminders:
“It is not the strongest or the most intelligent who will survive but those who can best manage change.”
“When you’re finished changing, you’re finished.”
“Intelligence is the ability to adapt to change.”
“Only those who attempt the absurd will achieve the impossible.”