Visualization: Mosaic

Visualize complex data. Your way.

Mosaic helps find alpha by examining and graphically depicting the attractiveness and volatility changes of a single underlyer.

Via quick visual summaries, users can rapidly view the option chain for a single underlyer and see the term structure and volatility surface, “same strike” volatility changes, volume on the day relative to normal, and other powerful summary information to help identify alpha opportunities and find liquidity.

By looking at the chain visually and then drilling into the details grid only when necessary, users avoid sifting through hundreds or even thousands of strikes to assess volatility and liquidity opportunity in an underlyer.

Streamline workflow and make rapid decisions with Mosaic features that include:

• Full options chain with live volatility data
• Real-time single underlyer risk
• Charts of volatility surface and term structure
• Direct linkage to execution platform front ends for seamless click-trading
• Integrate Mosaic with RiskEdge risk analysis tools, with VolEdge volatility analysis and idea generation tools, and with third party trading systems.

VolEdge Charting

FT's volatility analysis and idea generation platform, VolEdge, also includes compelling visualization features.

VolEdge Charting is a highly interactive visualization tool that allows for selection from dozens of pre-calculated time-series metrics, or the creation of custom metrics in order to evaluate relationships, including between multiple underliers.

• Time-series data going back to 1998
• Realized, implied, event-free, and OHLC volatilities, skew, kurtosis, volume, returns, etc.
• Graphical display of historical earnings events
• Custom metric creation
• Volatility Skew Editor within VolEdge helps view and edit user-specific volatility surfaces to scan against tradable markets or actual trading activity.
• Graphical display of a user's curves against the market
• Highlighting of strikes with edge against levels chosen by the user
• Term structure display
• Simple parameterized surface definitions, which accept intuitive inputs like skew, kurtosis and ATM volatility

Resources