MJT Software Development

Specialization

MJT is able to create specialized plug ins for traders.  Listed below are some of the unique pieces we have built.

  • FTP transmission of volatilities from user's proprietary system or local CPU into MJT quoting engine(s).
  • Various Models to choose from:
    • MJT model 
    • Black Scholes 
  • Curve Fitting logic:
    • SABR
    • Skew Kurtosis program 
  • Time Management to expiration:
    • Calendar Days Business Days Partial Business or Partial Calendar Days Multiple Server
  • Hardware Configuration(s)
    • One user can drive quotes into 3 exchanges simultaneously from one front end.
  •  Unique Interest Rate treatment for handling hard to borrow scenarios.
    • Set negative interest rate for underlying and simultaneously run other interest rate(s) for options.
  • Multiple data feed sources, which further separates us from the competition.
    • currently we are able to accept ACTIV financial and NYSE Technologies (Superfeed) data streams.
  • Complex order legging system
  • Complex Quotes
  • Interfacing with other clearing firms and third party applications.
  • Simple Quotes - cheaper rates and does the same as orders.
  • Market Taking system
  • Live "Spreadwatchers"
    • User can create and simultaneously track as many multi-legged strategies as the user wants.