FX Relative Value
Bazzabot FX is a machine learning optimization technology focusing on the FX options volatility surface. Bazzabot FX instantaneously searches for options contracts with Maximum and Minimum expected value.
Using brute-force iterative computing methodologies common in leading Chess Playing Computers, Bazzabot FX provides optimized trade idea generation that is evidence based, forward looking and fully adherent to the user's portfolio greek risk tolerance
With easy to update risk limits, Bazzabot FX can auto-identify trades that complement user inputted portfolios in real time. Bazzabot FX can identify optimized contracts given expectations in vol surface movement, or optimize contracts given tolerance of portfolio greek exposure. This allows the user to use Bazzabot FX with a "Market View" or a "Portfolio Greek Constraint" in mind.