Allegro Development Corporation

Interactive Trading Environment

connectivityAllegro’s Interactive Trading Environment (ITE) is just one example of Allegro’s commitment to driving customer value by delivering the first-of-its-kind ETRM trader decision support environment.  ITE offers traders and marketers a powerful “what-if” decision support tool for the optimization of physical and financial portfolios based on live market feeds and conditions. Pricing, P&L, Value at Risk, Mark to Market exposure and other metrics are continuously updated and simulated in the ITE for real-time analysis.

Ideal scenarios can easily be identified, ranked and converted into strategies.  Once the ideal strategy is identified, the ITE automates the execution of trades through Allegro’s Exchange Connect and Price Connect functionality.  This live connectivity allows decision makers to continually monitor the effectiveness of strategies and optimize them based on market changes.

  • The ITE provides a real-time evaluation of market data, positions and exposure. Once that data has been analyzed, overall trading strategies can be created based on the type of strategy, such as a hedge, speculative or basis.  Strategies can be further defined, as forward or swap, and objectives can be defined, as target profit or maximum loss.
  • Strategies can be optimized based on position liquidation, risk management via trading limits, and liquidation metrics including market value and market risk.  Once strategies are optimized, they can be simulated on a multitude of variables such as price, basis, volatility, quantity, currency and even weather.
  • The ITE enables the screening of trade strategies for limits and approval via risk management, credit and logistics criteria, and by defining the scope of the strategy.
  • The ITE supports real-time order management: bids and offers are automatically matched to strategy orders, exchange connectivity is automated, and portfolios are continuously optimized based on criteria such as optimal supply and optimal markets.