Trading options can be an effective way to generate income and grow a portfolio, but results depend on process quality: disciplined research, repeatable execution, and risk controls that hold up in live markets.
Historically, MesoLive operated with a "human in the loop". With the MesoLive SDK, our customers can automate execution while keeping the controls and oversight their operation requires.
MesoSim v2.13 and MesoLive v1.1 introduce three key enhancements for quantitative options research and execution:
GLD ETF options, 3D volatility surface visualization, and unrestricted paper trading.
Today we are releasing Merlin v1.4 and Q-API v1.4, introducing significant enhancements in our machine-learning-based strategy-optimization toolkit.
These additions address recurring challenges in options-trading research: non-linear relationships, feature redundancy, and scale differences—that can degrade model performance.
We’re excited to announce the launch of Deltaray FundPro, our comprehensive platform designed specifically for institutional clients conducting options trading research.
FundPro represents the next evolution of the MesoSim Institutional offering, expanding our capabilities beyond backtesting to cover the entire trading lifecycle.