Basket compositions can be imported into Horizon in various formats or automatically downloaded from a third-party provider. Horizon provides extensive basket pricing functionalities, such as level 2 market data simulation, currency conversion, status monitoring, consistency checks, management of illiquid constituents and more.
Trade baskets – manually or using Horizon Extend – by inputting a quantity or an amount to trade. When you need to change the configuration of each leg, you can do it easily from a dedicated user interface with quick access to standard execution strategies. The execution of each leg can also leverage Horizon Scenario Orders and Execution Algos.
Issuers and market makers can quote Delta-One products (including ETFs and futures) on multiple depths, while managing spreads and quantities within a single view.
Quoted prices can originate from a variety of sources: other market participant prices, a related instrument, or a calculation using Horizon Basket Pricing features.
Once a trade occurs, the system can automatically hedge its position. For instruments based on baskets – like ETFs – Horizon Portfolio Hedger can decompose the position and perform hedging on all of their constituents.
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