Custom Trading Terminal

About the Project

This is a custom-built trading terminal that I developed as a Next.js web application. The terminal runs locally on my machine and provides real-time market data, analysis and visualizations. I chose to build this using this framework for the user interface because it was easier to impliment than a custom interface and it can be easily shipped as a live webapp. I use this app regularly as part of my analysis for my real world trading.

Features

Dynamic masonry style interface that allows the user to customize the size and placement of components on the dashboard
Option pricing

Standard(BSM variant)
Standard with jump idffusion parameters
Monte carlo simulation

Volatility surface
Volatility smile(skew)
Historical volatility graph of a given US equity
Historical US equity price and volume chart
Heatmaps

Open interest
Volume
VWAP
Greeks

Greeks exposure graphs

Gamma
Delta
Vanna
Charm

Strategy screeners

Long call/put
Covered call
Cash secured put

Terminal Dashboard Overview — Here is one example of how I use my dashboard. I have a volatility surface open on the top left to get a visual overview of the implied volatility that is priced in. I have an open interest heatmap open to see what price ranges are attracting the most liquidity. On the top right I have a volatility smile open to see the volatility skew at a given date that I was looking at opening a position on. At the bottom left I have a gamma exposure graph open to see overall market sentiment and potential market maker resistance/liquidity levels. I have a historical volatility graph open to see the general range and bheaivor of volatility for the given stock. Finally, I have the jump diffusion calculator open to get an estimate for the value of the positon I was considering entering based off of my own parameters.

Advanced Trading Features — Here is another example of a similar set up but with no volatility smile and a monte carlo simulation instead of the jump diffusion model.