AbNormal Distribution was built for a client looking to add a layer of abstraction between market knowledge and options prices. By creating a language that allows users to describe their market expectations, Abnormal Distribution then converts those perceptions into actionable trade ideas.

Challenges included options pricing and optimization skills, interfacing to numerous life data feeds, multiple processes for updating and maintaing portfolios, and access to numerous economic data portals.

While Abnormal Distribution is available only to a single client, the platform used to develop it can be reconfigured to meet the needs of several types of financial institutions. For more information, contact us at info@hohorst.com