Relative Value Lab
For funds and allocators seeking to find value and monitor systematic derivatives strategies.
A Systematic Strategies Toolkit
Find value by exploring performance on thousands
of strategies using Immersive Finance’s advanced
options backtester.
Leveraging our advanced quantitative analytics, extensive implied volatility, and derivatives historic data sets, traders and allocators can explore historic performance and simulate risk scenarios on hundreds of trading strategies to assess true sources of value.

Our Relative Value Lab Benefits
Enhance alpha generation with a quant-designed toolkit for systematic strategy validation, benchmarking, and real-time value discovery, providing key performance and risk metrics.
Enhance alpha generation with a quant-designed toolkit for systematic strategy validation, benchmarking, and real-time value discovery, providing key performance and risk metrics.
strategy robustness.
Deep integration with portfolio pisk management module.
Full transparency of the fund’s strategy for allocators with real-time monitoring of P&L and risk.
Find value by exploring performance of 1,000's of strategies
Flexible execution cost and impact with 100+ parameters
Seconds to run 1,000's of strategies, including performance risk metrics
Key Features

Performance Analysis
Run historic scenarios, assess strategy performance, annualized returns, month-to-date P&L, Sharpe ratio, Sortino ratio, and max drawdown.

Cost & Hedging Setup

Portfolio Lifecycle

Risk Replication

Performance Analysis

Cost & Hedging Setup
Easy-to-configure execution cost assumptions and auto-hedging programs.

Portfolio Lifecycle
