Lavender Desk¶
Desk-wide risk and trading, on one screen¶
Your clearing firms' positions, your brokers' executions and the whole desk's risk — live, in one place, run for you.
See every feature, or read the Desk FAQ.
Desk-wide risk¶
- The whole desk's book in one place: every trader, account and clearing firm.
- Built from your clearing firms' start-of-day files and drop copies, current all day.
- Greeks in dollars, independently computed, dividend-aware and early-exercise-aware; P&L explained by greek, opening and day-trade P&L.
- Scenarios on your own shock sets, historical stress, and Monte Carlo with the 5% tail loss.
- Haircuts and Reg T margin, with a what-if for any trade; portfolio margin, estimated for the accounts you name.
- Pin risk and early exercise into every expiry.
Trading¶
- Orders from the risk screen through your choice of executing brokers; a trader confirms every order, hedges included.
- Hedging algorithms from our execution partners; the trader confirms each order and its band.
- Card trades beside the real book and see what they do before you send them.
- The hedge each name needs, sized from the book.
The desk¶
- Each trader sees and trades only the accounts you give them; a risk manager sees everything.
- Your marks — vols, dividends, rates — shared across the desk.
- Rigorous, correct defaults out of the box; configurability sits on top of them, never instead.
- A fill confirmed by the clearing firm shows once, marked cleared. Every order and action on the audit trail.
Run for you¶
- We set it up, connect your clearing firms and executing brokers, and keep it running.
- Always on: redundant, with a hot secondary standing by; each release proven on the secondary first.
- Upgrades when you choose — never under you mid-session.
- Your positions and trades are kept apart from every other firm's; only the people you name see them.
- The risk features in Lavender require no outside market data, but live trading and intraday P&L require market data from one of our supported market data vendors.
We support a number of the widely used executing brokers and a select list of clearing firms — tell us yours.
Moving to Lavender¶
- Trial on your own start-of-day file — nothing to connect.
- Parallel run beside your current system, on your clearing firms' files.
- Switch after a close.
One engine, every screen¶
Terminal, Gateway and Desk run on the same numbers, so the risk screen and the risk API cannot diverge. Battle-tested across every tier.
- Lavender Terminal — whole-book risk for the individual trader on a retail broker, with paper trading.
- Lavender Gateway — the same numbers through an API, for quants and their systems.
- Lavender Discord — try the analytics free, in chat.
- Lavender Enterprise — your inputs, your methodology, your risk. Customized, secured, integrated, and bespoke to your desk.
Let's talk¶
info@lavender-ts.com — tell us how your desk is set up.
Built by the founder of Derivix, acquired by FlexTrade.