SeasonAlgo Forum

Hi SA Team,

Would it please be possible to include Butterfly quotes in the Quote page as you do for spread quotes when a spread is selected in builder?

Thanks,

Nick

Hi Nick, quotes for butterfly are there. Spread matrix not, because you can't do matrix for more than two legs.

Thanks for the reply Roman.

I was hoping that you'd calculate and publish the fly quotes - implying them from the outrights for users- rather than users having to calculate the fly price themselves as in your example.

The idea would be to see all fly prices at a glance to see where rich and cheap is on the curve. Many trading platforms like TT and CTS do this in the spread matrix - but I dont have those open at all times, and the data is unavailable when the exchange/products are closed like the weekends.

Nick

Now I understand what you want Ok, that sounds useful, I put it to our project management and I we will add it in next version.

https://www.seasonalgo.com/pm/seasonalgo/issues/516

That would be great! Thanks