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MesoLive User's Guide

Welcome to MesoLive, your platform for trading and monitoring options strategies created in MesoSim.

Features​

  • Monitor real-time systematic and discretionary positions using
    • Risk Graphs
    • PnL Graphs
    • Greeks
  • Enter, Adjust and Liquidate systematic strategies developed in MesoSim
  • Automatic tracking of Positions, Executions, and Account information
  • Detailed risk metrics on Position, Strategy and Underlying levels
  • Visualize upcoming and historical trades using a calendar view
Goal

The main goal of MesoLive is to facilitate the seamless trading of strategies developed using MesoSim.
A secondary goal of MesoLive is to provide tools for monitoring existing discretionary trading positions.

By automating the building of positions and tracking executions directly from the brokerage, MesoLive minimizes the error-prone manual processes involved in specifying trade entries and exits.

Non-goals of the project

  • To provide a discretionary trading interface
  • To trade asset classes other than options
  • To offer full automation capabilities via the web interface (see API)

For more details on the motivation, please refer to our blog post: MesoLive development update #1

Web Interface​

MesoLive

The MesoLive web interface is designed as an interactive tool for Operators (Users), employing a “human in the loop” approach. Operators are responsible for Entering, Adjusting, and Exiting positions. The web interface is optimized for use on computers, TVs and handheld devices with reasonably sized screens (6” and larger).

API​

The MesoLive API, part of the Institutional offering, is designed for full trade automation. It mirrors the web interface’s functionality and extends it with order management capabilities. API clients are responsible for implementing their own Order Execution Strategies.

Supported Platforms​

  • Microsoft Windows
  • Mac OS X
  • Linux

Supported Brokerages​

  • Fully supported:
    • Interactive Brokers
  • Planned:
    • Charles Schwab

Educational videos​

tip

You can find educational videos about the offering on our Youtube channel.