System and method for processing a trade order

A method for processing a trade order for at least one type of asset, the method comprising:

• receiving market data for the at least one type of asset traded on at least one electronic exchange;
• receiving at least one pricing parameter;
• receiving at least one proposed order quantity;
• receiving at least one proposed order price;
• constructing, by at least one computer device, one or more proposed trades based on the at least one proposed order quantity and the at least one proposed order price;
• calculating, by the at least one computer device, a theoretical price based on the received market data, the at least one pricing parameter, and the proposed order price;
• comparing, by the at least one computer device, the one or more proposed trades with the theoretical price to determine whether any of the one or more proposed trades are profitable;
• and
• displaying, based on said comparison, one or more market data indicators associated with said one or more proposed trades relative to a theoretical price indicator associated with said theoretical price.