We used CBOE end-of-data from January to beginning of April 2020, classified in two subsets based on SPX returns greater than 20 bps or lower than -20 bps and selected the corresponding returns in three macro factors, VIX, TYVIX and OVX (the last two being the...
SpiderRock is excited to sponsor Europe EQD in Barcelona! We look forward to meeting everyone at the conference next week. Stop by the SpiderRock booth to meet our team and explore how you can optimize your derivatives trading with our platform, algos, or by accessing...
We’re excited to participate in BattleFin Ensemble & Discovery Day Events’ Virtual #DiscoveryDay this Thursday, April 16. Join SpiderRock COO Craig Iseli, Beni Gradwohl from Cognovi Labs and Tracey...
The #volatility of the stock market as the result of the #covid19 outbreak continues to subside. Trading costs in SPY ETF options appear to have recovered to near pre-outbreak levels. This recovery might indicate trader confidence in improved...
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