by SpiderRock | Nov 29, 2021 | Data & Analytics, White Papers
As equity derivatives markets have grown in terms of volumes, products offered, number of exchanges, and technological sophistication, so too has the literature surrounding options pricing models and the challenges posed by quantifying that all-important variable:...
by SpiderRock | Nov 15, 2021 | Data & Analytics, White Papers
Consider the ocean of elements that comprise U.S. equity derivatives markets — 16 options exchanges, thousands of optionable securities, tens of millions in average daily volume, billions of daily messages, and a growing constituency of active, self-directed options...
by SpiderRock | Nov 10, 2021 | Data & Analytics
When it comes to option analytics, simply having an eye on the numbers is not enough. To ensure data consistency, real time options data and analytics should be integrated with the same data source and produced holistically. Combining historical datasets with real...
