Alpha Probabilities2017-05-19T20:54:40+00:00

Alpha Algos

SpiderRock makes it possible to interact with markets by specifying order probability limits, in addition to or instead of static and dynamic price limits.

Alpha probabilities are real-time numerical estimates of expected short term profitability of the available price points at or between the current public bid and offer and are derived from SpiderRock machine learning algorithms.



Alpha Algos

SpiderRock makes it possible to interact with markets by specifying order probability limits, in addition to or instead of static and dynamic price limits.

Alpha probabilities are real-time numerical estimates of expected short term profitability of the available price points at or between the current public bid and offer and are derived from SpiderRock machine learning algorithms.



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SpiderRock Alpha Probabilities can guide both

market making and market taking algos

We engineer solutions that enable our clients to scale their strategies while controlling risk

ALPHA ALGO PROBABILITIES

SpiderRock computes and publishes market price probabilities for all actively traded equities, futures, and options.  The model responsible for these probabilities is developed by training over prior days market data.

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One algo type among many

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