Options Data Needs & Considerations Options data is hard. Making decisions on investment priorities that involve options is based on a bedrock of solid analytics driven by market data and powerful, low-latency algorithms. Good options market data product can make...
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We’re proud to announce that our partnership with QuantHouse has won the WatersTechnology.com “Best Alliance or Partnership” category in the 2020 Sell-Side Technology Awards. Thank you, WatersTechnology! Click here to check out the winners in all...
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SpiderRock’s Data Team is excited to present at AI & Data Science in Trading Digital Week! Join Craig Iseli and Kasia Kobylarz on Monday, 6/22 as they outline a few key questions that data customers should be asking themselves before they look to acquire and...
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We are excited to attend Eagle Alpha’s Virtual Data Conference on May 19-22. This year’s conference will be the biggest yet, with an invigorating agenda incorporating timely topics such as #alternativedata uses in global #Covid19 recovery. View the full...
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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...
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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...
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