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Digital Week – Exploring Options Data & Analytics
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...
Eagle Alpha’s Virtual Data Conference
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 agenda and...
Fear and Subdued Exuberance Regimes in March-Apr’20
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…