MARKETS
EVOLVE
STAY COMPETITIVE
with spiderrock
FEATURED NEWS
Quantitative Investing Explained: What is Quantitative Investing?
Quantitative analysts and the strategies they develop are often called alpha generators. Alpha is an investment’s ability to beat the market, exploiting market inefficiencies and thereby generating excess returns relative to a benchmark index. For as long as markets...
Categorizing Retail and Institutional Option Order Flow and Position Accumulation Sentiment
The various types of option orders are valuable in assessing and identifying opportunity during the current market environment. Some features of interest pertinent to options trading, as well as underlying equities are: • Identification of option market participant...
Enhancing Equity Strategies with Option Trading Signals Using SpiderRock Skew Datasets
Option skew data points - specifically option implied volatility as a function of a strike for a fixed expiration - are a rich and an exploitable source of opportunity to take advantage of the flow of information between the equity (underlying) and options...
MARKETS
EVOLVE
STAY COMPETITIVE
with spiderrock
Featured News
Quantitative Investing Explained: What is Quantitative Investing?
Quantitative analysts and the...
Categorizing Retail and Institutional Option Order Flow and Position Accumulation Sentiment
The various types of option orders are...
Enhancing Equity Strategies with Option Trading Signals Using SpiderRock Skew Datasets
Option skew data points - specifically...
SpiderRock Platform is a SaaS solution enabling institutional portfolio managers to implement the trading and risk management of systematic, multi-asset class strategies.
Our Platform
Routing Algos
Our system continually monitors and quantifies market micro-dynamics allowing for precise order routing to optimize fill quality vs fill rate. Our quantitative approach enables you to actively participate in price discovery by leaning on fair value calculations. This has proven to be an effective methodology to systematize the execution of a strategy.
Risk Management
Our risk management system ensures a strong cohesion between high velocity trading and live risk calculation at the order level as well as risk aggregation at the portfolio level. This gives you the ability to shape your portfolio in real-time, based on market conditions as well as trading objectives.
Compliance Layer
Compliance is a critical component of institutional trading. Our MySQL API, as well as specialized GUI tools, offer an elegant solution allowing for efficient integration of your evolving compliance requirements. We’ve become SOC 2 compliant, which has proven to reduce our customers’ due diligence process.
Our Data
Real-Time Data
SpiderRock delivers raw and normalized US-based equity, options, and futures data feeds via multicast channels. Our normalized feed provides a reduced bandwidth profile for better manageability and cost effectiveness, and our client-side APIs turn high multicast packet volumes into individual message at low latencies.
OPTIONS ANALYTICS
HISTORICAL DATA
SpiderRock has a suite of historical data products in multiple asset classes and the ability to deliver data via flat files and Restful API. Our market data and analytics enable you to gain insights and make data-driven decisions by examining historical theoretical volatility surfaces, implied volatilities, skew slopes, Greeks and stock, option and futures price and print information.
Our Platform
Routing Algos
Our system continually monitors and quantifies market micro-dynamics allowing for precise order routing to optimize fill quality vs fill rate. Our quantitative approach enables you to actively participate in price discovery by leaning on fair value calculations. This has proven to be an effective methodology to systematize the execution of a strategy.
Risk Management
Our risk management system ensures a strong cohesion between high velocity trading and live risk calculation at the order level as well as risk aggregation at the portfolio level. This gives you the ability to shape your portfolio in real-time, based on market conditions as well as trading objectives.
Compliance Layer
Compliance is a critical component of institutional trading. Our MySQL API, as well as specialized GUI tools, offer an elegant solution allowing for efficient integration of your evolving compliance requirements. We’ve become SOC 2 compliant, which has proven to reduce our customers’ due diligence process.
Our Data
Real-Time Data
SpiderRock delivers raw and normalized US-based equity, options, and futures data feeds via multicast channels. Our normalized feed provides a reduced bandwidth profile for better manageability and cost effectiveness, and our client-side APIs turn high multicast packet volumes into individual message at low latencies.
OPTIONS ANALYTICS
HISTORICAL DATA
SpiderRock has a suite of historical data products in multiple asset classes and the ability to deliver data via flat files and Restful API. Our market data and analytics enable you to gain insights and make data-driven decisions by examining historical theoretical volatility surfaces, implied volatilities, skew slopes, Greeks and stock, option and futures price and print information.
INTEGRATION
GUI Tools
Our front-end is comprised of 11 custom applications enabling order entry, order monitoring, portfolio risk management, and viewing data & analytics.
MySQL API
Our custom storage engine, SRSE, is comprised of 6 live MySQL databases and enables bulk querying & inserting actions to interact with all parts of the system.
FIX Gateways
Our FIX gateways support order entry, connectivity to multiple brokers, OMS, and exchanges. Our system supports inbound & outbound drop copies.
Data Delivery
Our low latency cross-asset market data feeds, as well as our rich live and historical analytics, are easily accessible through a variety of delivery mechanisms.
INTEGRATION
GUI Tools
Our front-end is comprised of 11 custom applications enabling order entry, order monitoring, portfolio risk management, and viewing data & analytics.
MySQL API
Our custom storage engine (SRSE) is comprised of 6 live MySQL databases and enables bulk querying & inserting actions to interact with all parts of the system.
FIX Gateways
Our FIX gateways support order entry, connectivity to multiple brokers, OMS, and exchanges. Our infrastructure also supports inbound & outbound drop copies.
Data Delivery
Our low latency cross-asset market data feeds, as well as our rich live and historical analytics, are easily accessible through a variety of delivery mechanisms.
CONSULT With OUR EXPERTS
Behind any great technology is a team of experts.
Let us help you consider whether SpiderRock is a good fit in bringing your team to the next chapter of its technology evolution.
