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:...
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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...
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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...
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How do you evaluate Raw and Normalized Options Market Data? Raw options market data feeds should generally include basic equity prices and underlying fundamental data direct from an exchange or the Options Price Reporting Authority (OPRA) prices. You can read more...
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Besides regular market-making activities, options instruments can be used to tame and profit from risk in a variety of ways: Generate alternative alpha Yield enhancement Defensive overlay: protective puts Tail hedging Event speculation The SpiderRock Option Close...
read more Besides regular market-making activities, options instruments can be used to tame and profit from risk in a variety of ways: Generate alternative alpha Yield enhancement Defensive overlay: protective puts Tail hedging Event speculation The SpiderRock Option Close...
read more