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...
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We are extremely excited and proud this morning to announce that BlackRock, Inc (through a subsidiary) has made a minority investment into our affiliate – SpiderRock Advisors. The investment shows confidence of a major industry leader in the SpiderRock Advisors...
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Although the term “machine learning” was coined at IBM in the late 1950s, and the methods and models that underpin machine learning applications were developed in the following decades, only since the turn of the century has it exerted significant influence outside of...
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Algorithmic trading is becoming ever more prevalent in the current market environment. Algorithmic traders use historical or live market data to discover repeatable trends and take advantage of them. Firms are now relying on machines to make seemingly instantaneous...
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A market data feed provides price and other information so market participants can decide whether to buy or sell securities and commodities. Raw market data feeds are generated by exchanges such as the New York Stock Exchange and organizations such as the Options...
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Systematic options trading can be used by equity investment organizations either as additional sources of alpha and yield enhancement or as efficient protection strategies. Put options can be used in two large classes of strategies: stock replacement (put...
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