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SpiderRock Sponsors Global EQD Conference 2024

SpiderRock is thrilled to announce its sponsorship of the ninth annual Global EQD conference in Las Vegas on May 22-23 at The Wynn.   This prestigious event will bring together top derivatives practitioners and cross-asset quantitative peers for insightful discussions...

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SpiderRock to Attend 2024 Options Industry Conference

SpiderRock will be attending the 42nd annual Options Industry Conference, taking place from April 30 to May 2, 2024, at the Omni Grove Park Inn in Asheville, NC. Hosted by OCC and the U.S. option exchanges, this conference stands as the premier event for top-level...

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Trading Earnings Using Volatility Data

Options trading can be complex, but SpiderRock's chart tool simplifies the process by providing traders with a distinct advantage. In our latest YouTube video, Trading Earnings Using Volatility Data, viewers learn how to use SpiderRock’s chart tool as a powerful...

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Trading with Implied & Realized Volatility Data

Navigating the complex landscape of volatility trading in today's options markets is challenging, even for seasoned professionals. Luckily, SpiderRock simplifies this complex process by offering traders an advantage through our advanced chart tool. In our latest...

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An Explosive Combo: Zero-Day Options and Retail Traders

The options market has been witnessing a surge of activity from retail traders looking for ways to profit from short-term price movements and volatility. One of the most popular strategies among these traders is to trade options that expire within a day, also known as...

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Retail Volume and the 0-DTE Options Trading Frenzy

The recent increased interest in retail option flow since the meme stock spikes during COVID has now extended to the trading of option contracts set to expire at the end of the current trading day (known as 0-DTE options). These 0-DTE options could have a subsequent...

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New Article on Valuing Options from NewMark Risk

NewMark Risk has recently released an article on valuing options. In the article, NewMark provides practical differences in pricing options and their impact. The article examines two signals, Put-Call Volume Ratio and IV Spread, using data from both SpiderRock and...

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Options Data Dump: 24-Hour VIX and SPX Trading Arrives

In June, Cboe made it official: the exchange group confirmed global trading hours (GTH) for VIX and SPX options, which would make the products tradable nearly 24 hours a day, 5 days a week. And now, it’s live. (Note: All following times are in Eastern.) Those first...

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The Quagmire of Historical Options Closing Price

At SpiderRock, we often get questions about historical stock options closing prices. Knowing the methodology used to capture your closing prices is fundamentally part of the data analysis being performed. Unlike the underlying stocks, there is no official close for...

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Historical Options Data Drives Factor Discovery

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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Real time options data: Quality analytics are key

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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Options Market Data: Evaluating Raw and Normalized Feeds

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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How to Tame and Profit from Risk with Options

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...

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What is Portfolio Margining?

Portfolio margining is a margining strategy used to determine how much risk a broker can take on when lending to an investor. The margin is the collateral an investor must deposit to cover the risk of buying or borrowing financial instruments with cash borrowed from...

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How Is Machine Learning Used in Trading?

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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What is Algorithmic Trading?

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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What is a Market Data Feed?

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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Insights from Put Underwriting Strategies

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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A Brief Overview of Correlation Trades

Over the last few years, the popularity of correlation and relative value trading has remained strong and profitable for many traders.  This trend is likely to continue as the world emerges from a pandemic, economies open, and companies emerge from the crisis in...

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OPRA Migration to new Pillar SIP Platform

OPRA Migration to new Pillar SIP Platform On July 26th, 2021, OPRA will migrate to the new Pillar SIP platform.  Firms currently processing the OPRA raw multicast data feed will need to develop, test, and certify the Pillar changes. Let SpiderRock help. One strategy...

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Historical Data Now Available via Liberator API

Our new Liberator API allows you to select data points by ticker or groups and by date and time ranges for direct use within your own applications. Our API comes with starter codes and notebooks for different languages as well as a Microsoft Excel plug-in. Using the...

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New SpiderRock Historical Data Content

We've recently added content to our site to describe our product offerings in the historical data and analytics space. SpiderRock has a suite of historical data products in multiple asset classes and the ability to deliver data via flat files and Restful API. ...

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Join us for Global EQD Virtual Conference, Oct. 26-28

Join us October 26-28, 2020 for Global EQD, the leading volatility and systematic investing conference for buysiders. SpiderRock is proud to sponsor this two-day virtual conference, which brings together top asset allocators and portfolio managers to swap strategy...

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What is the total cost of owning your data process?

Obtaining, managing, and supporting an options data infrastructure is incredibly complex and costly. Understanding and managing these costs can be quite complicated as well. Many trading organizations that take the in-house approach do not execute well on all fronts....

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Does your options data partner offer great service?

When it comes to service from your data partner, what should you expect? Onboarding, integration, and production support are all vital to your success. A partner’s onboarding services should include a working pre-production environment, migration support, accurate...

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Building a new options trading model?

What are the building blocks for a successful options trading model? Many investors who are getting started with options begin by analyzing historical data and end-of-day prices. Historical data is important for updating options trading models while access to deep,...

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What makes a great options market data provider?

A great options market data provider is not solely defined by the strength of its product and service offering, but also by the experience of its staff. A qualified market data provider should have a team of experts with trading, technology, and quantitative modeling...

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QuantHouse and SpiderRock

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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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...

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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...

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Europe EQD 2020

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…

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Equity Option Market Starting To Settle

As the equity option market started to settle down last week, market trading costs for SPY options came down even as volume dropped and #volatility stayed high.

The chart below shows SpiderRock’s view of the per contract trade cost for SPY in the three front months…

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