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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...
BlackRock Makes Minority Investment in SpiderRock Advisors
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...
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...
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...
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...
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...
New SpiderRock Real-Time Market Data And Options Analytics Content
SpiderRock provides low latency multicast feeds for real-time market data needs. These feeds provide real-time price data for a variety of US markets including equities, options, and futures. SpiderRock’s real-time market data feeds are provided through an API and are...
SpiderRock partners with CloudQuant to provide Historical Derivatives Data Access via API
CHICAGO, May 27, 2021 — SpiderRock Gateway Technologies and CloudQuant (CQ) prove that access to large, complex, point-in-time historical data doesn’t have to be difficult. SpiderRock launched the Liberator API service which allows clients to skip the complex data...
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...
Join SpiderRock for Global EQD Virtual Conference, May 26-27
We are proud to be a sponsor again of the Global EQD 2021. A Virtual ConferenceDay I | May 26, 12:00 PM - 3:00 PM PDTDay II | May 27, 12:00 PM - 3:00 PM PDT Global EQD’s two-day virtual program brings together top asset allocators and portfolio managers to swap...
Watch the Crowd: Using SpiderRock Data to Filter for Risk and Opportunities
Options Volume and Open Interest The trading environment has been changing rapidly due to many factors among which are social media influence and involvement of retail traders in the options market. As the January 2021 events demonstrated (extreme movements in names...
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...
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...
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. ...
SpiderRock chosen as 2020 Benzinga Listmaker of the year for “Best New Product”
SpiderRock and QuantHouse have been chosen as 2020 Benzinga Listmakers in the category of "Best New Product". Our product has been selected as an innovative solution that takes a lead on previously unresolved issues and addresses tomorrow's problems. QuantHouse and...
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...
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....
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...
SpiderRock nominated for “Best New Product” at 2020 Benzinga Global Fintech Awards
SpiderRock is pleased to announce that we, in partnership with QuantHouse, have been nominated for "Best New Product" at the 2020 Benzinga Global Fintech Awards. Our nomination is for SpiderRock's proprietary data and analytics feed that is now available at 20...
Join us for the Capstone Virtual Volatilty Summit, Sept. 21-23
SpiderRock is proud to sponsor the first ever Virtual Global Volatility Summit, happening September 21-23, 2020. The Volatility Summit will consist of a few hours over each of these days and the schedule will include panel discussions with managers and investors from...
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,...
Meet our Data & Analytics Team at the Eagle Alpha Virtual Data Conference, September 8-10
The SpiderRock Data & Analytics Team will be attending the Eagle Alpha Virtual Data Conference on September 8-10, 2020. This Eagle Alpha conference will be the most comprehensive yet, with an invigorating agenda of timely topics such as alternative data uses in...
Learn how experience and expertise are important in an options data provider.
Provider Experience and Expertise is Key. A great options data partner is not solely defined by the strength of its product and service offering. Some options data providers rely on inexperienced or ill-equipped staff to manage or control costs and this method is...
2020 Security Traders Association of Chicago (STAC) Golf Outing
Thank you to the Security Traders Association of Chicago for hosting a fun day out at Ridgemoor Country Club for the 2020 STAC Classic Golf Outing. The SpiderRock team enjoyed playing the beautiful course, connecting with industry colleagues and competing in the...
Are Your Option Analytics Accurate?
Are Your Option Analytics Accurate? Simply having an eye on the numbers is not enough. To ensure data consistency, live market data and analytics should be integrated with the same data source and produced holistically. Combining historical data with live analytics,...
How Do You Evaluate Raw and Normalized Data Feeds?
How do you evaluate Raw and Normalized Option Feeds? Raw data feeds should generally include basic equity prices and underlying fundamental data direct from an exchange or the Options Price Reporting Authority (OPRA) prices. A normalized feed is more manageable...
5 Fundamental Questions To Consider In Evaluating Your Options Data Partner
Options Data Needs & Considerations Options data is hard. Making decisions on investment priorities that involve options is based on a bedrock of solid analytics driven by market data and powerful, low-latency algorithms. Good options market data product can make...
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...
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…
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…
Virtual Discovery Day 2020
We’re excited to participate in BattleFin Ensemble & Discovery Day Events‘ Virtual #DiscoveryDay this Thursday, April 16.
Join SpiderRock COO Craig Iseli, Beni Gradwohl
Volatility and COVID-19 Update
The #volatility of the stock market as the result of the #covid19 outbreak continues to subside. Trading costs in SPY ETF options appear to have recovered to near pre-outbreak levels. This recovery might indicate…
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…