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

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?

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?

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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Join us for the Capstone Virtual Volatilty Summit, Sept. 21-23

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...

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Building a new options trading model?

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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Are Your Option Analytics Accurate?

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,...

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How Do You Evaluate Raw and Normalized Data Feeds?

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...

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QuantHouse and SpiderRock

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

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

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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Fear and Subdued Exuberance Regimes in March-Apr’20

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…

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Europe EQD 2020

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

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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