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Historical Options Data Drives Factor Discovery

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

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

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

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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How SOC 2 Compliance Simplifies Due Diligence for Investors

How SOC 2 Compliance Simplifies Due Diligence for Investors

When institutional investors entrust data to a trading platform, they must be confident it is securely and privately stored and available when needed. Due diligence demands scrutiny of third-party infrastructure and software to ensure it conforms to security, privacy,...

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BlackRock Makes Minority Investment in SpiderRock Advisors

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...

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How Is Machine Learning Used in Trading?

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?

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?

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

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

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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Join SpiderRock for Global EQD Virtual Conference, May 26-27

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...

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OPRA Migration to new Pillar SIP Platform

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

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

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 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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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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What makes a great options market data provider?

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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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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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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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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