Newmark Risk provides an analytics library for equity managers derived from Equity Options data. Analytics are derived from academic, industry and New Marks proprietary research. The input data is sourced from Exchange Data International.
NewMark Risk´s Options-Implied Analytics library for equity investors.
NewMark Risk´s Options-Implied Analytics - nmr_options_implied_analytics
NewMark Risk offers a US Options-Implied Analytics dataset based on vendor provided raw market data and NewMark Risk’s platform.
Options-Implied Analytics signals for equity investors generated from academic, institutional and proprietary research provides insights from the options market to inform investment decisions on the underlying assets.
The Signals are broken down into 4 categories:
- Options-implied characteristics
- Options based risk premiums
- Options derived surfaces
- Trading volume derived
Data covers single name US equities, ETFs, Index ETFs and Index Options (with capability to expand into other markets by request).
Index and Equities are provided as separate data feeds.
Alternative SpiderRock/AlgoSeek version
NewMark Risk can also provide the Options-Implied analytics package using market data from SpiderRock trading system market data & AlgoSeek processed quant ready market data.