NewMark Risk provides an analytics library for equity investors that derives insights from options market data, covering US equities, ETFs, and index options through four signal categories including options-implied characteristics and risk premiums.
NewMark Risk´s Options-Implied Analytics library for equity investors.
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.
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.
NewMark Risk offers an US Options-Implied Analytics dataset based on vendor provided raw market data and NewMark Risk’s platform.
Data covers single name equities, ETFs, Index ETFs and Index Options. Index and Equities are provided as separate feeds.
Options-Implied Analytics signal library for equity investors.
All options-implied analytics from academia, institutional and proprietary research to provide insights from the options market to inform investment decisions on their underlying assets.
Raw market data is supplied by Exchange Data International (EDI) and all derived analytics are produced by NewMark Risk.
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.