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Find the Hidden Signal in Market Data Noise


Louis Lovas, Director of Solutions at OneMarketData
Andrie de Vries, Business Services Director, Revolution Analytics

Market participants, from the largest investment banks to the smallest proprietary traders, are always seeking more efficient and effective ways of managing and analyzing market data. Their primary goal is to deliver the right answers to the right people at the right time in order to make timely trading decisions and keep their competitive advantage. While this may seem logical enough, when you consider the fractured nature of markets, from equities to options, it becomes harder to fulfill the needs for every group in a cost efficient and effective manner.

True price discovery, volume and trading patterns can only be achieved by in-depth cross market analysis. High precision market analysis requires an enterprise data management platform able to deliver high performance for capture and query. OneTick delivers on the performance and data quality these types of market analysis demand. When combined with Revolution R Enterprise, an advanced analytics platform based on the R language with the ability to scale to the Big Data needs for effective market data analysis, OneTick and Revolution Analytics deliver the one-two punch of all the data you need and the powerful analytics to deliver the results your strategy requires.

In this webinar we will demonstrate the value of advanced analytics by looking at computing price volatility and an Option Pricing business case. The inputs from U.S. equity and options markets measure and calculate volatility, Option Greeks and theoretical option values. Data analysis reveals unique observations, patterns and the possibility for predicting future values. Precise analytics and exploiting price deviations between theoretical option values and the market is at the core of modern option pricing and trading.