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.