The Cboe Data Vantage difference

PARTNER CONTENT

In a complex and challenging market environment, intra-day risk management is more important than ever. Cboe Data Vantage’s suite of real-time risk analytics and trading indicators enable market participants to incorporate proven, sophisticated analytics into their internal trading and risk applications.

The Cboe Data Vantage Difference

Cboe Data Vantage is a leading provider of margin-risk analytics with a real-time, data-enabled, global, cross-asset platform. We offer a comprehensive and holistic array of data, analytics, and execution services for each stage in the lifecycle of a transaction. From pre-trade, to at-trade, to post-trade, these solutions deliver insights, alpha opportunities, portfolio optimizations and seamless workflows. 

Cboe’s real-time delivery model streamlines the complexity, cost and resource commitment typically required to produce the highest quality risk analytics to inform your trading strategies and risk applications. Cboe’s options analytics can be seamlessly integrated as a data feed into proprietary applications, leveraging valuable internal resources to advance your core business. 

Some of the largest hedge funds in the world use Cboe Data Vantage’s customized client solutions to enhance their trading. Cboe’s options analytics also include portfolio analytics for stress testing and scenario analysis, historical data for back testing, tracking volume and volume movement around various events. 

Key benefits of Cboe Data Vantage’s options analytics:

• Source of Independent Validation | Risk calculations conducted by an independent provider can offer a higher level of internal controls and facilitate interactions with your prime broker.
• Maintain Data Integrity | Protect sensitive data by integrating a security-level data feed that is fully portfolio agnostic.
• Simplified Technology Integration | Cboe sources all of its real-time price feeds and reference data using a data-enabled approach, delivering users a complete analytical platform with the simplicity of a single data feed.
• Implied Volatilities and Greeks | Cboe’s options analytics enable users to deliver real-time options analytics (implied volatilities and Greeks) to their retail options and futures customer base to better inform their trading decisions and risk management. Cboe provides broad applicability across the retail options and futures trading and investing community and helps its clients advance their strategy strategies. We have a variety of use studies that serve as an excellent example of how this data can be incorporated into a variety of internal and external uses across the firm.

Other potential uses for Cboe Data Vantage’s options analytics:

• Provide unified professional-level implied volatilities and Greeks to the retail trading community across desktop, mobile and tablet applications
• Add value through access to sophisticated analytic tools such as pre-trade, “what-if” margin impact analysis
• Perform intraday margin calculations for internal risk monitoring

Portfolio and Margin Analytics

Through quantitative and technological expertise, Cboe Data Vantage’s Portfolio and Margin Analytics build upon Options Analytics to offer a real-time, “portfolio-aware” solution for risk management. Cboe’s calculation engine is capable of consuming the highest-volume market data feeds in real time—for example, the OPRA feed with peaks around 90 million messages per second—and processing millions of analytical calculations per second.

Historical Options Data

Cboe Data Vantage offers a rich and comprehensive dataset of historical options data, including full tick and analytics data for listed equity options and options on futures, with up to 10 years of history. The compute platform manages more than 3 petabytes of data and offers great depth and granularity. Options data is loaded in real-time and available immediately throughout the day. Cboe’s dataset flexibly supports applications ranging from risk management stress testing to back testing of trading and investment strategies. 

Cboe Data Vantage Options Analytics can enhance your trading experience, helping you serve your customers in any market environment. Learn more today. 

Disclaimer

There are important risks associated with transacting in any of the Cboe Company products discussed here. Before engaging in any transactions in those products, it is important for market participants to carefully review the disclosures and disclaimers contained at: https://www.cboe.com/us_disclaimers/. These products are complex and are suitable only for sophisticated market participants. These products involve the risk of loss, which can be substantial and, depending on the type of product, can exceed the amount of money deposited in establishing the position. Market participants should put at risk only funds that they can afford to lose without affecting their lifestyle.

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