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sigma28.com

Sigma28 - Implied volatility data and volatility analysis | implied volatility data & analytics

Implied Volatility data and analytics for equity options. Highest data quality standards. Unique analytics and visualisation. Worldwide coverage. SIGMA28.

http://www.sigma28.com/

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Sigma28 - Implied volatility data and volatility analysis | implied volatility data & analytics | sigma28.com Reviews
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Implied Volatility data and analytics for equity options. Highest data quality standards. Unique analytics and visualisation. Worldwide coverage. SIGMA28.
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1 sigma28 home
2 volatility analytics
3 ivexplorer
4 volatility trading
5 flow trading
6 market making
7 volatility data
8 implied volatility database
9 historical volatility
10 option valuation
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Sigma28 - Implied volatility data and volatility analysis | implied volatility data & analytics | sigma28.com Reviews

https://sigma28.com

Implied Volatility data and analytics for equity options. Highest data quality standards. Unique analytics and visualisation. Worldwide coverage. SIGMA28.

INTERNAL PAGES

sigma28.com sigma28.com
1

Implied Volatility Data - Sigma28

http://www.sigma28.com/implied-volatility-data

Knowledge meets data governance. Implied Volatility Data Quality. Indices, Stocks, ETFs and ADRs. Implied Volatility Data History. Covering all volatility regimes. Sigma28 started collecting and processing equity option implied volatility data. That is well structured with high quality, exceptionally clean data. Ones in a flash and ready for consumption. Skew uniformity is available as a percentage of the at-the-money forward or on the basis of delta. DATA HISTORY and COVERAGE. Our implied volatility dat...

2

Volatility Analysis - Sigma28

http://www.sigma28.com/volatility-analysis

Filter and sort volatility. IVExplorer allows our clients to analyze the current day’s implied volatility data. An intelligent skin around the database has been developed for time series analysis of the volatility surface. Irregularities on the volatility surface can be scanned for both skew and term structure. Our users are able to filter, sort and interpret the data based on various statistical regression methods. Volatility analysis on your desktop. Ready to go. Off-the-shelf solution. Anyone can do i...

3

General SIGMA28 brochure

http://www.sigma28.com/workflows/sigma28-brochure

8211; AN OVERVIEW. Data integrity and snapshot method. We use market levels for yield curves, repo rates and implied dividends. Our advanced screening software enables us to carefully check data and identify errors in the volatility surface. This ensures SIGMA28’s competitive edge in terms of data integrity. SIGMA28 data covers option markets in EMEA, Americas, Asia and Australasia. All exchange listed Indices, single stocks, ADR’s, volatility trackers and ETFs. Access to the current day’s implied volati...

4

Market Making Analysis Tool - Sigma28

http://www.sigma28.com/workflows/market-making

8211; A MARKET MAKING ESSENTIAL. Market making is the most challenging of all trading disciplines. Bid-offer spreads, trading algorithms and option liquidity can push you into an ugly position. SIGMA28 introduced a desktop tool that shows you where today’s volatility opportunities and risks – are. So you can tweak your bid-offer curves to your preferred side. And more importantly, be in the vega position you want to be. Hedge delta and weighted vega Calibration and much more. SIGMA28 – An overview. Empow...

5

Options Valuation - Sigma28

http://www.sigma28.com/workflows/valuation

SIGMA28 provides equity options valuation data. From the best independent source in the industry. Fund administration, marking portfolios to market levels and many more disciplines require data that is accurate, complete and appropriate. SIGMA28’s implied volatility data. Is simply the highest data quality standard in the industry. Mark to Market valuation. It will allow a solid, objective and crystal clear valuation of all of your equity option positions. Full skew and tenor data range. SIGMA28 delivers...

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Sigma28 - implied volatility source

http://bythewww.com/project/sigma28

Is ontstaan omdat volatiliteitsgegevens nauwelijks beschikbaar zijn van een onafhankelijke bron. En als deze data al beschikbaar is dan is deze ondermaats. Daarop hebben zij hun gecombineerde expertise in afgeleide theorie en data management ingezet om de beste impliciete volatiliteit databank te worden. Nu na een aantal jaar kunnen ze met trots zeggen dat SIGMA28 wordt beschouwd als de institutionele maatstaf voor de volatiliteit van data en analytics. Doel van de Sigma28 website.

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