NewMark Risk Blog

Research Articles And Insights

September 28, 2021

A Comparison of Put-Call Ratios

By Nicholas Pezolano and Frank Ferstler
The Put-Call ratio is often the most commonly used Options-Implied Indicator due to it's simplicity in calculation. However there exists several variations in methodology to calculate it. In this blogpost we give an overview of these different methods and their relevance.
October 28, 2021

How We Contribute to Numerai Signals

By Nicholas Pezolano and Frank Ferstler
We submitted a few of our analytics to the Numerai Signals Tournament to illustrate and track performance.
January 20, 2022

Option Implied Stock Price vs. Actual Traded Stock Price

By Nicholas Pezolano and Frank Ferstler
The difference between the options implied stock price and the actual traded stock price can give insight into the markets view on the expected future price.
April 5, 2022

Why Options-Implied Analytics

By Newmark Risk
How equity funds can use options-implied analytics.