NewMark Risk Blog
Research Articles And Insights
November 20, 2024
By Newmark Risk
HKEX introduces weekly stock options potentially boosting volume and driving further equity option product development in the region.
March 11, 2024
By Newmark Risk
We leverage a few analytics from our proprietary Options Implied Analytics library to enhance common strategies to trade earnings announcements in some APAC countries.
July 12, 2023
By Newmark Risk
Box spreads may be an effective strategy for Japanese investors to lock in margin rates lower than their prime brokerage with minimal risk and impact to their margin requirements.
December 12, 2022
By Newmark Risk
How different Option Prices impact analytics for equity signals
April 5, 2022
By Newmark Risk
How Equity Managers Can Use Options-Implied Analytics.
January 20, 2022
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.
October 28, 2021
By Nicholas Pezolano and Frank Ferstler
We submitted a few of our analytics to the Numerai Signals Tournament to illustrate and track performance.
September 28, 2021
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.
