SIGMA28 Information

SIGMA28 is a Financial Technology company specialised in market data & analytics in the equity option space. There are two ways how our service is brought to our clients. 1. IVexplorer© This desktop application connects to one of our data servers and allows our clients to analyze today’s implied volatility data in various ways. An intelligent ‘skin’ around the database has been developed from a trader’s perspective. Irregularities on the volatility surface can be scanned (both skew and term structure).On top of the standard functionality, the application offers extensive ‘scripting’ to design more proprietary analysis. The application is especially usefull for volatility trading desks, market makers and flow desks. Its flexibility makes it a unique service. We are committed to innovation and incorporate academic cutting edge research in derivative engineering. 2. API This service feeds risk and trading systems with historical Implied volatility data through our XML API’s. The XML format allows easy integration to most third party applications. We support API requests for both implied volatility data of actual expiries and strikes, as well as uniform expiries and strikes. Clients download and process our data into their own business platform for back-testing and proprietary coding for trading. The API is the choice for structured product desks, trading, and risk management disciplines The data covers over 3000 issuers from all major derivative exchanges around the globe. SIGMA28 is proud to be the vendor of choice by banks, fund administrators, market makers, brokerage houses, asset managers and hedge funds. For more information and explanatory video's on our services: www.SIGMA28.com contact: sales@SIGMA28.com