The European Market Brief 10: The Quest for European Data: VSTOXX, HFT, and the Taxicab Confessional cover art

The European Market Brief 10: The Quest for European Data: VSTOXX, HFT, and the Taxicab Confessional

The European Market Brief 10: The Quest for European Data: VSTOXX, HFT, and the Taxicab Confessional

Listen for free

View show details

About this listen

Host: Mark Longo, Owner and CEO of The Options Insider Media Group

Featured Guests:

  • Russell Rhoads, Associate Clinical Professor at Indiana Kelley School of Business

  • Matt Amberson, Principal and Founder of ORATS (Options Research and Technology Services)

  • Daniel Murillo, Associate Vice President and US Sales Manager for Market Data and Services at Deutsche Börse (Eurex)

For traders looking across the pond, data access is the key to unlocking opportunities. In this episode, our panel tackles the challenges of finding, analyzing, and utilizing quality European derivatives market data.

On the Agenda:

  • Data Deep Dive: Where can retail and professional traders find reliable, cost-effective data for Eurex products like EURO STOXX 50, DAX, and VSTOXX? Guests highlight essential free and paid resources.

  • Backtesting the Continent: ORATS's Matt Amberson details how the unique, often sideways movement of European stocks offers different—and sometimes better—backtesting results for strategies like covered calls compared to the U.S. market's long bull run.

  • The Race for Speed: Daniel Murillo of Eurex shares an insider look at the exchange's data services, including T+1 flows and new picosecond-level timestamping for High-Frequency Traders.

  • VIX vs. VSTOXX: Russell Rhoads analyzes the difference in the futures term structure between VIX and VSTOXX, revealing why the European volatility index offers unique trading dynamics, especially as the U.S. trading day slows down.

No reviews yet
In the spirit of reconciliation, Audible acknowledges the Traditional Custodians of country throughout Australia and their connections to land, sea and community. We pay our respect to their elders past and present and extend that respect to all Aboriginal and Torres Strait Islander peoples today.