Key product characteristics
- Canari.dev is a web-based platform aiming to bring the power of Machine Learning to option traders
- Canari uses Artificial Intelligence to track patterns in screen trades, cross underlying volatility spreads and term structure shapes among other use cases
- The data is derived from our A7 Analytics platform
We currently offer three different products in our Data Shop:
- Complete view of options’ implied volatility to understand price dynamics
- Intraday (5 minutes sampled) historical bid ask and calibrated Fair Value for all active options on Eurex
- Two different product packages available: File-based historical data starting April 2019 and live (delayed) data via API
- Coverage of around 240 underlyings including indices and single stocks
- Underlyings include indices like Euro Stoxx 50, DAX, SMI, sector indices, and European stocks from Eurozone countries, Switzerland, UK or Scandinavia
- Use cases: Book valuation, structured products pricing, machine learning input to generate predictive signals
- All trades on options and dividend futures including multileg strategies along with valuation information to find the aggressor
- All trades with precise timestamp on all active options on Eurex
- Includes underlying price at the time of trade, aggressor side and price compared to fair value
- Provides a reference spot price and precise fair value of the option
- Product is available as end of day recap files available after market close
- Data universe includes all Eurex options and dividend futures
- Use cases: Portfolio valuation, trend detection, signal construction based on trade activity
- Product provides AI generated forecast indicators on implied and realised volatility
- Dispersion indicators (DSP, DSPSMI) give prediction regarding relative value of volatility (index vs components)
- Underlyings in Europe indices include DAX, SMI, sector indices, and European stocks from Eurozone countries, Switzerland, UK or Scandinavia
- Underlyings in the US include single stocks and sector ETFs
- Use cases: Options portfolio assessment, building of systematic option strategies, optimising of vega hedging
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