Derived Data Analytics

— Derived Data Analytics —

Stock Trend Analytics

Identify the direction, strength & quality of medium- to long-term stock trends around the world.

Technical Analysis Metrics

Download over 60 technical analysis metrics including RSI, MACD, Sharpe ratio, R squared, and more calculated daily for global equities.

Bond Yield Analytics

Bond yield, yield to maturity, accrued interest, convexity, duration, and more analytics for government & corporate bonds worldwide.

Options Greeks, Implied Volatilities & Volatility Surfaces

Options Greeks, implied volatilities, and volatility surfaces for global exchange-listed options on equities, ETFs, equity indexes and futures.

Crypto Holdings

Crypto holdings and price correlation data so you can understand a security’s exposure to crypto assets and better manage risk.

Defining Derived Data Analytics.

Derived data analytics are computed or extrapolated from other existing data. They are often created by cross-referencing and/or combining various data sets and applying mathematical calculations to the resulting data set.

For example, DIH offers over 400 metrics based on level 3 depth of book data. These metrics are derived from every single insert, modify, execute or delete order message across every venue, available at daily and intra-day resolution. Such metrics capture the fullest picture of market quality, liquidity, volatility, spreads, order resting times, fill probabilities, and much more.

How Firms Use Derived Data Analytics.

Institutional market participants use derived data analytics for various tasks, including:

Manage risks associated with securities in their portfolios
Gain insights into the overall market
Develop and back-test trading strategies

For example, there is a myriad of ways to use our Trend Capture Analytics:

Analyze, compare and validate holdings & investment ideas.
Identify new investment opportunities across markets and sectors.
Tactically select & allocate across markets, regions, and sectors so you are not out of sync with prevailing stock trends.
Improve your risk models and fine-tune exposure to individual holdings & portfolios by spotting in time underperformers.
Be alerted to stock trend reversals.

No matter what the use case, having accurate analytics is important.