MARKET EXPERTISE – MULTI-DIMENSIONAL ANALYTICS – QUANTITATIVE DATA SERVICES
Start todayFair Value Partners is a provider of quantitative data services driven by deep market insight and expertise. Its unique market analytics platform allows trading professionals to leverage the latest data science techniques and market-test algorithms via a readily accessible, cost effective cloud-based environment.
Identifying trading opportunities requires understanding a market’s micro-structure and the context in which capital is being deployed. FVP operates an analytical and technology framework that performs real-time market sentiment and relative value pricing analysis using numeric and non-numeric data.
Designing, implementing and maintaining quantitative analytic technologies is a complex and costly. FVP provides clients access to its proprietary algorithms and/or helps them design adaptations of FVP analytics using its market expertise and cloud-base financial technologies.
In today’s markets, staying competitive requires having the facility to leverage financial technologies that utilize the latest data science techniques to discover value. FVP provides clients this capability through its cost efficient and scalable quantitative data service platform.
FVP Data
Proprietary algorithms generate market signals and identify relative value trade opportunities
CORE Insight US is the FVP proprietary market signal that provides users with a best estimate of market sentiment on future rate changes drawing from Eurodollar futures options market.
CORE Adjusted US is the FVP generated fair value estimate for the Eurodollar Futures Option price at expiration should a trader want to buy or sell the nearest expiring serial or quarterly Eurodollar future options contract.
CORE Absorbed US is the FVP algorithm output that estimate the absorption probabilities of the future’s price from the strike ladder of the nearest expiring serial or quarterly Eurodollar futures options contract.
