Samurai Data Analytics, LLC
Samurai offers a wide range of sentiment & volatility-based equity signals & risk analytics focused on options trade monitoring, as well as inputs from equities, company fundamentals & institutional ownership. Leveraging AI/ML against 20+ years' experience in quant development, options/equity trading & tracking institutional trading patterns for corporate issuers. Equities & fundamental data give you insights into the past, but Samurai's proprietary methodology and niche market structure expertise provides a novel look into future market expectations by unearthing signals found within the options chain.
Social/Sentiment
main data source2019
Year Company Founded- 1
Discretionary Asset Manager Customers5
AAPL, BAC, CREE, F, FB, GS, HBAN, NFLX, SO, XOM
~3,300 US equities - all sectors, no ETFs/Indices, options liquidity is a major requirement
~3,300 US equities - all sectors, no ETFs/Indices, options liquidity is a major requirement
1
Hedge Fund
All
New York, NY
Raw, Custom Analysis
$1K - $10K / mo
Pricing scales based upon number of users/enterprise, length of engagement, product set(s), delivery method & latency
2010
US
Data Aggregator, Other, Public Data, Web Data
Delivering novel trading signals & risk analytics through options monitoring
Unique industry experience in quantitative volatility curve research & analysis, identifying/tracking institutional trading patterns, including activist investors, for corporate issuers, and market structure expertise.
Market-timing, alpha-generation, channel checks, fat-tail exposure, risk management, hedging analytics, volatility exposure, predictive intelligence around market sentiment & volatility expectations, drawdown protection, options curve analysis (Stock-specific "Volatility Index," ATM/Implied Vols, Implied Variance, Skew, Kurtosis, Greeks, etc.).