Indicator Construction
Curated ticker selections
Every day we evaluate the scope of issues to track. Opportunity is dynamic, and as issues heat up and pass the liquidity threshold, we include them in our Top250 for indicator construction.
Stable and consistent values
Expiration gets closer every single day. That means the same security has different properties over time.
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For comparison across names and history, we interpolate a consistent delta, DTE, or percentage value from our scrubbed market data.
Spread Indicators track a constant maturity so you can identify what's really moving.​
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Activity moves prices
Changes in Spread Indicators means markets are moving, and opportunity follows that.
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For overlay strategies, tracking spread prices helps inform entries and timing.
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Traders will find opportunity when spreads shift and LIQ surges.