About
About AlphaMix
AlphaMix is a specialized provider of options data processing services for quantitative trading professionals. We combine cutting-edge academic research with advanced machine learning and deep learning technologies to deliver sophisticated features from complex options market data.
Our Mission
We bridge the gap between raw options market data and actionable quantitative trading insights. By combining state-of-the-art machine learning and deep learning technologies with deep domain expertise and the latest academic research, we help quantitative traders focus on strategy development rather than data infrastructure.
Our platform aggregates data from 12+ major US options exchanges (Cboe, Nasdaq, NYSE, and MIAX platforms) and transforms it into advanced features including gamma exposure (GEX) calculations, trader type classifications, and volatility surface modeling—all built on the foundation of current academic research in quantitative finance.
Our Approach
Research-Driven: Our models are built on the latest academic research in quantitative finance, options pricing theory, market microstructure, and machine learning applications to financial markets.
Technology-Driven: We leverage cutting-edge ML and DL models to extract maximum value from options data, incorporating insights from recent research papers and industry innovations.
Academic Foundation: We continuously monitor and incorporate findings from top-tier finance and economics journals, ensuring our features reflect the most current understanding of options market dynamics.
Client-Focused: Every solution is tailored to meet specific quantitative trading requirements, from academic research to institutional trading strategies.
Quality-First: Rigorous quality assurance ensures reliable, accurate data processing with institutional-grade reliability.
Continuous Innovation: We continuously improve our models and pipelines based on new research and market developments, staying at the forefront of options data processing.
Our Expertise
Our team brings together expertise in:
- Quantitative Finance: Deep understanding of options pricing theory, volatility modeling, and market microstructure
- Academic Research: Continuous integration of the latest research findings from leading finance and economics journals
- Machine Learning & Deep Learning: Advanced ML/DL models specifically adapted for financial time series and options data
- Data Engineering: Robust infrastructure for processing high-frequency, multi-exchange options data
- Financial Market Data Systems: Expertise in OPRA feeds, exchange-specific protocols, and market data infrastructure
- Options Market Analytics: Specialized knowledge in gamma exposure, trader type classification, and volatility surface modeling
Research Foundation
Our feature engineering incorporates insights from recent research in:
- Options market microstructure and price discovery mechanisms
- Volatility modeling, forecasting, and surface construction
- Market maker behavior, inventory dynamics, and risk management
- Information flow, informed trading detection, and market impact
- High-frequency trading, market fragmentation, and execution quality
- Machine learning applications to options pricing and volatility prediction
Contact Us
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