OptionSpace exists to fill a quality gap in the market.
The top tier market-making firms have access to the best quants and have a soft monopoly on the most sophisticated volatility pricing systems, tooling and infrastructure. This knowledge has been honed over decades in a Darwinian evolutionary system we call the electronic markets, where extreme competition drives extreme innovation. Most of it is never written about, or published, it stays locked up in the minds of the people operating at this cutting edge. The gap between academia and practice has probably never been wider.
Books you can buy talk about models and techniques that stopped working years ago, the current reality is significantly more complex. I know this because I operated at this cutting edge for two decades, and built highly profitable options trading systems, strategies and whole businesses globally at top tier market-making firms. I saw first hand what nuances exist, why they mattered and how you get hurt if you don’t account for them in your modelling.
The quality gap is massive. Even the most expensive institutional offerings in volatility data, and tooling don’t come anywhere close to matching the quality at the top tier trading firms.
That's the problem OptionSpace exists to solve. Not a fancier version of institutional analytics. Not a dashboard that looks impressive while cutting corners on the math underneath. The real thing, accessible to anyone who trades options and wants to do it rigorously.