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Eurex HHI Insights - Free Sample

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Databricks2024-05-09 收录
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https://marketplace.databricks.com/details/d2d62601-7fe1-4a2f-ac31-235832bbaffd/Deutsche-Boerse-Market-Data-and-Services_Eurex-HHI-Insights---Free-Sample
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**Overview** The Herfindahl-Hirschman Index (HHI) is a key market concentration measure, aiding in assessing liquidity quality and concentration risks. It ranges from 0 to 1, considering both participant numbers and volume. HHI Insights provides detailed concentration indicators like buy vs. sell and aggressive vs. passive breakdowns. **Designed for** Market participants such as - Buy-side and sell-side traders, researchers and analysts - Market makers - Brokerage firms - Systematic trading firms **Benefits** - Using Xetra® and Eurex® proprietary data, HHI Insights provides unique insights into market concentration and the relative demand imbalance - It gives customers additional guidance when deciding whether to add a new market to their trading universe, when setting maximum position limits, and when adjusting how aggressively they would like to enter and exit positions **Data details** - HHI Insights is calculated by squaring the market share of each fi rm competing in the market and summarizing the resulting numbers - The fi gures are calculated daily and delivered T+1 - HHI Insights is available for both Eurex and Xetra instruments - 24 individual daily HHI fi gures for Eurex® and 18 individual daily HHI fi gures for Xetra® - Xetra® HHI Insights is calculated on an ISIN level basis - Eurex® HHI Insights is calculated on an expiry basis plus further breakdowns for options - History is available for Xetra® back to 1 July 2017 and for Eurex® back to 1 January 2017 **If you would like to receive this data regularly, you can purchase a subscription [here](/marketplace/consumer/listings/57f9132b-2d37-46c5-b0c7-6bf924741075).** *Disclaimer: The download and usage of the free sample data provided by Deutsche Börse AG via the Databricks Marketplace is subject to the Terms of Service (which can be viewed on the right side). By downloading the data, you accept to adhere to the Terms of Service.*

**概述** 赫芬达尔-赫希曼指数(Herfindahl-Hirschman Index,HHI)是关键的市场集中度衡量指标,有助于评估流动性质量和集中度风险。其范围为0至1,同时考虑参与者数量和交易量。HHI Insights提供详细的集中度指标,如买入与卖出、主动与被动交易的细分数据。 **适用对象** 市场参与者,例如: - 买方和卖方交易员、研究人员及分析师 - 做市商 - 经纪公司 - 系统化交易公司 **优势** - 利用Xetra®和Eurex®专有数据,HHI Insights提供市场集中度和相对需求失衡的独特洞见 - 为客户在决定是否将新市场纳入其交易范围、设定最大头寸限制以及调整头寸进出的激进程度时提供额外指导 **数据详情** - HHI Insights通过对市场中各竞争公司的市场份额进行平方后求和计算得出 - 数据每日计算并于T+1交付 - HHI Insights适用于Eurex和Xetra的各类工具 - Eurex®提供24项每日HHI指标,Xetra®提供18项每日HHI指标 - Xetra®的HHI Insights基于ISIN级别计算 - Eurex®的HHI Insights基于到期日计算,并包含期权的进一步细分数据 - 历史数据可追溯至Xetra®的2017年7月1日及Eurex®的2017年1月1日 **若您希望定期接收该数据,可通过[此处](/marketplace/consumer/listings/57f9132b-2d37-46c5-b0c7-6bf924741075)购买订阅。** *免责声明:德意志交易所股份公司(Deutsche Börse AG)通过Databricks Marketplace提供的免费样本数据的下载和使用受服务条款约束(可在右侧查看)。下载数据即表示您同意遵守这些服务条款。*
提供机构:
Deutsche Boerse - Market Data and Services
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