Built to Close the Gap in Vol Research
Institutional desks have Bloomberg for data and Excel for models. There has never been a platform that forecasts the surface forward, blends sentiment, and delivers a unified research view. Metafide is that platform.
Why We Started Metafide
Frank Speiser and Marcus Chen spent years building quantitative risk systems for institutional desks and kept hitting the same wall. Surface data was always backward-looking. Sentiment signals lived in separate tools with no unified view. Cross-asset correlation shifts were noticed only after they had already moved the book.
The desks had the pieces but not the integration layer. Each morning brief required stitching together vol surface snapshots, options positioning reports, and macro calendars from different systems. The forward-looking picture was always assembled too late to be useful at the open.
Metafide was founded in 2023 to solve this. Helena Varga joined as Head of Research to build the methodology. The goal: a single, forward-looking research view delivered to the desk before market open, with the surface, the sentiment, and the correlation watch all in one place.
The desk had Bloomberg, Excel, and four separate data subscriptions. We still didn't have a surface forecast for tomorrow.
Frank Speiser, Co-Founder
The People Behind Metafide
12+ years building quantitative risk systems and vol research infrastructure for institutional desks. Focused on bridging the gap between options analytics and live research delivery.
Derivatives research background spanning sell-side and buy-side environments. Specialist in options pricing theory and the development of cross-asset sentiment signals.
Real-time financial data pipeline engineering and ML infrastructure for quantitative systems. Specializes in low-latency market data processing and research delivery architecture.
Metafide at a Glance
Interested in the Platform?
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