EQDerivatives derivatives data reports are recognized as the definitive source of market intelligence across derivatives markets, quantitative investing and ESG. Through a curated network of portfolio managers, execution traders, CIOs and heads of asset allocation at institutional investors, EQD can map global markets and products through the lens of the buyside.

EQD’s reports identify market trends, pinpoint areas of growth, uncover new product opportunities and shape business development projects for:

  • Investment Banks
  • Hedge Funds/Asset Managers
  • Exchanges
  • Index Providers
  • Analytic Vendors
  • FinTech Companies

For access to EQDerivatives’ derivatives data or for bespoke projects, please contact

Latest Reports

Systematic Investing Bites Back!

The search for an alternative to traditional diversification techniques has led to a renewed interest in systematic investing. In response to this emerging trend, EQDerivatives conducted outreach with more than 130 firms gaining insights into how institutional investors are considering adding or increasing systematic approaches to their current allocations. Topics covered include:

  • How institutional investors are expanding systematic approaches to achieve diversification
  • What risks are firms focusing on over the next 12 to 18 months
  • How institutional investors are measuring systematic returns
  • Institutional approaches to statistical hedges / defensive overlay strategies
  • Who do firms find are the best resources for research and execution in the systematic space


ESG Derivatives – Through The Lens Of The Buyside

In response to demand from institutional investors and portfolio managers, EQD has released a unique research solution that shapes the path to liquidity in ESG derivatives and ESG solutions across asset classes and markets. In the report, EQD looks at areas, including:

  • The adoption of internal systematic ESG filters at investors, a deep dive into the adoption of rating and research
  • ESG hedging in fixed income instruments
  • The ESG delta one landscape
  • Driving liquidity into listed solutions
  • Why quants have the edge in ESG
  • The role of commodity futures
  • How derivatives can play a role within sustainable portfolio construction.

Equity, Volatility And X-Asset Derivatives – Monetizing Global Dislocations

EQD’s annual derivatives analysis provides deep insight into the global volatility, equity and x-asset derivatives markets across the globe. We map how buysiders use OTC and listed products as well as what strategies they implement. We identify and enumerate the size of activity in the top products and strategies as well as the appetite for growth. From client commissions to where voids exist for new derivatives solutions to be created, this report is essential to key derivatives exchanges, banks, index providers and analytic vendors.

Alternative Risk Premia – Navigating Turbulence, Correcting Course

Market growth and sizing assessments, cross-asset premia analysis and allocation trends are all uncovered in EQD’s latest annual research focused on alternative risk premia and systematic trading strategies. With data gathered from institutional investors and portfolio managers across the globe, the Alternative Risk Premia Report allows clients to identify product development opportunities as well as understand investors’ approach to areas such as defensive implementation, fixed income diversification, relative value and managing macro risks.